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Type 'q()' to quit R. > x <- c(269645,267037,258113,262813,267413,267366,264777,258863,254844,254868,277267,285351,286602,283042,276687,277915,277128,277103,275037,270150,267140,264993,287259,291186,292300,288186,281477,282656,280190,280408,276836,275216,274352,271311,289802,290726,292300,278506,269826,265861,269034,264176,255198,253353,246057,235372,258556,260993,254663,250643,243422,247105,248541,245039,237080,237085,225554,226839,247934,248333,246969,245098,246263,255765,264319,268347,273046,273963,267430,271993,292710,295881) > par7 = '0.95' > par6 = 'MA' > par5 = '12' > par4 = '1' > par3 = '0' > par2 = '1' > par1 = '48' > #'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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/1lc9l1259775627.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/23e4s1259775627.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.0000000000 0.9237992035 0.8466356551 0.7506565030 0.6462420096 [6] 0.5426602000 0.4348431957 0.3400711164 0.2536414063 0.1718420423 [11] 0.0977463930 0.0433911068 -0.0213543533 -0.0696782237 -0.1228765763 [16] -0.1849570176 -0.2280081450 -0.2744426557 -0.3223823330 -0.3624695412 [21] -0.4023844766 -0.4420750710 -0.4602197992 -0.4733648491 -0.4564232323 [26] -0.4468173523 -0.4214901270 -0.3837489076 -0.3466332242 -0.3193681081 [31] -0.2844973536 -0.2518399206 -0.2248374930 -0.1813363301 -0.1421290859 [36] -0.1040453371 -0.0857520387 -0.0584219594 -0.0434922690 -0.0347757594 [41] -0.0304281880 -0.0201523838 -0.0003426301 0.0190336992 0.0379936931 [46] 0.0583347821 0.0731208129 0.0898854965 0.1090319797 > (mypacf <- c(rpacf$acf)) [1] 0.923799204 -0.046176963 -0.170373058 -0.114406991 -0.044626421 [6] -0.084520399 0.017092581 -0.004606898 -0.052018235 -0.038389685 [11] 0.063788874 -0.147079934 0.016105183 -0.085495884 -0.148302304 [16] 0.053121186 -0.048011417 -0.123603322 -0.020795189 -0.063073847 [21] -0.118339974 0.069435659 -0.005179742 0.077033508 -0.118166697 [26] 0.051986267 -0.009963337 -0.019003908 -0.123049014 0.014892535 [31] -0.015732635 -0.036809480 0.091256452 0.030380192 -0.107330387 [36] -0.150682644 0.068748697 -0.125258494 -0.035833356 -0.050325557 [41] 0.017225151 0.054411252 0.029964723 -0.111712071 0.054283132 [46] -0.103981430 0.021670289 0.037044587 > 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/3ncmq1259775627.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/4btdu1259775627.tab") > > system("convert tmp/1lc9l1259775627.ps tmp/1lc9l1259775627.png") > system("convert tmp/23e4s1259775627.ps tmp/23e4s1259775627.png") > > > proc.time() user system elapsed 0.590 0.313 1.047