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Type 'q()' to quit R. > x <- c(126.51,131.02,136.51,138.04,132.92,129.61,122.96,124.04,121.29,124.56,118.53,113.14,114.15,122.17,129.23,131.19,129.12,128.28,126.83,138.13,140.52,146.83,135.14,131.84,125.7,128.98,133.25,136.76,133.24,128.54,121.08,120.23,119.08,125.75,126.89,126.6,121.89,123.44,126.46,129.49,127.78,125.29,119.02,119.96,122.86,131.89,132.73,135.01,136.71,142.73,144.43,144.93,138.75,130.22,122.19,128.4,140.43,153.5,149.33,142.97) > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/1u2sw1259955552.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2ivsr1259955552.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.000000000 0.320183577 -0.069310601 -0.628913042 -0.244497660 [6] -0.010641014 0.357307907 0.129484019 -0.072080945 -0.420161465 [11] -0.094117393 0.062944789 0.421303224 0.037436410 -0.041018597 [16] -0.381993617 -0.108582266 0.005779346 0.294158707 0.105579144 [21] -0.002284599 -0.246073291 -0.035939204 0.015337832 0.268548086 [26] 0.051833977 -0.027264893 -0.286985773 -0.120881473 0.015763358 [31] 0.276797153 0.188247488 0.043609299 -0.257528183 -0.175773580 [36] -0.049761969 0.254845213 > (mypacf <- c(rpacf$acf)) [1] 0.3201835772 -0.1914556873 -0.6259316886 0.2353309394 -0.0219325619 [6] -0.0826820665 -0.0346924252 -0.1603408978 -0.2943952454 0.2827142119 [11] -0.1334380921 0.0280865804 -0.1411719841 0.0172176685 -0.1140238028 [16] -0.1015592303 0.0358235544 -0.0927541030 -0.0539855370 0.0263162832 [21] -0.0832867953 -0.0008443928 0.0289001735 -0.0218895150 0.0297853187 [26] -0.1439742637 -0.0067033887 -0.0713623022 0.0170752603 0.0797576867 [31] 0.0363525349 -0.0621089223 -0.0634551843 0.0332687405 0.0606769930 [36] -0.0080140784 > 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/3t75u1259955552.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/4w0na1259955552.tab") > system("convert tmp/1u2sw1259955552.ps tmp/1u2sw1259955552.png") > system("convert tmp/2ivsr1259955552.ps tmp/2ivsr1259955552.png") > > > proc.time() user system elapsed 0.539 0.334 0.707