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Type 'q()' to quit R. > x <- c(611,594,595,591,589,584,573,567,569,621,629,628,612,595,597,593,590,580,574,573,573,620,626,620,588,566,557,561,549,532,526,511,499,555,565,542,527,510,514,517,508,493,490,469,478,528,534,518,506,502,516,528,533,536,537,524,536,587,597,581,564) > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/1vfgq1259696533.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2z7gp1259696533.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.0000000000 0.1354931100 0.2413628371 0.3364848923 0.2246918343 [6] 0.0625515852 0.1842826512 0.0198636804 0.1426174798 0.0140838911 [11] -0.0849877990 0.2886586493 -0.1557380726 -0.0729964743 0.0943269697 [16] 0.0751899682 -0.1005687833 0.0760489746 -0.1537711051 -0.0235710889 [21] -0.1493953313 -0.2068579208 -0.0830813880 -0.1970993397 -0.2006261999 [26] -0.0910423358 -0.1140549585 -0.2409019342 -0.1083155402 -0.1282061346 [31] -0.0878631152 -0.0518442844 -0.0621175964 -0.0415115372 0.0007872356 [36] -0.0078712343 -0.0057999749 > (mypacf <- c(rpacf$acf)) [1] 0.13549311 0.22717502 0.30122062 0.14701708 -0.10038020 0.01561749 [7] -0.10858247 0.10638017 -0.03119458 -0.15902669 0.32687995 -0.24819620 [13] -0.06364730 0.04544660 0.13021540 0.02405929 -0.08883587 -0.17654373 [19] -0.09615316 -0.07812746 -0.06937312 -0.08460801 0.00753282 0.03691226 [25] -0.05154795 -0.03484948 -0.07293808 -0.07944225 0.10538302 -0.05031675 [31] 0.09713434 0.01002597 -0.04033836 0.04297895 0.04420319 0.03023255 > 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/3dfi71259696533.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/4e3pt1259696533.tab") > system("convert tmp/1vfgq1259696533.ps tmp/1vfgq1259696533.png") > system("convert tmp/2z7gp1259696533.ps tmp/2z7gp1259696533.png") > > > proc.time() user system elapsed 0.564 0.311 0.694