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Type 'q()' to quit R. > x <- c(18004,17537,20366,22782,19169,13807,29743,25591,29096,26482,22405,27044,17970,18730,19684,19785,18479,10698,31956,29506,34506,27165,26736,23691,18157,17328,18205,20995,17382,9367,31124,26551,30651,25859,25100,25778,20418,18688,20424,24776,19814,12738,31566,30111,30019,31934,25826,26835,20205,17789,20520,22518,15572,11509,25447,24090,27786,26195,20516,22759,19028,16971,20036,22485,18730) > par7 = '0.95' > par6 = 'MA' > par5 = '12' > par4 = '0' > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/1h62e1261131684.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2h0um1261131684.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.0000000000 0.3298833859 0.1427267599 -0.0216255445 -0.1676007124 [6] -0.2610420277 -0.5222988893 -0.2961374235 -0.1763619650 -0.0641691717 [11] 0.0459296281 0.2458263747 0.7651901356 0.2433766141 0.0928512057 [16] -0.0427442297 -0.1551805850 -0.2350909030 -0.4501212471 -0.2640282577 [21] -0.1537087607 -0.0796181262 -0.0006933646 0.1801948295 0.5596826306 [26] 0.2165847086 0.0953935974 0.0182550147 -0.0864193680 -0.1300169883 [31] -0.3036979720 -0.1685209672 -0.1032070088 -0.0594567854 -0.0105192316 [36] 0.1124418597 0.3454299325 > (mypacf <- c(rpacf$acf)) [1] 3.298834e-01 3.804375e-02 -8.930066e-02 -1.593587e-01 -1.743289e-01 [6] -4.383322e-01 -5.904919e-02 -8.549719e-02 -1.011567e-01 -9.978429e-02 [11] 1.008041e-01 6.592363e-01 -3.331799e-01 -1.977268e-01 -2.094057e-02 [16] 9.269553e-05 -8.168705e-02 8.680546e-02 -2.368336e-02 -1.208176e-01 [21] -8.092153e-02 -3.058410e-03 -1.033813e-01 -1.472382e-01 1.300004e-01 [26] 1.742419e-02 9.941721e-03 -3.607587e-02 1.070881e-01 3.757821e-03 [31] 1.549223e-02 -1.710376e-02 6.007809e-02 -7.247511e-03 -4.602793e-02 [36] -1.367761e-01 > 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/3o7x61261131684.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/4e4vu1261131684.tab") > > try(system("convert tmp/1h62e1261131684.ps tmp/1h62e1261131684.png",intern=TRUE)) character(0) > try(system("convert tmp/2h0um1261131684.ps tmp/2h0um1261131684.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.551 0.307 0.683