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Type 'q()' to quit R. > x <- c(216234,213587,209465,204045,200237,203666,241476,260307,243324,244460,233575,237217,235243,230354,227184,221678,217142,219452,256446,265845,248624,241114,229245,231805,219277,219313,212610,214771,211142,211457,240048,240636,230580,208795,197922,194596,194581,185686,178106,172608,167302,168053,202300,202388,182516,173476,166444,171297,169701,164182,161914,159612,151001,158114,186530,187069,174330,169362,166827,178037,186412,189226,191563,188906,186005,195309,223532,226899,214126) > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/1skx91259957315.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2ypno1259957315.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.0000000000 0.2369600282 -0.2671101915 -0.2641113482 -0.1266406578 [6] 0.0678008010 0.0629520158 0.0767713564 -0.1329345323 -0.1950294914 [11] -0.2382117727 0.2596344459 0.7318194492 0.1420480311 -0.2709777916 [16] -0.2590828153 -0.1261927414 0.0153306552 0.0335227110 0.0338956999 [21] -0.1088410961 -0.1676616442 -0.1963744835 0.2156673576 0.5348920150 [26] 0.0579335361 -0.2728324887 -0.2266830898 -0.1196505359 0.0287997371 [31] 0.0410143426 -0.0009842384 -0.1063077636 -0.1497917711 -0.1355722362 [36] 0.1792153368 0.3950934013 > (mypacf <- c(rpacf$acf)) [1] 0.23696003 -0.34249114 -0.11760672 -0.13008817 0.02359554 -0.07412111 [7] 0.07512921 -0.21446634 -0.08290187 -0.32555419 0.39699763 0.54147682 [13] -0.08910734 -0.01381274 0.06865875 -0.12770801 -0.05076255 -0.13528166 [19] -0.05039051 -0.05777659 -0.03802314 -0.06678006 -0.06228829 -0.04071420 [25] -0.05664365 -0.09346837 0.01860349 -0.09546135 0.08892532 -0.03720016 [31] -0.04844882 -0.07705800 -0.03130694 -0.05443553 -0.05725095 -0.09318557 > 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/31odi1259957315.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/4a68k1259957315.tab") > > system("convert tmp/1skx91259957315.ps tmp/1skx91259957315.png") > system("convert tmp/2ypno1259957315.ps tmp/2ypno1259957315.png") > > > proc.time() user system elapsed 0.534 0.305 0.659