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Type 'q()' to quit R. > x <- c(14497,14398.3,16629.6,16670.7,16614.8,16869.2,15663.9,16359.9,18447.7,16889,16505,18320.9,15052.1,15699.8,18135.3,16768.7,18883,19021,18101.9,17776.1,21489.9,17065.3,18690,18953.1,16398.9,16895.6,18553,19270,19422.1,17579.4,18637.3,18076.7,20438.6,18075.2,19563,19899.2,19227.5,17789.6,19220.8,21968.9,21131.5,19484.6,22168.7,20866.8,22176.2,23533.8,21479.6,24347.7,22751.6,20328.3,23650.4,23335.7,19614.9,18042.3,17282.5,16847.2,18159.5,16540.9,15952.7,18357.8,16394.3) > par7 = '0.95' > par6 = 'MA' > par5 = '12' > par4 = '1' > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/1kp1e1261046815.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2a7kj1261046815.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.00000000 0.75493342 0.69251401 0.61085655 0.35701451 0.27269881 [7] 0.15054346 -0.08090161 -0.10929076 -0.22742961 -0.31469803 -0.24536198 [13] -0.30629784 -0.29644397 -0.21230527 -0.25439812 -0.19290479 -0.15271854 [19] -0.16264743 -0.09818066 -0.03845592 -0.05869996 0.02400927 0.06819071 [25] 0.02112526 0.12358438 0.10109425 0.09183297 0.12291604 0.07515699 [31] 0.03579141 0.04810296 -0.03691105 -0.05218217 -0.05315576 -0.10212895 [37] -0.10345455 > (mypacf <- c(rpacf$acf)) [1] 0.754933416 0.285041894 0.055392557 -0.460896316 -0.028413433 [6] 0.032836053 -0.287926031 0.038973544 -0.020297866 0.024585452 [11] 0.122594489 -0.084842009 -0.071952645 -0.005522043 -0.063758579 [16] -0.041154904 -0.094132604 0.071582579 0.001664226 0.135087683 [21] -0.090291614 -0.005837254 0.137657832 -0.223937889 0.120575455 [26] -0.066889320 0.067564982 -0.102821036 0.010048558 -0.006503652 [31] -0.065010202 0.019978123 -0.063991324 0.023732414 0.103301537 [36] -0.167798555 > 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/3n3xs1261046816.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/45dxu1261046816.tab") > > try(system("convert tmp/1kp1e1261046815.ps tmp/1kp1e1261046815.png",intern=TRUE)) character(0) > try(system("convert tmp/2a7kj1261046815.ps tmp/2a7kj1261046815.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.547 0.323 0.724