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Type 'q()' to quit R. > x <- c(359640,364080,364080,359640,359640,359640,359640,359640,364080,368520,372960,377400,406780,402050,392590,368940,368940,378400,406780,420970,420970,406780,392590,392590,394250,399000,403750,399000,408500,403750,403750,399000,403750,403750,403750,403750,405450,405450,405450,405450,410220,400680,386370,381600,381600,381600,381600,376830,381420,381420,386310,396090,391200,371640,356970,342300,332520,342300,347190,352080,357130,347070,337010,337010,331980) > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/180xo1261047882.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2cljl1261047882.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.000000000 0.385149624 -0.032536652 -0.453630224 -0.394581657 [6] -0.167499222 0.206571619 0.234709619 0.194934264 0.014570156 [11] -0.024193228 0.046719729 0.090826561 -0.030210407 0.032055559 [16] -0.055833138 0.023223156 -0.043997793 0.003434096 0.010476919 [21] 0.122616661 0.027511241 0.015061893 -0.055360830 -0.078724339 [26] -0.053548351 0.029894228 0.050976718 0.009450916 -0.111180216 [31] -0.114066791 0.052820301 0.166441211 0.092087393 -0.015609979 [36] -0.201966513 -0.253985680 > (mypacf <- c(rpacf$acf)) [1] 0.385149624 -0.212381624 -0.438537779 -0.085795778 -0.028794059 [6] 0.120821628 -0.093549296 0.035436018 0.060565600 0.113448330 [11] 0.213671603 0.069669085 -0.083018518 0.236238203 0.020443762 [16] 0.062202576 -0.128862982 -0.028449463 0.074178939 0.056440864 [21] -0.127089090 -0.101389781 0.017471322 -0.007709633 -0.050398237 [26] -0.077686495 -0.015680875 -0.079344638 -0.099014223 -0.102287025 [31] 0.144261417 0.077960273 -0.081247443 -0.049074322 -0.035981635 [36] -0.059981570 > 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/33g9f1261047882.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/44tvm1261047882.tab") > try(system("convert tmp/180xo1261047882.ps tmp/180xo1261047882.png",intern=TRUE)) character(0) > try(system("convert tmp/2cljl1261047882.ps tmp/2cljl1261047882.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.551 0.316 0.681