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Type 'q()' to quit R. > x <- c(95.1,97,112.7,102.9,97.4,111.4,87.4,96.8,114.1,110.3,103.9,101.6,94.6,95.9,104.7,102.8,98.1,113.9,80.9,95.7,113.2,105.9,108.8,102.3,99,100.7,115.5,100.7,109.9,114.6,85.4,100.5,114.8,116.5,112.9,102,106,105.3,118.8,106.1,109.3,117.2,92.5,104.2,112.5,122.4,113.3,100,110.7,112.8,109.8,117.3,109.1,115.9,96,99.8,116.8,115.7,99.4,94.3,91) > par7 = '0.95' > par6 = 'MA' > par5 = '12' > par4 = '1' > par3 = '2' > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/1ehlv1259931677.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2ayi71259931677.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.000000000 -0.704785929 0.158050720 0.194163321 -0.232582268 [6] 0.098204673 0.066242813 -0.148579431 0.103691404 0.021718209 [11] -0.125175346 0.141739358 -0.084685256 0.025928674 -0.031347585 [16] 0.087408430 -0.127565331 0.074453578 0.057896177 -0.139514003 [21] 0.074666214 0.106021595 -0.309993401 0.404061664 -0.287702117 [26] 0.031648729 0.145988582 -0.137760602 0.037042276 0.038415472 [31] -0.052755309 0.007211245 0.056958529 -0.096816901 0.101389608 [36] -0.077729087 0.034123372 0.022116201 -0.060224635 0.044939984 [41] -0.007840989 -0.002236893 -0.019394691 0.004896748 0.040824159 [46] -0.048002527 0.014890566 > (mypacf <- c(rpacf$acf)) [1] -0.704785929 -0.672934833 -0.340485434 -0.120460355 -0.039149818 [6] 0.137780119 0.113654233 -0.003687245 0.047934627 -0.022855384 [11] 0.002087918 -0.021945723 0.067047162 -0.092551342 0.010976883 [16] -0.027082869 -0.147928383 0.018511943 0.116582918 -0.042995511 [21] 0.175548157 -0.225674358 -0.024006764 0.042780017 0.046950192 [26] -0.094990839 -0.038412834 0.061263028 0.012543428 0.012631998 [31] -0.027505077 -0.085210458 -0.043810280 0.041700219 0.042197747 [36] -0.066206440 0.114944495 -0.007940388 -0.055909820 -0.035630720 [41] -0.060268665 -0.077868181 -0.068860509 -0.132675794 0.068159406 [46] 0.043371488 > 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/3dn771259931677.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/466zs1259931677.tab") > > system("convert tmp/1ehlv1259931677.ps tmp/1ehlv1259931677.png") > system("convert tmp/2ayi71259931677.ps tmp/2ayi71259931677.png") > > > proc.time() user system elapsed 0.563 0.321 0.677