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Type 'q()' to quit R. > x <- c(1111.92,1131.13,1144.94,1113.89,1107.30,1120.68,1140.84,1101.72,1104.24,1114.58,1130.20,1173.78,1211.92,1181.27,1203.60,1180.59,1156.85,1191.50,1191.33,1234.18,1220.33,1228.81,1207.01,1249.48,1248.29,1280.08,1280.66,1302.88,1310.61,1270.05,1270.06,1278.53,1303.80,1335.83,1377.76,1400.63,1418.03,1437.90,1406.80,1420.83,1482.37,1530.63,1504.66,1455.18,1473.96,1527.29,1545.79,1479.63,1467.97,1378.60,1330.45,1326.41,1385.97,1399.62,1276.69,1269.42,1287.83,1164.17,968.67,888.61) > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/18r5b1259770316.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2c8y81259770316.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.000000000 0.223372154 -0.018299538 -0.042209344 0.183148616 [6] 0.100023852 0.019909668 0.106927321 0.106018706 0.170522493 [11] 0.031791819 0.185096027 -0.103026639 -0.060820003 0.056129385 [16] 0.080819145 -0.064784964 -0.219307062 -0.061142123 -0.011204407 [21] 0.012241845 -0.049639029 -0.043843588 -0.051995579 -0.196470140 [26] -0.030980824 -0.080454774 0.004804728 -0.014974649 -0.014632561 [31] -0.146886719 -0.073550148 -0.104011478 -0.090682017 0.008671853 [36] -0.052826717 0.070954286 > (mypacf <- c(rpacf$acf)) [1] 0.2233721540 -0.0717759257 -0.0230590016 0.2086594651 0.0060288474 [6] 0.0051873136 0.1420001111 0.0224948447 0.1417224901 -0.0184010900 [11] 0.1834369960 -0.2304808059 -0.0257642254 0.0843061367 -0.0804273728 [16] -0.0864308742 -0.1850253155 -0.0614883918 -0.0317813343 -0.0274582188 [21] 0.0888064622 -0.0863171491 0.0523590420 -0.1902035804 0.1054718053 [26] -0.0323939324 0.0885021182 0.1279987001 -0.1202257258 -0.1226324647 [31] 0.0611822087 -0.1595051588 0.0402989151 -0.0333059791 0.0041697676 [36] -0.0004841404 > 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/3fgze1259770317.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/4dobt1259770317.tab") > > system("convert tmp/18r5b1259770316.ps tmp/18r5b1259770316.png") > system("convert tmp/2c8y81259770316.ps tmp/2c8y81259770316.png") > > > proc.time() user system elapsed 0.554 0.327 1.120