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Type 'q()' to quit R. > x <- c(593530,610763,612613,611324,594167,595454,590865,589379,584428,573100,567456,569028,620735,628884,628232,612117,595404,597141,593408,590072,579799,574205,572775,572942,619567,625809,619916,587625,565742,557274,560576,548854,531673,525919,511038,498662,555362,564591,541657,527070,509846,514258,516922,507561,492622,490243,469357,477580,528379,533590,517945,506174,501866,516141,528222,532638,536322,536535,523597,536214,586570) > par7 = '0.95' > par6 = 'White Noise' > par5 = '12' > par4 = '0' > par3 = '0' > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/11x4g1260624693.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2hqqq1260624693.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.000000000 0.896446015 0.758859168 0.665791517 0.619198719 [6] 0.612405546 0.590726374 0.530469969 0.458606059 0.434671016 [11] 0.462777978 0.529042064 0.536497481 0.390896376 0.237672597 [16] 0.129267863 0.064579503 0.038082224 -0.001368247 -0.067393984 [21] -0.136124608 -0.156615673 -0.134607940 -0.085102990 -0.086095010 [26] -0.193647928 -0.291726564 -0.353624522 -0.376749004 -0.371781877 [31] -0.376681886 -0.399824509 -0.418500083 -0.397723643 -0.347190611 [36] -0.287339274 -0.256804757 -0.297625137 -0.328450325 -0.334289556 [41] -0.316701285 -0.289722568 -0.273253897 -0.266879055 -0.259153007 [46] -0.228458801 -0.186558456 -0.139776212 -0.114275835 -0.128858300 [51] -0.128087602 -0.114332286 -0.091302598 -0.069741067 -0.054645443 [56] -0.044689246 -0.036704964 -0.021260890 -0.007909374 0.006437709 [61] 0.009150831 > (mypacf <- c(rpacf$acf)) [1] 0.896446015 -0.227901282 0.186807150 0.108578405 0.165747317 [6] -0.083250358 -0.092113644 -0.018354882 0.205472974 0.135795464 [11] 0.223041692 -0.244328777 -0.676797356 0.017131626 -0.069275413 [16] -0.054599310 0.013690341 0.017724677 0.112226192 -0.013630735 [21] -0.064455086 -0.158865073 -0.012898020 0.167968061 0.029488586 [26] 0.041463075 -0.031300587 0.010345800 -0.071247290 -0.043808911 [31] -0.027554681 0.058573260 0.048675205 0.021527922 -0.149484052 [36] 0.174951813 0.011580742 -0.027617824 -0.023750892 -0.038743600 [41] -0.072023630 -0.029244874 -0.040636910 -0.046975404 -0.052002720 [46] 0.019492365 -0.032444589 -0.121994695 0.088719221 0.091852534 [51] -0.003492092 0.045047950 -0.010727533 0.023662476 -0.034261636 [56] -0.024884904 -0.091199784 -0.005551926 0.034095869 -0.072662916 > 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/356sm1260624693.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/44q5o1260624693.tab") > > system("convert tmp/11x4g1260624693.ps tmp/11x4g1260624693.png") > system("convert tmp/2hqqq1260624693.ps tmp/2hqqq1260624693.png") > > > proc.time() user system elapsed 0.588 0.326 0.731