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Type 'q()' to quit R. > x <- c(90398,90269,90390,88219,87032,87175,92603,93571,94118,92159,89528,89955,89587,89488,88521,86587,85159,84915,91378,92729,92194,89664,86285,86858,87184,86629,85220,84816,84831,84957,90951,92134,91790,86625,83324,82719,83614,81640,78665,77828,75728,72187,79357,81329,77304,75576,72932,74291,74988,73302,70483,69848,66466,67610,75091,76207,73454,72008,71362,74250) > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/1ou2z1259085198.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2afxq1259085198.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.00000000 0.19965126 -0.28510342 -0.32597396 -0.20473535 0.13719201 [7] 0.23620653 0.06941604 -0.22905074 -0.32795996 -0.20420413 0.26162141 [13] 0.68467106 0.07740725 -0.26085600 -0.27383315 -0.13332649 0.13489243 [19] 0.14433138 0.05510650 -0.25978001 -0.27023842 -0.07847394 0.17533375 [25] 0.45372418 0.07812064 -0.20421974 -0.20397481 -0.06921812 0.12200375 [31] 0.12309892 0.02159219 -0.19120755 -0.16895095 -0.02851784 0.10637412 [37] 0.29311102 > (mypacf <- c(rpacf$acf)) [1] 0.1996512589 -0.3384550759 -0.2143311808 -0.2202540026 0.0656073013 [6] 0.0245232146 -0.0170105854 -0.2076414191 -0.2205400865 -0.2859176524 [11] 0.0979309188 0.5161581367 -0.1202227205 0.0664434119 -0.0004092398 [16] 0.0039668394 -0.1067876194 -0.1467654937 0.0506750560 -0.1756661861 [21] 0.0381124319 -0.0120089858 -0.2235696214 -0.0188470947 0.0439416420 [26] -0.0430649454 -0.0533633014 0.0041752093 0.0192615691 -0.0378498823 [31] -0.0565576965 0.1091077503 -0.0409929704 0.0070513284 -0.0063301675 [36] -0.0872242290 > 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/3q2v71259085198.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/440cp1259085198.tab") > > system("convert tmp/1ou2z1259085198.ps tmp/1ou2z1259085198.png") > system("convert tmp/2afxq1259085198.ps tmp/2afxq1259085198.png") > > > proc.time() user system elapsed 0.547 0.316 0.679