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Type 'q()' to quit R. > x <- c(136,133,126,120,114,116,153,162,161,149,139,135,130,127,122,117,112,113,149,157,157,147,137,132,125,123,117,114,111,112,144,150,149,134,123,116,117,111,105,102,95,93,124,130,124,115,106,105,105,101,95,93,84,87,116,120,117,109,105,107,109) > par7 = '0.95' > par6 = 'MA' > par5 = '12' > par4 = '1' > par3 = '1' > par2 = '-0.3' > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/1f9r81259942307.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2wzl11259942307.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.000000000 -0.123187831 0.012751554 0.026320593 0.088244658 [6] -0.067097226 0.168721479 0.105904577 -0.034298071 0.020773448 [11] -0.133714223 0.439240866 -0.195469760 -0.067150909 -0.025258676 [16] 0.069728956 -0.175019925 0.128470969 -0.068348431 -0.190974610 [21] -0.026952338 -0.086463857 0.101981103 -0.142493160 -0.040815824 [26] -0.108840030 -0.035361826 -0.069763168 -0.017511722 -0.045130146 [31] -0.052628056 0.055071333 0.007242293 0.037101392 -0.057523338 [36] -0.007089230 -0.049942912 > (mypacf <- c(rpacf$acf)) [1] -0.123187831 -0.002461034 0.028017464 0.096470997 -0.045765453 [6] 0.156723721 0.146220171 -0.008785128 0.014855783 -0.179411984 [11] 0.438130488 -0.177421328 -0.160336757 -0.053301119 0.006926958 [16] -0.031284812 -0.058832265 -0.151953519 -0.127849963 -0.021610514 [21] -0.004502668 -0.098791337 -0.027894625 0.018192294 -0.022701623 [26] -0.121078077 0.094715916 -0.151608266 0.042499299 0.102596345 [31] 0.054646571 0.080437634 -0.018771349 0.028487954 -0.017305954 [36] -0.029525284 > 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/37a221259942307.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/4lzyp1259942307.tab") > system("convert tmp/1f9r81259942307.ps tmp/1f9r81259942307.png") > system("convert tmp/2wzl11259942307.ps tmp/2wzl11259942307.png") > > > proc.time() user system elapsed 0.539 0.323 0.648