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Type 'q()' to quit R. > x <- c(100.01,103.84,104.48,95.43,104.80,108.64,105.65,108.42,115.35,113.64,115.24,100.33,101.29,104.48,99.26,100.11,103.52,101.18,96.39,97.56,96.39,85.10,79.77,79.13,80.84,82.75,92.55,96.60,96.92,95.32,98.52,100.22,104.91,103.10,97.13,103.42,111.72,118.11,111.62,100.22,102.03,105.76,107.68,110.77,105.44,112.26,114.07,117.90,124.72,126.42,134.73,135.79,143.36,140.37,144.74,151.98,150.92,163.38,154.43,146.66,157.95,162.10,180.42,179.57,171.58,185.43,190.64,203.00,202.36,193.41,186.17,192.24,209.60,206.41,209.82,230.37,235.80,232.07,244.64,242.19,217.48,209.39,211.73,221.00,203.11,214.71,224.19,238.04,238.36,246.24,259.87,249.97,266.48,282.98,306.31,301.73,314.62,332.62,355.51,370.32,408.13,433.58,440.51,386.29,342.84,254.97,203.42,170.09,174.03,167.85,177.01,188.19,211.20,240.91,230.26,251.25,241.66) > par7 = '0.95' > par6 = 'MA' > par5 = '12' > par4 = '1' > par3 = '1' > par2 = '-0.7' > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/1mq001260642319.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2w2em1260642319.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.000000000 0.258151380 -0.027196837 0.059821536 0.095898684 [6] 0.040843255 -0.103940363 -0.115762821 -0.155720146 -0.131882189 [11] 0.081809603 0.012478038 -0.367632853 -0.303540961 -0.073859299 [16] 0.055412829 -0.050790571 0.038043714 0.012996117 0.052467827 [21] 0.184435903 0.105474194 0.085912536 -0.087109800 -0.034455249 [26] 0.172983921 0.066810172 -0.008874845 -0.025429878 -0.123481608 [31] 0.064794847 0.010625910 -0.069506732 -0.085121693 -0.136822199 [36] 0.054672022 0.016819242 > (mypacf <- c(rpacf$acf)) [1] 0.258151380 -0.100539113 0.101201707 0.053203714 0.009928288 [6] -0.120951872 -0.066651392 -0.146301848 -0.064365801 0.156333119 [11] -0.026804131 -0.371361072 -0.168310035 -0.066670880 0.073342140 [16] -0.010015064 0.156745691 -0.119970910 -0.027130966 0.031017411 [21] -0.076398820 0.159664206 -0.055946030 -0.126364065 0.025846059 [26] -0.042590335 0.039377857 0.024602351 -0.094651945 0.088681133 [31] -0.035484209 -0.013627303 0.016360356 -0.040783092 0.051585744 [36] -0.107067822 > 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/3r29t1260642319.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/4t43s1260642319.tab") > > try(system("convert tmp/1mq001260642319.ps tmp/1mq001260642319.png",intern=TRUE)) character(0) > try(system("convert tmp/2w2em1260642319.ps tmp/2w2em1260642319.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.525 0.313 0.777