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Type 'q()' to quit R. > x <- c(19915,19843,19761,20858,21968,23061,22661,22269,21857,21568,21274,20987,19683,19381,19071,20772,22485,24181,23479,22782,22067,21489,20903,20330,19736,19483,19242,20334,21423,22523,21986,21462,20908,20575,20237,19904,19610,19251,18941,20450,21946,23409,22741,22069,21539,21189,20960,20704,19697,19598,19456,20316,21083,22158,21469,20892,20578,20233,19947,20049) > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/14uj71260972965.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2q6j51260972965.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.00000000 0.52606925 0.12052765 -0.36558483 -0.33635031 -0.31664451 [7] -0.16875471 -0.27857490 -0.28356451 -0.29464153 0.12238471 0.43220004 [13] 0.76415936 0.41375422 0.07793220 -0.30245334 -0.27431239 -0.24915160 [19] -0.15795481 -0.19160249 -0.17573626 -0.19038863 0.07989911 0.30143756 [25] 0.53745844 0.29149247 0.05179487 -0.23556281 -0.20625089 -0.17783864 [31] -0.07677989 -0.11837924 -0.11436150 -0.12614896 0.06470083 0.19914146 [37] 0.37358170 > (mypacf <- c(rpacf$acf)) [1] 0.5260692502 -0.2159985622 -0.4772334663 0.1880388490 -0.2116352447 [6] -0.2194006020 -0.3464900405 -0.3166679915 -0.3763128778 0.1217134946 [11] 0.0411631860 0.3578042798 -0.2657505343 -0.0714073471 0.1438137988 [16] -0.0560157406 -0.0181856939 -0.1188013698 0.2198155211 0.0564972064 [21] -0.1235118451 -0.0678798285 0.0004098757 0.0150470600 -0.1338657946 [26] -0.0131627641 -0.0461450841 0.0374372166 -0.0452042270 0.0657345492 [31] -0.1304861528 -0.0653125458 0.1437143285 -0.0159214519 -0.1042204448 [36] -0.0198526503 > 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/39p4e1260972965.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/4dp491260972965.tab") > try(system("convert tmp/14uj71260972965.ps tmp/14uj71260972965.png",intern=TRUE)) character(0) > try(system("convert tmp/2q6j51260972965.ps tmp/2q6j51260972965.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.543 0.331 0.670