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Type 'q()' to quit R. > x <- c(1258,1199,1158,1427,934,709,1186,986,1033,1257,1105,1179,1092,1092,1087,2028,2039,2010,754,760,715,855,971,815,915,843,761,1858,2968,4061,3661,3269,2857,2568,2274,1987,683,381,71,1772,3485,5181,4479,3782,3067,2489,1903,1330,736,483,242,1334,2423,3523,2986,2462,1908,1575,1237,904) > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/18ykj1259941056.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2ciuz1259941056.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.00000000 0.82277966 0.48632032 0.10998695 -0.14327039 -0.28591394 [7] -0.32135482 -0.29027332 -0.19072702 -0.02805213 0.20986625 0.43488526 [13] 0.56566806 0.48811499 0.27903865 0.02586280 -0.13508478 -0.21921882 [19] -0.22735166 -0.21933470 -0.20325247 -0.18455392 -0.12477920 -0.04119951 [25] 0.04283326 0.05749237 0.01460977 -0.06902747 -0.11815216 -0.13728476 [31] -0.13035486 -0.11050687 -0.10366624 -0.11527269 -0.11955103 -0.10453747 [37] -0.06327347 > (mypacf <- c(rpacf$acf)) [1] 0.8227796595 -0.5901740047 -0.1933946470 0.2391430768 -0.2292441019 [6] -0.0570276030 0.0628122325 0.0727509396 0.1792522821 0.3446594567 [11] 0.0173552472 -0.0150166219 -0.2680754049 0.0994618695 0.0882972938 [16] 0.0897017451 -0.1320191767 0.0003256139 -0.0659186137 -0.1926157719 [21] -0.1384295744 -0.0881298051 -0.1089536232 0.0035366178 0.0073926187 [26] -0.0449493477 -0.0821546542 -0.0427165252 -0.0349364003 -0.0723425907 [31] 0.2346305698 -0.0465792824 0.0151005515 0.1282832211 -0.0463330373 [36] -0.0012334472 > 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/3e88l1259941056.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/46vu51259941056.tab") > system("convert tmp/18ykj1259941056.ps tmp/18ykj1259941056.png") > system("convert tmp/2ciuz1259941056.ps tmp/2ciuz1259941056.png") > > > proc.time() user system elapsed 0.561 0.307 0.648