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Type 'q()' to quit R. > x <- c(118.7,110.1,110.3,112.9,102.2,99.4,116.1,103.8,101.8,113.7,89.7,99.5,122.9,108.6,114.4,110.5,104.1,103.6,121.6,101.1,116.0,120.1,96.0,105.0,124.7,123.9,123.6,114.8,108.8,106.1,123.2,106.2,115.2,120.6,109.5,114.4,121.4,129.5,124.3,112.6,125.1,117.9,116.4,126.4,93.3,102.9,97.8,97.1,110.7,109.3,103.2,106.2,81.3,84.5,92.7,85.0,79.1,92.6,78.1,76.9,92.5) > par7 = '0.95' > par6 = 'White Noise' > par5 = '12' > par4 = '0' > par3 = '0' > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/1jjde1260543558.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/21cug1260543558.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.0000000000 0.5640296810 0.4504796263 0.5269637445 0.2847032220 [6] 0.3240258846 0.4324483047 0.1949023697 0.1391586677 0.1231807105 [11] -0.0001071458 0.0566903409 0.1981760024 0.0143111443 -0.0805602232 [16] -0.1183320947 -0.2162989465 -0.1949034303 -0.1467374803 -0.2366061774 [21] -0.2743509557 -0.2071291345 -0.2122788726 -0.1657523339 -0.0416195537 [26] -0.0720126608 -0.2024911215 -0.1609125485 -0.1602195869 -0.1655203243 [31] -0.1134449170 -0.1171946061 -0.2335664021 -0.1565798117 -0.1053454077 [36] -0.1196035693 0.0261632205 > (mypacf <- c(rpacf$acf)) [1] 0.564029681 0.194098647 0.324178284 -0.213844422 0.177997186 [6] 0.181583921 -0.189165379 -0.135123358 -0.101455533 0.028263780 [11] 0.051103768 0.233706407 -0.185259794 -0.203137894 -0.201912553 [16] 0.033210440 -0.027421385 -0.074028628 -0.053071919 -0.019335804 [21] 0.239341722 0.101707603 -0.005390983 -0.093216133 0.012124343 [26] -0.224330868 -0.029322221 -0.021354331 0.026306423 -0.097694263 [31] 0.088367570 -0.074443183 0.020377405 -0.005652370 -0.068364856 [36] 0.074695311 > 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/3anu31260543558.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/4gacm1260543558.tab") > > system("convert tmp/1jjde1260543558.ps tmp/1jjde1260543558.png") > system("convert tmp/21cug1260543558.ps tmp/21cug1260543558.png") > > > proc.time() user system elapsed 0.548 0.316 0.762