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Type 'q()' to quit R. > x <- c(255 + ,280.2 + ,299.9 + ,339.2 + ,374.2 + ,393.5 + ,389.2 + ,381.7 + ,375.2 + ,369 + ,357.4 + ,352.1 + ,346.5 + ,342.9 + ,340.3 + ,328.3 + ,322.9 + ,314.3 + ,308.9 + ,294 + ,285.6 + ,281.2 + ,280.3 + ,278.8 + ,274.5 + ,270.4 + ,263.4 + ,259.9 + ,258 + ,262.7 + ,284.7 + ,311.3 + ,322.1 + ,327 + ,331.3 + ,333.3 + ,321.4 + ,327 + ,320 + ,314.7 + ,316.7 + ,314.4 + ,321.3 + ,318.2 + ,307.2 + ,301.3 + ,287.5 + ,277.7 + ,274.4 + ,258.8 + ,253.3 + ,251 + ,248.4 + ,249.5 + ,246.1 + ,244.5 + ,243.6 + ,244 + ,240.8 + ,249.8 + ,248 + ,259.4 + ,260.5 + ,260.8 + ,261.3 + ,259.5 + ,256.6 + ,257.9 + ,256.5 + ,254.2 + ,253.3 + ,253.8 + ,255.5 + ,257.1 + ,257.3 + ,253.2 + ,252.8 + ,252 + ,250.7 + ,252.2 + ,250 + ,251 + ,253.4 + ,251.2 + ,255.6 + ,261.1 + ,258.9 + ,259.9 + ,261.2 + ,264.7 + ,267.1 + ,266.4 + ,267.7 + ,268.6 + ,267.5 + ,268.5 + ,268.5 + ,270.5 + ,270.9 + ,270.1 + ,269.3 + ,269.8 + ,270.1 + ,264.9 + ,263.7 + ,264.8 + ,263.7 + ,255.9 + ,276.2 + ,360.1 + ,380.5 + ,373.7 + ,369.8 + ,366.6 + ,359.3 + ,345.8 + ,326.2 + ,324.5 + ,328.1 + ,327.5 + ,324.4 + ,316.5 + ,310.9 + ,301.5 + ,291.7 + ,290.4 + ,287.4 + ,277.7 + ,281.6 + ,288 + ,276 + ,272.9 + ,283 + ,283.3 + ,276.8 + ,284.5 + ,282.7 + ,281.2 + ,287.4 + ,283.1 + ,284 + ,285.5 + ,289.2 + ,292.5 + ,296.4 + ,305.2 + ,303.9 + ,311.5 + ,316.3 + ,316.7 + ,322.5 + ,317.1 + ,309.8 + ,303.8 + ,290.3 + ,293.7 + ,291.7 + ,296.5 + ,289.1 + ,288.5 + ,293.8 + ,297.7 + ,305.4 + ,302.7 + ,302.5 + ,303 + ,294.5 + ,294.1 + ,294.5 + ,297.1 + ,289.4 + ,292.4 + ,287.9 + ,286.6 + ,280.5 + ,272.4 + ,269.2 + ,270.6 + ,267.3 + ,262.5 + ,266.8 + ,268.8 + ,263.1 + ,261.2 + ,266 + ,262.5 + ,265.2 + ,261.3 + ,253.7 + ,249.2 + ,239.1 + ,236.4 + ,235.2 + ,245.2 + ,246.2 + ,247.7 + ,251.4 + ,253.3 + ,254.8 + ,250 + ,249.3 + ,241.5 + ,243.3 + ,248 + ,253 + ,252.9 + ,251.5 + ,251.6 + ,253.5 + ,259.8 + ,334.1 + ,448 + ,445.8 + ,445 + ,448.2 + ,438.2 + ,439.8 + ,423.4 + ,410.8 + ,408.4 + ,406.7 + ,405.9 + ,402.7 + ,405.1 + ,399.6 + ,386.5 + ,381.4 + ,375.2 + ,357.7 + ,359 + ,355 + ,352.7 + ,344.4 + ,343.8 + ,338 + ,339 + ,333.3 + ,334.4 + ,328.3 + ,330.7 + ,330 + ,331.6 + ,351.2 + ,389.4 + ,410.9 + ,442.8 + ,462.8 + ,466.9 + ,461.7 + ,439.2 + ,430.3 + ,416.1 + ,402.5 + ,397.3 + ,403.3 + ,395.9 + ,387.8 + ,378.6 + ,377.1 + ,370.4 + ,362 + ,350.3 + ,348.2 + ,344.6 + ,343.5 + ,342.8 + ,347.6 + ,346.6 + ,349.5 + ,342.1 + ,342 + ,342.8 + ,339.3 + ,348.2 + ,333.7 + ,334.7 + ,354 + ,367.7 + ,363.3 + ,358.4 + ,353.1 + ,343.1 + ,344.6 + ,344.4 + ,333.9 + ,331.7 + ,324.3 + ,321.2 + ,322.4 + ,321.7 + ,320.5 + ,312.8 + ,309.7 + ,315.6 + ,309.7 + ,304.6 + ,302.5 + ,301.5 + ,298.8 + ,291.3 + ,293.6 + ,294.6 + ,285.9 + ,297.6 + ,301.1 + ,293.8 + ,297.7 + ,292.9 + ,292.1 + ,287.2 + ,288.2 + ,283.8 + ,299.9 + ,292.4 + ,293.3 + ,300.8 + ,293.7 + ,293.1 + ,294.4 + ,292.1 + ,291.9 + ,282.5 + ,277.9 + ,287.5 + ,289.2 + ,285.6 + ,293.2 + ,290.8 + ,283.1 + ,275 + ,287.8 + ,287.8 + ,287.4 + ,284 + ,277.8 + ,277.6 + ,304.9 + ,294 + ,300.9 + ,324 + ,332.9 + ,341.6 + ,333.4 + ,348.2 + ,344.7 + ,344.7 + ,329.3 + ,323.5 + ,323.2 + ,317.4 + ,330.1 + ,329.2 + ,334.9 + ,315.8 + ,315.4 + ,319.6 + ,317.3 + ,313.8 + ,315.8) > par7 = '0.95' > par6 = 'MA' > par5 = '12' > par4 = '0' > par3 = '2' > par2 = '1' > par1 = '60' > #'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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/1u15d1260293899.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2gc6u1260293899.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.0000000000 -0.2388760564 -0.2298171401 0.0455084360 -0.0291241550 [6] 0.0088619656 -0.0568022995 -0.0413425556 0.0231135220 0.0568216914 [11] -0.0439488819 0.0233887145 0.0058183944 0.0436760718 -0.0582314986 [16] -0.0293793962 0.0472608388 -0.0426248996 -0.0118561807 0.0346527117 [21] 0.0439494660 -0.0663606511 -0.0001872379 -0.0242971729 0.0737042175 [26] -0.0525269279 -0.0061692574 0.0533157355 -0.0470622094 -0.0071632546 [31] 0.0021397720 -0.0146009043 0.0233280989 0.0557595249 -0.0287098440 [36] 0.0382774359 0.0052661232 -0.0063739358 -0.0445006935 0.0104652803 [41] 0.0356045319 -0.0906494193 0.0354014950 0.0566285904 -0.0145941829 [46] -0.0828129576 0.0114021235 0.0296101755 0.0354874517 -0.0438599486 [51] 0.0303648842 0.0099532345 -0.0301359111 -0.0020741930 0.0232946201 [56] -0.0142667288 0.0286777279 -0.0554069833 0.0221576384 -0.0108211262 [61] 0.0091566528 > (mypacf <- c(rpacf$acf)) [1] -0.238876056 -0.304239346 -0.115428012 -0.141076340 -0.067084375 [6] -0.134154750 -0.141600815 -0.116597369 -0.040292904 -0.093735235 [11] -0.031622338 -0.049575995 0.029039852 -0.060383458 -0.049366671 [16] -0.013799145 -0.065343652 -0.061946955 -0.023458948 0.024649988 [21] -0.066037380 -0.043477770 -0.094723584 0.011726984 -0.087046539 [26] -0.030005568 -0.005595378 -0.060172973 -0.069878780 -0.057868511 [31] -0.088257298 -0.060023467 0.001896027 -0.007396802 0.039357861 [36] 0.032757876 0.056986051 -0.005372369 0.035875930 0.058883435 [41] -0.024587844 0.023321428 0.059820524 0.039132766 -0.060646561 [46] -0.057335431 -0.033753974 0.008287058 -0.039726788 0.046055787 [51] 0.001882960 -0.015747394 -0.029413688 0.042174028 -0.005541718 [56] 0.061809391 -0.019058075 0.060243750 -0.047657774 0.014428359 > 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/3rhbl1260293899.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/4dqdz1260293899.tab") > > system("convert tmp/1u15d1260293899.ps tmp/1u15d1260293899.png") > system("convert tmp/2gc6u1260293899.ps tmp/2gc6u1260293899.png") > > > proc.time() user system elapsed 0.617 0.336 0.765