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Type 'q()' to quit R. > x <- c(455,456,517,525,523,519,509,512,519,517,510,509,501,507,569,580,578,565,547,555,562,561,555,544,537,543,594,611,613,611,594,595,591,589,584,573,567,569,621,629,628,612,595,597,593,590,580,574,573,573,620,626,620,588,566,557,561,549,532,526,511,499,555,565,542,527,510,514,517,508,493,490,469,478,528,534,518,506,502,516,528,533,536,537,524,536,587,597,581,564) > par7 = '0.95' > par6 = 'MA' > par5 = '12' > par4 = '0' > par3 = '1' > par2 = '1' > par1 = '36' > #'GNU S' R Code compiled by R2WASP v. 1.0.44 () > #Author: Prof. Dr. P. Wessa > #To cite this work: AUTHOR(S), (YEAR), YOUR SOFTWARE TITLE (vNUMBER) in Free Statistics Software (v$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/1a06m1259937742.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2pbaw1259937742.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.00000000 0.25001646 -0.21071548 -0.28717696 -0.22456001 0.08043717 [7] 0.20706829 0.06954304 -0.22373431 -0.27510507 -0.20162968 0.24670642 [13] 0.80813731 0.18465894 -0.19150822 -0.28043519 -0.22405445 0.05828614 [19] 0.14218825 0.04873745 -0.21971668 -0.25545015 -0.14733742 0.21374268 [25] 0.63915643 0.12599570 -0.19401682 -0.25518195 -0.18309704 0.03231743 [31] 0.09717932 0.02490661 -0.21064092 -0.20495581 -0.09149425 0.16850125 [37] 0.52299068 > (mypacf <- c(rpacf$acf)) [1] 0.2500164604 -0.2914411828 -0.1705117263 -0.1840345957 0.0932456106 [6] 0.0401475693 -0.0395013067 -0.2313100589 -0.1268439809 -0.2163344380 [11] 0.2318871560 0.7133248514 -0.1594821418 0.0806930327 -0.0150913842 [16] -0.0403036126 -0.0883145209 -0.1724569675 0.0055874142 -0.0746499056 [21] -0.0011331650 0.0925151098 -0.1124191369 0.0149629545 -0.0576112906 [26] -0.0871327711 0.0243921617 0.0011807004 -0.0489604017 0.0078167109 [31] -0.0495947278 0.0132425539 0.0007676013 -0.0204981349 -0.0722504718 [36] 0.0358791544 > lengthx <- length(x) > sqrtn <- sqrt(lengthx) > > #Note: the /var/www/html/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Autocorrelation Function',4,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'Time lag k',header=TRUE) > a<-table.element(a,hyperlink('http://www.xycoon.com/basics.htm','ACF(k)','click here for more information about the Autocorrelation Function'),header=TRUE) > a<-table.element(a,'T-STAT',header=TRUE) > a<-table.element(a,'P-value',header=TRUE) > a<-table.row.end(a) > for (i in 2:(par1+1)) { + a<-table.row.start(a) + a<-table.element(a,i-1,header=TRUE) + a<-table.element(a,round(myacf[i],6)) + mytstat <- myacf[i]*sqrtn + a<-table.element(a,round(mytstat,4)) + a<-table.element(a,round(1-pt(abs(mytstat),lengthx),6)) + a<-table.row.end(a) + } > a<-table.end(a) > table.save(a,file="/var/www/html/rcomp/tmp/3ipdp1259937742.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Partial Autocorrelation Function',4,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'Time lag k',header=TRUE) > a<-table.element(a,hyperlink('http://www.xycoon.com/basics.htm','PACF(k)','click here for more information about the Partial Autocorrelation Function'),header=TRUE) > a<-table.element(a,'T-STAT',header=TRUE) > a<-table.element(a,'P-value',header=TRUE) > a<-table.row.end(a) > for (i in 1:par1) { + a<-table.row.start(a) + a<-table.element(a,i,header=TRUE) + a<-table.element(a,round(mypacf[i],6)) + mytstat <- mypacf[i]*sqrtn + a<-table.element(a,round(mytstat,4)) + a<-table.element(a,round(1-pt(abs(mytstat),lengthx),6)) + a<-table.row.end(a) + } > a<-table.end(a) > table.save(a,file="/var/www/html/rcomp/tmp/4rz071259937742.tab") > system("convert tmp/1a06m1259937742.ps tmp/1a06m1259937742.png") > system("convert tmp/2pbaw1259937742.ps tmp/2pbaw1259937742.png") > > > proc.time() user system elapsed 0.554 0.311 0.638