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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 = '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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/1z6dy1259942617.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/27ww61259942617.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.0000000000 -0.0417913619 0.2109196039 -0.0864691864 0.0315709747 [6] -0.2041906820 -0.0277377522 0.1407346856 -0.0369467228 0.1385086455 [11] -0.0206624547 0.4202551171 -0.1783972512 0.0795232025 -0.0481692899 [16] -0.0141459765 -0.2652035764 0.0005865292 -0.0895311461 -0.1684539644 [21] 0.0420268972 -0.0588422744 0.1346800414 -0.1352203872 0.0291509643 [26] -0.0538729402 -0.0763781128 -0.1355713811 -0.0981120225 -0.0632019877 [31] -0.0357182443 0.0922975320 0.0255671322 0.0298852804 -0.0637792803 [36] -0.0105806177 -0.0186765684 > (mypacf <- c(rpacf$acf)) [1] -0.041791362 0.209539050 -0.074122912 -0.017614797 -0.179591427 [6] -0.048674056 0.236078709 -0.041443184 0.065022632 -0.023847975 [11] 0.406745734 -0.110138656 -0.127058930 0.072174049 -0.006222910 [16] -0.194744765 -0.064587879 -0.188439183 -0.143886153 0.015441846 [21] -0.113974121 -0.074564217 0.029231467 -0.057372985 0.042354865 [26] -0.021035842 0.070676186 -0.151241375 0.025097377 0.217648799 [31] -0.003747526 -0.007214299 -0.058976315 -0.080912671 0.046684565 [36] -0.010208739 > 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/3xfjw1259942617.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/4k2fb1259942617.tab") > system("convert tmp/1z6dy1259942617.ps tmp/1z6dy1259942617.png") > system("convert tmp/27ww61259942617.ps tmp/27ww61259942617.png") > > > proc.time() user system elapsed 0.554 0.311 0.854