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Type 'q()' to quit R. > x <- c(313.737,312.276,309.391,302.950,300.316,304.035,333.476,337.698,335.932,323.931,313.927,314.485,313.218,309.664,302.963,298.989,298.423,301.631,329.765,335.083,327.616,309.119,295.916,291.413,291.542,284.678,276.475,272.566,264.981,263.290,296.806,303.598,286.994,276.427,266.424,267.153,268.381,262.522,255.542,253.158,243.803,250.741,280.445,285.257,270.976,261.076,255.603,260.376,263.903,264.291,263.276,262.572,256.167,264.221,293.860,300.713,287.224,275.902,271.115,277.509,279.681,276.239,271.037,266.148,259.497,266.795,298.305,303.725,289.742,276.444,268.606) > par8 = '' > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/1zrm11293390053.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2a0mm1293390053.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.0000000000 0.1836590305 0.1294153302 0.3144057222 0.1400961362 [6] 0.0634385752 0.1682898066 0.0482339637 0.1839331757 -0.0112126829 [11] -0.0729788616 0.1692632692 -0.1438944957 -0.2321838048 0.0494739849 [16] 0.0015070686 -0.0821207059 -0.0412162324 -0.0873705771 -0.0164256136 [21] -0.1244411574 -0.2369689312 -0.0660987453 -0.1549683718 -0.2112008176 [26] -0.0447216162 -0.1689239698 -0.2780237582 -0.1792999250 -0.1335864854 [31] -0.1087911314 -0.0226452138 -0.0713045647 0.0025921695 -0.0007443562 [36] -0.0019020032 -0.0276393947 > (mypacf <- c(rpacf$acf)) [1] 0.183659030 0.099024863 0.287213562 0.042829626 -0.015760252 [6] 0.069864512 -0.040825162 0.172572411 -0.143027737 -0.104390305 [11] 0.136067171 -0.218276953 -0.160638656 0.039330798 0.116744479 [16] 0.036582578 -0.076070673 -0.044973895 0.015449717 -0.049805578 [21] -0.165971542 -0.103055360 -0.061158774 -0.006854664 -0.018780163 [26] -0.160985053 -0.143406952 -0.034695256 0.068186986 -0.007392331 [31] 0.095215225 0.065472180 -0.013105951 -0.044452096 0.027422919 [36] -0.093729776 > 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/3ej2a1293390053.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/4z1jy1293390053.tab") > > try(system("convert tmp/1zrm11293390053.ps tmp/1zrm11293390053.png",intern=TRUE)) character(0) > try(system("convert tmp/2a0mm1293390053.ps tmp/2a0mm1293390053.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.553 0.332 1.251