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Type 'q()' to quit R. > x <- c(99.9,98.6,107.2,95.7,93.7,106.7,86.7,95.3,99.3,101.8,96,91.7,95.3,96.6,107.2,108,98.4,103.1,81.1,96.6,103.7,106.6,97.6,87.6,99.4,98.5,105.2,104.6,97.5,108.9,86.8,88.9,110.3,114.8,94.6,92,93.8,93.8,107.6,101,95.4,96.5,89.2,87.1,110.5,110.8,104.2,88.9,89.8,90,93.9,91.3,87.8,99.7,73.5,79.2,96.9,95.2,95.6,89.7) > par7 = '0.95' > par6 = 'MA' > par5 = '12' > par4 = '1' > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/1ag6e1259145505.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2evwy1259145505.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.00000000 -0.42470134 -0.02155173 -0.06176968 0.03486488 -0.01152171 [7] 0.01837407 0.06275516 -0.16227821 0.15475563 -0.05624425 0.08873476 [13] -0.36405997 0.25921319 0.12257989 -0.13865389 -0.02643397 0.04921101 [19] 0.07645773 -0.12939875 0.12937884 -0.07942478 -0.09788534 0.14619232 [25] -0.03650278 -0.03594026 -0.06290351 0.11745376 -0.08333849 0.03925868 [31] -0.07715262 0.13555407 -0.05068680 0.01780989 0.03230099 -0.09173262 [37] -0.02793217 > (mypacf <- c(rpacf$acf)) [1] -0.424701339 -0.246359040 -0.230952788 -0.147329375 -0.119817699 [6] -0.072997173 0.046563872 -0.142641636 0.035378488 0.009308745 [11] 0.115715573 -0.364585188 -0.130543920 0.147915022 -0.023184005 [16] -0.127526093 0.024861829 0.193624165 0.002856332 -0.037055298 [21] 0.115613719 -0.096480249 -0.014985453 -0.178827506 0.004797472 [26] 0.025879846 -0.103488225 -0.156698359 0.083398669 -0.024906615 [31] -0.036014459 -0.009274365 0.173295475 -0.024870497 -0.038901225 [36] -0.155380188 > 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/3f1sf1259145505.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/4s3p31259145505.tab") > > system("convert tmp/1ag6e1259145505.ps tmp/1ag6e1259145505.png") > system("convert tmp/2evwy1259145505.ps tmp/2evwy1259145505.png") > > > proc.time() user system elapsed 0.551 0.311 0.715