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Type 'q()' to quit R. > x <- c(12610,10862,52929,56902,81776,87876,82103,72846,60632,33521,15342,7758,8668,13082,38157,58263,81153,88476,72329,75845,61108,37665,12755,2793,12935,19533,33404,52074,70735,69702,61656,82993,53990,32283,15686,2713,12842,19244,48488,54464,84192,84458,85793,75163,68212,49233,24302,5402,15058,33559,70358,85934,94452,129305,113882,107256,94274,57842,26611,14521) > par7 = '0.95' > par6 = 'White Noise' > par5 = '12' > par4 = '1' > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/1rc8o1260531854.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2ohh81260531854.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.0000000000 -0.4846364345 0.0818930210 -0.1011096877 0.1990408043 [6] -0.1983628394 0.0705331632 -0.0354090917 -0.1427458900 0.1884467588 [11] -0.1948351959 0.2660720240 -0.2063808446 0.0361898638 0.0015366222 [16] 0.1596149563 -0.1374749719 0.0008557338 -0.0081667751 0.0452828248 [21] -0.0057890943 -0.0182941312 0.0022393559 0.0411478302 -0.1952760246 [26] 0.2024292948 -0.0678979642 -0.0839810426 -0.0620506733 0.2077497360 [31] -0.0523966682 -0.0235054908 0.0553950249 -0.1106857647 0.1351645071 [36] -0.0800810524 0.0569253226 > (mypacf <- c(rpacf$acf)) [1] -0.484636435 -0.199939811 -0.204732228 0.089529021 -0.074328157 [6] -0.064669269 -0.051440369 -0.307026564 -0.007049233 -0.216200843 [11] 0.141877548 0.013648657 -0.198344695 -0.018997277 0.015686677 [16] 0.055044838 0.005751558 -0.139022819 0.069125184 -0.055738336 [21] 0.047995966 0.025042350 0.074688922 -0.227095305 -0.035691261 [26] -0.053906560 -0.135914577 -0.171962770 -0.030694062 0.029859094 [31] 0.003904349 0.002747073 -0.125089480 -0.107930301 0.013177897 [36] -0.058969885 > 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/34r7x1260531854.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/4ivbb1260531854.tab") > > system("convert tmp/1rc8o1260531854.ps tmp/1rc8o1260531854.png") > system("convert tmp/2ohh81260531854.ps tmp/2ohh81260531854.png") > > > proc.time() user system elapsed 0.532 0.328 0.816