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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 = '1' > par3 = '1' > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/191vs1260625105.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2aov21260625105.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.000000000 0.147533485 0.256108524 0.323449490 0.200149366 [6] 0.090087502 0.156988062 0.030752243 0.144183358 0.036725698 [11] -0.060247336 0.319027935 -0.044740436 -0.011857898 0.157820510 [16] 0.065046298 0.001475747 0.067640914 -0.095621886 0.062413614 [21] -0.067212133 -0.195429470 -0.045332526 -0.093366338 -0.225823643 [26] -0.107964813 -0.172658966 -0.215984377 -0.165571266 -0.121890010 [31] -0.097871070 -0.037458872 -0.143427433 0.010182904 -0.024682918 [36] -0.015980147 -0.030773169 -0.069867816 -0.062064898 -0.088306579 [41] -0.085622980 -0.105952054 -0.057005776 -0.077418201 -0.026203113 [46] -0.017348174 -0.008684931 0.002783582 > (mypacf <- c(rpacf$acf)) [1] 0.147533485 0.239556615 0.281287354 0.107034709 -0.070923297 [6] 0.003559055 -0.079124344 0.105294287 -0.005226903 -0.130650044 [11] 0.331930534 -0.104442485 -0.085519723 0.061820694 0.023575386 [16] 0.025363311 -0.060342763 -0.136511527 0.035519476 -0.052492317 [21] -0.120115338 -0.147763822 0.052049876 -0.033979618 -0.118627458 [26] -0.097977360 -0.096743527 -0.050442681 0.141115740 -0.032678064 [31] 0.081002424 0.022285440 0.062470876 -0.038387308 0.112774532 [36] 0.024123323 -0.095160476 0.010561927 -0.064722635 -0.051360131 [41] 0.013923501 -0.065406325 0.051454505 -0.014521764 -0.002717116 [46] -0.105897850 -0.005794634 > 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/3g3v61260625105.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/4yl8j1260625105.tab") > > system("convert tmp/191vs1260625105.ps tmp/191vs1260625105.png") > system("convert tmp/2aov21260625105.ps tmp/2aov21260625105.png") > > > proc.time() user system elapsed 0.582 0.317 0.760