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Type 'q()' to quit R. > x <- c(104.65,109.2,103.93,101.93,101.58,102.63,106.83,105.57,105,104.16,106.93,106.5,106.47,112.33,106.81,103.49,104.13,103.2,105.55,102.8,106.68,105.43,109.01,112.24,112.87,110.98,112.85,112.08,110.72,109.69,112.53,112.99,111.74,111.15,114.82,117.38,117.81,122.85,116.96,119.16,117.74,118.84,123.81,120.33,119.2,117.32,128.58,129.2,126.19,132.1,128.12,122.28,122.36,123.13,125.97,126.14,122.7,122.67,129.19,133.01,123.96,128.96,127.32,131.38,125.25,127.91,130.42,128.44,125.86,125.71,130.63,131.78,125.61,131.84,122.14,127.13,124.49,125.48,129.86,126.32,125.56,125.64,128.26,125.47,134.4,134.5,131.22,121.62,124.16,127.5,132.86,127.87,124.07,124.25,131.16,129.24,129.24,135.51,128.97,126.89,127.52,130.31,132.39,132.69,128.73,129.66,127.72,132.63,129.74,138.46,134.31,128.8,129.95,134.15,136.01,135.1,132.27,132.49,130.06,136.11,131.47,140.61,141.65,126.75,133.9,138.75,141.86,141.13,138.76,138.65,138.59,147.09,140.17,152.38,144.02,139.55,141.1,145.85,147.88,145.17) > par7 = '0.95' > par6 = 'White Noise' > par5 = '12' > par4 = '0' > par3 = '1' > par2 = '1' > par1 = '48' > #'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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/1e9y61260219954.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2oqz81260219954.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.000000000 -0.335572390 -0.104948557 -0.137661503 0.018573744 [6] 0.099424520 -0.030343147 0.121602471 -0.086251886 -0.028903615 [11] -0.155011974 -0.085411779 0.470288754 -0.037904685 -0.176428008 [16] -0.042368902 -0.022861387 0.096698178 -0.103707156 0.209575719 [21] -0.103961577 -0.062559206 -0.115612077 -0.005191607 0.312515955 [26] -0.045428603 -0.098160960 -0.021923941 -0.047405344 0.044491719 [31] -0.079398322 0.174117368 0.003557365 -0.172163808 -0.062025924 [36] -0.057612915 0.356001823 -0.052702507 -0.105741360 -0.026360161 [41] -0.027961339 0.007877983 -0.012381904 0.109176272 0.010699431 [46] -0.141118641 -0.062377505 0.015899746 0.169061106 > (mypacf <- c(rpacf$acf)) [1] -0.3355723902 -0.2451651463 -0.3162676308 -0.2602496882 -0.1276958718 [6] -0.1558231772 0.0570876984 0.0230286582 0.0160161822 -0.1903238956 [11] -0.4202232761 0.1510551698 0.2357806983 0.0509847080 0.1750389390 [16] 0.0971736926 0.0859938850 -0.1258928627 0.0470790085 0.0293969838 [21] -0.0549072217 -0.0574932215 -0.0093324006 0.0707775900 0.0002881145 [26] 0.0003550314 0.1255873401 -0.0240896053 -0.0592592406 -0.0990019755 [31] -0.0887388258 0.0164733425 -0.0928818881 -0.0692791162 -0.2007996835 [36] -0.0305294859 0.0760459336 -0.0404801100 -0.0153332747 0.0085983682 [41] -0.0596538361 0.0067504032 -0.0651473307 -0.0273100803 -0.0261088006 [46] -0.0213000629 0.1181318794 -0.0674258850 > 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/3d58l1260219954.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/4sftt1260219954.tab") > > system("convert tmp/1e9y61260219954.ps tmp/1e9y61260219954.png") > system("convert tmp/2oqz81260219954.ps tmp/2oqz81260219954.png") > > > proc.time() user system elapsed 0.583 0.338 0.704