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Type 'q()' to quit R. > x <- c(7291,6820,8031,7862,7357,7213,7079,7012,7319,8148,7599,6908,7878,7407,7911,7323,7179,6758,6934,6696,7688,8296,7697,7907,7592,7710,9011,8225,7733,8062,7859,8221,8330,8868,9053,8811,8120,7953,8878,8601,8361,9116,9310,9891,10147,10317,10682,10276,10614,9413,11068,9772,10350,10541,10049,10714,10759,11684,11462,10485,11056,10184,11082,10554,11315,10847,11104,11026,11073,12073,12328,11172) > par7 = '0.95' > par6 = 'MA' > par5 = '12' > par4 = '0' > par3 = '0' > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/1p9cz1260374537.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2rs1p1260374537.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.0000000000 0.9001408587 0.8473241846 0.7967157850 0.7693200309 [6] 0.7523898348 0.7133364259 0.6880915924 0.6356080898 0.6125434483 [11] 0.5937772640 0.5765479545 0.5715889800 0.5067608478 0.4562263340 [16] 0.3852613318 0.3448073418 0.3194825582 0.2791272577 0.2396903889 [21] 0.1876056786 0.1585043209 0.1236510786 0.0998105278 0.0688188226 [26] 0.0006386094 -0.0537539801 -0.0969018375 -0.1462884466 -0.1679442298 [31] -0.1968953217 -0.2153245690 -0.2330232549 -0.2693217815 -0.2765098320 [36] -0.2776332532 -0.2735337261 > (mypacf <- c(rpacf$acf)) [1] 0.900140859 0.195369253 0.039205285 0.118564923 0.108237018 [6] -0.074177261 0.039103020 -0.125115416 0.063816366 0.053150645 [11] 0.017852190 0.082184757 -0.258441066 -0.103362597 -0.166830749 [16] -0.021074256 0.056469068 -0.027699588 -0.043651180 -0.007364425 [21] -0.001432447 -0.047397555 -0.007695499 -0.068186303 -0.158939712 [26] -0.061537361 0.081447346 -0.143952479 0.076947606 0.006038702 [31] 0.039733940 0.099009240 -0.171985213 0.082349088 0.080877726 [36] 0.037285841 > 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/3vqpm1260374537.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/40d071260374537.tab") > > system("convert tmp/1p9cz1260374537.ps tmp/1p9cz1260374537.png") > system("convert tmp/2rs1p1260374537.ps tmp/2rs1p1260374537.png") > > > proc.time() user system elapsed 0.544 0.308 0.680