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Type 'q()' to quit R. > x <- c(226.9,235.9,216.2,226.2,198.3,176.7,166.2,157.6,163.4,159.7,191.0,239.4,321.9,362.7,413.6,407.1,383.2,347.7,333.8,312.3,295.4,283.3,287.6,265.7,250.2,234.7,244.0,231.2,223.8,223.5,210.5,201.6,190.7,207.5,198.8,196.6,204.2,227.4,229.7,217.9,221.4,216.3,197.0,193.8,196.8,180.5,174.8,181.6,190.0,190.6,179.0,174.1,161.1,168.6,169.4,152.2,148.3,137.7,145.0,153.4) > par7 = '0.95' > par6 = 'MA' > par5 = '12' > par4 = '0' > par3 = '0' > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/1rms71259927144.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2fqik1259927144.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.00000000 0.94310668 0.82973948 0.67524527 0.51377392 0.35654200 [7] 0.23019014 0.13373720 0.05946172 0.01322880 -0.01052516 -0.02023121 [13] -0.03340231 -0.04692272 -0.05901583 -0.07188095 -0.08446286 -0.09273010 [19] -0.09221559 -0.08101528 -0.06654536 -0.04565194 -0.02614979 -0.01256069 [25] -0.01734100 -0.02984100 -0.05804502 -0.09565464 -0.14098877 -0.18051472 [31] -0.21205611 -0.23534866 -0.24704422 -0.25232373 -0.25031862 -0.25207017 [37] -0.25251847 > (mypacf <- c(rpacf$acf)) [1] 0.9431066837 -0.5401253498 -0.2625538909 0.1109231757 -0.0365830853 [6] 0.1665155743 -0.0218177905 -0.1728082811 0.1554477508 0.0177384694 [11] -0.0728237824 -0.1417665679 0.0001453486 0.1304260127 -0.0349636347 [16] -0.0609163237 -0.0098121597 0.0685374369 0.1326213309 -0.1604485033 [21] -0.0151902728 0.0189493653 -0.0124900181 -0.1288077074 -0.0007040067 [26] -0.0990881930 0.0295750751 -0.0324159754 -0.0283702160 -0.0075704701 [31] -0.0364018002 -0.0199369251 -0.0948948988 0.0118080498 -0.0789095847 [36] -0.0382087930 > 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/3dmjq1259927144.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/4bi691259927144.tab") > system("convert tmp/1rms71259927144.ps tmp/1rms71259927144.png") > system("convert tmp/2fqik1259927144.ps tmp/2fqik1259927144.png") > > > proc.time() user system elapsed 0.544 0.323 0.738