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Type 'q()' to quit R. > x <- c(80.2,74.8,77.8,73,72,75.8,72.6,71.9,74.8,72.9,72.9,79.9,74,76,69.6,77.3,75.2,75.8,77.6,76.7,77,77.9,76.7,71.9,73.4,72.5,73.7,69.5,74.7,72.5,72.1,70.7,71.4,69.5,73.5,72.4,74.5,72.2,73,73.3,71.3,73.6,71.3,71.2,81.4,76.1,71.1,75.7,70,68.5,56.7,57.9,58.8,59.3,61.3,62.9,61.4,64.5,63.8,61.6,64.7) > par7 = '0.95' > par6 = 'MA' > par5 = '12' > par4 = '0' > par3 = '0' > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/1kpee1260634803.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2kz761260634803.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.000000e+00 7.594524e-01 7.018146e-01 5.961489e-01 4.953810e-01 [6] 3.968680e-01 3.073274e-01 2.382550e-01 2.171623e-01 1.473049e-01 [11] 1.047349e-01 3.100118e-02 -6.772282e-02 -1.021993e-05 -6.825296e-02 [16] -2.135225e-02 3.989091e-03 5.667037e-02 5.181177e-02 7.703767e-02 [21] 4.700352e-02 4.046670e-02 9.412976e-03 5.641579e-02 2.957151e-02 [26] 2.866968e-02 4.635649e-02 5.430035e-03 -2.478400e-02 -6.901594e-02 [31] -1.464741e-01 -1.737831e-01 -1.780746e-01 -1.769424e-01 -1.834544e-01 [36] -2.282599e-01 -1.588933e-01 > (mypacf <- c(rpacf$acf)) [1] 0.7594524302 0.2954564024 -0.0097188144 -0.0749124885 -0.0689639276 [6] -0.0458695940 -0.0007783366 0.1050001338 -0.0639068113 -0.0543650096 [11] -0.1145597516 -0.1824138417 0.3118818302 -0.0502925850 0.1148986950 [16] 0.0502845594 0.0501629859 -0.1228944169 0.0229370762 -0.0371728734 [21] -0.0670713231 0.0118261947 0.1211955451 -0.1009586546 0.0376334816 [26] -0.0466973127 -0.0549776955 -0.0539508865 0.0178801828 -0.2130933813 [31] 0.0797923327 0.0324529419 0.0192785820 -0.0803016417 -0.0699503935 [36] 0.0694597796 > 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/3q7eq1260634803.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/4nkrk1260634803.tab") > > try(system("convert tmp/1kpee1260634803.ps tmp/1kpee1260634803.png",intern=TRUE)) character(0) > try(system("convert tmp/2kz761260634803.ps tmp/2kz761260634803.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.564 0.335 0.779