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Type 'q()' to quit R. > x <- c(392,394,392,396,392,396,419,421,420,418,410,418,426,428,430,424,423,427,441,449,452,462,455,461,461,463,462,456,455,456,472,472,471,465,459,465,468,467,463,460,462,461,476,476,471,453,443,442,444,438,427,424,416,406,431,434,418,412,404,409,412) > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/1iwn81259941008.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2vn5i1259941008.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.000000000 0.166578374 -0.142562835 -0.169962917 -0.186503031 [6] 0.235417035 0.294366943 0.210901171 -0.119341927 -0.216669610 [11] -0.100859380 0.141738772 0.481193714 0.105391724 -0.101948320 [16] -0.172258520 -0.155424098 0.102713521 0.168020484 0.133998470 [21] -0.173376891 -0.155659544 -0.062010713 0.073488728 0.296927424 [26] 0.016039790 -0.198098770 -0.238654423 -0.139708046 0.082229678 [31] 0.087850962 0.019571487 -0.217258226 -0.110365531 -0.031991288 [36] 0.005238684 0.200865266 > (mypacf <- c(rpacf$acf)) [1] 0.1665783742 -0.1751719222 -0.1197719339 -0.1706067166 0.2767727056 [6] 0.1620887152 0.1997280065 -0.1287993103 -0.0120121274 -0.0743801738 [11] 0.1221688281 0.3241221741 -0.0421442673 0.0182412520 -0.0256708989 [16] -0.0142392574 -0.1056689211 -0.0606235478 -0.0171083403 -0.1386075481 [21] 0.0605249061 -0.0115173511 0.0327891317 0.0509937678 -0.0294966718 [26] -0.1565973378 -0.1231193583 -0.0521886936 -0.0294861881 -0.0792658770 [31] -0.0420540694 -0.0580443745 0.1124986466 -0.0004049129 -0.0708882052 [36] 0.0160215318 > 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/3udld1259941008.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/4nvum1259941008.tab") > system("convert tmp/1iwn81259941008.ps tmp/1iwn81259941008.png") > system("convert tmp/2vn5i1259941008.ps tmp/2vn5i1259941008.png") > > > proc.time() user system elapsed 0.543 0.308 0.644