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Type 'q()' to quit R. > x <- c(128.7,136.9,156.9,109.1,122.3,123.9,90.9,77.9,120.3,118.9,125.5,98.9,102.9,105.9,117.6,113.6,115.9,118.9,77.6,81.2,123.1,136.6,112.1,95.1,96.3,105.7,115.8,105.7,105.7,111.1,82.4,60,107.3,99.3,113.5,108.9,100.2,103.9,138.7,120.2,100.2,143.2,70.9,85.2,133,136.6,117.9,106.3,122.3,125.5,148.4,126.3,99.6,140.4,80.3,92.6,138.5,110.9,119.6,105,109,129.4,148.6,101.4,134.8,143.7,81.6,90.3,141.5,140.7,140.2,100.2,125.7,119.6,134.7,109,116.3,146.9,97.4,89.4,132.1,139.8,129,112.5,121.9,121.7,123.1,131.6,119.3,132.5,98.3,85.1,131.7,129.3,90.7,78.6,68.9,79.1,83.5,74.1,59.7,93.3,61.3,56.6,98.5) > par7 = '0.95' > par6 = 'MA' > par5 = '12' > par4 = '0' > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/167881259842434.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2u0qm1259842434.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.0000000000 -0.2810812951 -0.3739390454 0.1712873898 -0.0192393117 [6] -0.0065783150 0.0789913203 -0.0394891911 0.0123746351 0.1329203054 [11] -0.3636814750 -0.1251473205 0.6656742770 -0.1632002911 -0.3405464410 [16] 0.1611144273 -0.0239957232 0.0085312021 0.0004619054 0.0253126486 [21] 0.0138362437 0.1137942548 -0.3267310032 -0.0971654675 0.5847350249 [26] -0.1279301029 -0.3074262865 0.1203340233 0.0172814831 -0.0058955013 [31] -0.0011630680 0.0361480456 -0.0352351200 0.0853462850 -0.1961365335 [36] -0.1426410136 0.4813836237 > (mypacf <- c(rpacf$acf)) [1] -0.2810812951 -0.4918013379 -0.1772298939 -0.2868466648 -0.1510401385 [6] -0.0775245525 -0.0451158856 0.0475432387 0.2631047196 -0.2506926402 [11] -0.4945817860 0.2269927962 0.1493931738 0.0056370693 0.0138884676 [16] -0.0372365915 -0.0009169560 -0.2141832370 -0.0207791392 -0.1002713027 [21] 0.0423575700 -0.0548349626 -0.1248216287 0.1150163357 0.1094573687 [26] 0.0713044765 -0.0200342188 -0.0009372949 0.0078225214 -0.0269679136 [31] 0.0539677585 -0.1619700505 -0.1318419880 0.0520466164 -0.0493931544 [36] -0.0569218207 > 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/368xw1259842434.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/4itrs1259842434.tab") > system("convert tmp/167881259842434.ps tmp/167881259842434.png") > system("convert tmp/2u0qm1259842434.ps tmp/2u0qm1259842434.png") > > > proc.time() user system elapsed 0.554 0.331 0.658