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Type 'q()' to quit R. > x <- c(93.8,93.8,107.6,101,95.4,96.5,89.2,87.1,110.5,110.8,104.2,88.9,89.8,90,93.9,91.3,87.8,99.7,73.5,79.2,96.9,95.2,95.6,89.7,92.8,88,101.1,92.7,95.8,103.8,81.8,87.1,105.9,108.1,102.6,93.7,103.5,100.6,113.3,102.4,102.1,106.9,87.3,93.1,109.1,120.3,104.9,92.6,109.8,111.4,117.9,121.6,117.8,124.2,106.8,102.7,116.8,113.6,96.1,85) > par7 = '0.95' > par6 = 'MA' > par5 = '12' > par4 = '1' > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/1fzgs1260532500.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2lwf91260532500.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.0000000000 -0.4260111564 0.1120523974 0.0505723281 0.0089406536 [6] -0.1635592287 0.0765134985 0.1180955868 -0.2488358859 0.1859857282 [11] -0.2232468464 0.1693316674 -0.1331288374 0.0598306887 0.0093245412 [16] 0.0045333533 -0.0200216018 0.0445423077 -0.0455550146 -0.0162811696 [21] 0.0009526007 0.0424569933 -0.0414279201 0.0982195732 -0.1206211642 [26] 0.0433068579 0.1317355206 -0.1917213153 0.1480871612 -0.0241117630 [31] -0.0281141184 -0.0888243037 0.1596085745 -0.2021957901 0.0123191403 [36] -0.0203304495 -0.1048539907 > (mypacf <- c(rpacf$acf)) [1] -0.426011156 -0.084828196 0.081488381 0.089148629 -0.166020726 [6] -0.095582499 0.169879319 -0.122813212 0.008255505 -0.233175859 [11] 0.059314576 0.011638099 -0.056399352 0.009745270 0.013933526 [16] -0.007536817 0.074171008 -0.136237535 0.009962243 -0.089181958 [21] 0.087761015 -0.004778470 0.085401321 -0.103575546 -0.016269054 [26] 0.191512203 -0.065389148 -0.022542620 0.028874194 -0.038965218 [31] 0.012972550 -0.029295458 -0.106514516 -0.092064300 -0.143307337 [36] -0.112533955 > 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/311l71260532500.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/4ul9c1260532500.tab") > > system("convert tmp/1fzgs1260532500.ps tmp/1fzgs1260532500.png") > system("convert tmp/2lwf91260532500.ps tmp/2lwf91260532500.png") > > > proc.time() user system elapsed 0.571 0.340 1.612