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Type 'q()' to quit R. > x <- c(15836.8,17570.4,18252.1,16196.7,16643,17729,16446.1,15993.8,16373.5,17842.2,22321.5,22786.7,18274.1,22392.9,23899.3,21343.5,22952.3,21374.4,21164.1,20906.5,17877.4,20664.3,22160,19813.6,17735.4,19640.2,20844.4,19823.1,18594.6,21350.6,18574.1,18924.2,17343.4,19961.2,19932.1,19464.6,16165.4,17574.9,19795.4,19439.5,17170,21072.4,17751.8,17515.5,18040.3,19090.1,17746.5,19202.1,15141.6,16258.1,18586.5,17209.4,17838.7,19123.5,16583.6,15991.2,16704.4,17420.4,17872,17823.2) > par7 = '0.95' > par6 = 'White Noise' > par5 = '12' > par4 = '1' > par3 = '1' > par2 = '0.4' > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/1xkmc1259945433.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2ogci1259945433.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.000000000 -0.526773768 0.073629030 0.358258225 -0.375776177 [6] 0.154524352 0.181328848 -0.435368531 0.305710430 -0.177252764 [11] -0.123460283 0.182300938 -0.148760206 -0.010213374 0.086251510 [16] -0.008665967 -0.099630529 0.124838508 -0.075143593 -0.052544353 [21] 0.169458378 -0.106534490 -0.168495905 0.354399093 -0.328201544 [26] 0.156074050 0.080991678 -0.170062631 0.118551176 0.027588295 [31] -0.153855646 0.190265117 -0.151261672 0.021216435 0.101692598 [36] -0.146150274 0.052247088 > (mypacf <- c(rpacf$acf)) [1] -0.5267737677 -0.2821576762 0.3900136746 0.0595882924 -0.1070633867 [6] 0.1340591935 -0.2276812725 -0.1391681805 -0.2280489144 -0.0876997749 [11] -0.0372447245 0.0497339422 0.0695871371 -0.0827128126 0.1757302922 [16] -0.1796726861 -0.1570876101 -0.1495307328 -0.1406100229 0.1195307014 [21] 0.1318365385 -0.2039931612 0.0495988575 0.0022888419 0.0182674966 [26] -0.1677581974 0.0763033164 -0.0188661378 -0.1146195510 -0.0008730471 [31] -0.0757718754 -0.0328257952 -0.0131783439 0.0791410031 -0.0409675367 [36] -0.0595700751 > 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/3ljh21259945433.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/45srl1259945433.tab") > > system("convert tmp/1xkmc1259945433.ps tmp/1xkmc1259945433.png") > system("convert tmp/2ogci1259945433.ps tmp/2ogci1259945433.png") > > > proc.time() user system elapsed 0.543 0.322 0.644