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Type 'q()' to quit R. > x <- c(98.8,100.5,110.4,96.4,101.9,106.2,81,94.7,101,109.4,102.3,90.7,96.2,96.1,106,103.1,102,104.7,86,92.1,106.9,112.6,101.7,92,97.4,97,105.4,102.7,98.1,104.5,87.4,89.9,109.8,111.7,98.6,96.9,95.1,97,112.7,102.9,97.4,111.4,87.4,96.8,114.1,110.3,103.9,101.6,94.6,95.9,104.7,102.8,98.1,113.9,80.9,95.7,113.2,105.9,108.8,102.3) > par7 = '0.95' > par6 = 'MA' > par5 = '12' > par4 = '1' > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/12ezw1261036042.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2a9o11261036042.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.00000000 -0.53917496 -0.10165264 0.38964211 -0.43912487 0.22008464 [7] 0.19483775 -0.31569883 0.05099058 0.17756443 -0.22023019 0.05721525 [13] 0.18034184 -0.35044619 0.22249592 0.09747940 -0.32540442 0.29946411 [19] -0.01506491 -0.28194334 0.28595239 -0.04415179 -0.22011541 0.38403262 [25] -0.21509070 -0.12160160 0.27980284 -0.22535274 0.12885054 0.05096838 [31] -0.21528449 0.15714974 -0.02573313 0.01053513 -0.06137510 0.02811705 [37] -0.03984553 > (mypacf <- c(rpacf$acf)) [1] -0.5391749553 -0.5531758027 0.0127096192 -0.3329410068 -0.1536957043 [6] 0.1615533168 0.1949285834 -0.1739656248 0.0037502053 -0.0115119581 [11] -0.2263810244 -0.0778855936 -0.2114841046 -0.1427689458 -0.0344195720 [16] -0.1069669918 -0.0428689742 0.1772296010 -0.0299770353 -0.1849240057 [21] -0.0615950701 -0.2051447644 -0.0003592713 0.0458616883 0.1417535682 [26] 0.0370161979 -0.0309280516 0.2280807416 0.0396787454 -0.1560228212 [31] 0.0229030409 -0.1289894822 0.0344277542 -0.0258061272 -0.0591662975 [36] -0.0002825252 > 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/35ekc1261036042.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/4vix81261036042.tab") > try(system("convert tmp/12ezw1261036042.ps tmp/12ezw1261036042.png",intern=TRUE)) character(0) > try(system("convert tmp/2a9o11261036042.ps tmp/2a9o11261036042.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.538 0.313 0.703