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Type 'q()' to quit R. > x <- c(5594,5585,5710,5511,5403,5826,5884,5965,5960,6064,6046,5954,5952,5960,5983,5996,6021,6094,6202,6276,6306,6342,6345,6328,6191,6261,6253,6198,6247,6293,6381,6448,6470,6516,6532,6526,6533,6498,6507,6464,6453,6468,6497,6808,6793,6907,6792,6757,6734,6654,6589,6469,6521,6448,6410,6528,6445,6458,6215,6167) > par7 = '0.95' > par6 = 'MA' > par5 = '12' > par4 = '1' > par3 = '1' > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/1q4wr1259930204.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2lrfi1259930204.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.0000000000 -0.2032673289 -0.0267921854 0.0881002714 0.0459680006 [6] 0.0691923139 -0.1878889730 0.2847119854 -0.0702292515 0.0989400702 [11] 0.0435386772 -0.0496437202 -0.1487969901 0.0703269899 -0.0747598440 [16] -0.0885851525 0.0488322663 -0.0469828877 0.0711696633 -0.2499976695 [21] 0.1817623729 -0.0176052557 -0.1456874578 0.0852791585 -0.0296889585 [26] 0.0350542169 -0.2225879355 0.0960679998 0.0219407987 0.0774656597 [31] 0.0091270246 -0.0590840821 0.0035737833 -0.0167724324 0.0431247168 [36] -0.1666940954 0.0389842068 0.0343532504 0.0325539391 -0.0442016575 [41] -0.0607111941 0.0562784582 -0.0904542140 -0.0430225816 0.0168573625 [46] -0.0103496439 0.0006003251 > (mypacf <- c(rpacf$acf)) [1] -0.203267329 -0.071045211 0.071108325 0.081840606 0.108985575 [6] -0.163903059 0.224484482 -0.007264187 0.147369674 0.054499100 [11] -0.024074702 -0.280164502 0.072684796 -0.209862430 -0.020345796 [16] -0.047237888 -0.023583486 0.009591317 -0.111571116 0.097082612 [21] 0.133618509 -0.056141183 0.055244937 0.022370430 -0.059388377 [26] -0.186987136 -0.042483128 -0.045044612 0.215576473 0.003291197 [31] -0.046934587 -0.049971756 0.013500795 -0.002023815 -0.003732281 [36] -0.137869971 -0.018188154 -0.099597226 0.024899807 -0.067478759 [41] 0.044712676 -0.027233782 0.004048534 0.014343527 -0.020143379 [46] 0.024401954 > 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/33h491259930204.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/4bcvp1259930204.tab") > > system("convert tmp/1q4wr1259930204.ps tmp/1q4wr1259930204.png") > system("convert tmp/2lrfi1259930204.ps tmp/2lrfi1259930204.png") > > > proc.time() user system elapsed 0.577 0.311 0.758