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Type 'q()' to quit R. > x <- c(6539,6699,6962,6981,7024,6940,6774,6671,6965,6969,6822,6878,6691,6837,7018,7167,7076,7171,7093,6971,7142,7047,6999,6650,6475,6437,6639,6422,6272,6232,6003,5673,6050,5977,5796,5752,5609,5839,6069,6006,5809,5797,5502,5568,5864,5764,5615,5615,5681,5915,6334,6494,6620,6578,6495,6538,6737,6651,6530,6563) > par7 = '0.95' > par6 = 'White Noise' > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/1zbfb1259765903.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/22s0f1259765903.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.000000000 -0.027613537 0.378213537 0.114496114 0.327191293 [6] -0.029249140 0.049869401 0.134611956 -0.028859078 0.021126254 [11] -0.200753997 0.304306412 -0.330168260 0.099491373 -0.124561303 [16] 0.197231981 -0.170265003 0.113973113 -0.085649673 -0.002968776 [21] -0.120692589 -0.163207340 -0.013010139 -0.250030590 -0.103099919 [26] -0.183633996 0.062951463 -0.242707346 -0.009748210 -0.138647321 [31] 0.008560699 -0.083731476 -0.026464528 0.063431656 -0.019756916 [36] 0.029639629 -0.017269866 > (mypacf <- c(rpacf$acf)) [1] -0.0276135369 0.3777390587 0.1534163845 0.2345104291 -0.1068256957 [6] -0.2101100408 0.1056413921 -0.0249154357 0.0004239482 -0.2372807918 [11] 0.2961312855 -0.1884385507 -0.0284823304 0.0482433628 0.1345451948 [16] 0.0114720194 0.0317847854 -0.2294925411 -0.0769668085 -0.0705813451 [21] -0.0920443552 -0.1347655438 0.0506120622 -0.1242498321 0.0612836487 [26] 0.1253077287 0.0190459290 -0.1455321926 0.0122404802 -0.1200383051 [31] 0.0724864483 -0.0288925240 0.0605874406 -0.0509091773 0.1336629720 [36] -0.0786259284 > 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/3unl71259765903.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/4erbk1259765903.tab") > > system("convert tmp/1zbfb1259765903.ps tmp/1zbfb1259765903.png") > system("convert tmp/22s0f1259765903.ps tmp/22s0f1259765903.png") > > > proc.time() user system elapsed 0.559 0.326 0.670