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Type 'q()' to quit R. > x <- c(100,96.21064363,96.31280765,107.1793443,114.9066592,92.56060184,114.9995356,107.1236185,117.7765394,107.3650971,106.2970187,114.5072908,98.0031578,103.0649206,100.2879168,104.6066685,111.1544534,104.9874617,109.9284852,111.5352466,132.4974459,100.3436426,123.0983561,114.2379493,104.569518,109.0833101,106.9843039,133.6769759,124.8537197,122.5132349,116.8013374,116.0118882,129.7575926,125.1973623,143.7912139,127.9465032,130.2962757,108.4424631,129.3675118,143.6797622,131.8844618,117.6186496,118.9560695,104.8202842,134.624315,140.401226,143.8005015,153.4317823,153.2924677,127.3149438,153.5525216,136.9276493,131.7730101,144.3391845,107.4208229,113.6249652,124.2221603,102.0618557,96.36853348,111.6838488) > par7 = '0.95' > par6 = 'MA' > par5 = '12' > par4 = '0' > par3 = '1' > par2 = '1.0' > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/1jwdm1260525099.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2s18z1260525099.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.000000000 -0.467309540 0.039629439 0.062388011 -0.179264351 [6] 0.097937674 0.055953393 -0.021221288 -0.056992222 0.088660797 [11] -0.270215669 0.044844819 0.284541182 -0.251844930 0.256492270 [16] -0.302429790 0.177615216 0.006254092 -0.065385711 0.091032760 [21] -0.047238964 0.052317106 -0.112401815 0.024596597 -0.003275213 [26] 0.029684282 0.035239324 -0.183573106 0.258309524 -0.187405599 [31] 0.083776497 0.012386468 -0.059038953 0.075726592 -0.045018195 [36] -0.082363684 0.083849723 > (mypacf <- c(rpacf$acf)) [1] -0.467309540 -0.228689589 -0.029330585 -0.198620391 -0.106850070 [6] 0.044646829 0.072736590 -0.067158079 0.046583297 -0.264612572 [11] -0.323669122 0.146206863 -0.004996256 0.158670434 -0.221189349 [16] 0.117754924 0.103259257 -0.044774024 -0.041437281 -0.056811128 [21] 0.066067932 0.073515555 -0.057645224 -0.074242320 -0.056584262 [26] 0.033134976 -0.032430102 0.030945019 0.008124518 -0.007544547 [31] 0.075663876 -0.010464362 -0.098766337 -0.024040281 -0.148466586 [36] 0.049981419 > 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/3kt7w1260525099.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/4vvkt1260525099.tab") > > system("convert tmp/1jwdm1260525099.ps tmp/1jwdm1260525099.png") > system("convert tmp/2s18z1260525099.ps tmp/2s18z1260525099.png") > > > proc.time() user system elapsed 0.539 0.307 1.246