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Type 'q()' to quit R. > x <- c(2360,2214,2825,2355,2333,3016,2155,2172,2150,2533,2058,2160,2260,2498,2695,2799,2947,2930,2318,2540,2570,2669,2450,2842,3440,2678,2981,2260,2844,2546,2456,2295,2379,2479,2057,2280,2351,2276,2548,2311,2201,2725,2408,2139,1898,2537,2069,2063,2524,2437,2189,2793,2074,2622,2278,2144,2427,2139,1828,2072,1800) > par7 = '0.95' > par6 = 'MA' > par5 = '12' > par4 = '0' > par3 = '1' > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/150421260648846.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2553u1260648846.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.0000000000 -0.5385414703 0.0451001966 0.0867284871 -0.0067963757 [6] -0.0403004236 -0.0804178893 0.0187186513 0.0463857039 0.0007599668 [11] 0.0023020458 -0.0816755485 0.1705474744 -0.0901895357 -0.0827970985 [16] 0.1725327369 -0.1476206617 0.0684506181 -0.0954553815 0.1620377675 [21] -0.2321918772 0.1955970942 -0.0799248557 -0.0395714239 0.0571344915 [26] 0.0486244714 -0.0800550012 0.0604596397 0.0266921560 -0.0523774435 [31] 0.0082877955 -0.0257574919 0.0076869055 0.0514731462 -0.0039262601 [36] -0.1260321688 0.1739930851 > (mypacf <- c(rpacf$acf)) [1] -0.538541470 -0.344980287 -0.106143403 0.034058289 0.019190031 [6] -0.160814984 -0.231299961 -0.121275570 0.032878316 0.109249073 [11] -0.092701037 0.013982295 0.022284489 -0.087984836 0.105458398 [16] -0.012721990 -0.003269357 -0.143910408 0.082320251 -0.178602743 [21] 0.006138395 -0.027399766 -0.090533796 -0.106541624 0.056763586 [26] 0.049730143 0.015118390 0.112615205 0.021264836 0.005908724 [31] -0.070352216 0.012274683 0.107735524 0.116107704 -0.050511500 [36] -0.078669030 > 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/3xg2t1260648846.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/4c5xc1260648846.tab") > try(system("convert tmp/150421260648846.ps tmp/150421260648846.png",intern=TRUE)) character(0) > try(system("convert tmp/2553u1260648846.ps tmp/2553u1260648846.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.542 0.335 0.852