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Type 'q()' to quit R. > x <- c(1920,2218,3032,2375,2446,2916,2434,2540,2349,2310,2189,2660,2194,2419,2742,2137,2710,2173,2363,2126,1905,2121,1983,1734,2074,2049,2406,2558,2251,2059,2397,1747,1707,2319,1631,1627,1791,2034,1997,2169,2028,2253,2218,1855,2187,1852,1570,1851,1954,1828,2251,2277,2085,2282,2266,1878,2267,2069,1746,2299,2360,2214,2825,2355,2333,3016,2155,2172,2150,2533,2058,2160,2260,2498,2695,2799,2947,2930,2318,2540,2570,2669,2450,2842,3440,2678,2981,2260,2844,2546,2456,2295,2379,2479,2057,2280,2351,2276,2548,2311,2201,2725,2408,2139,1898,2537,2069,2063,2526,2440,2191,2797,2074,2628,2287,2146,2430,2141,1827,2082,1788) > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/1wbvx1261334460.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/26jx71261334461.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.000000000 -0.502887927 -0.028970167 0.249510458 -0.156471524 [6] -0.049558918 0.064172503 -0.133476778 -0.006706819 0.169093180 [11] -0.169482428 0.024422152 0.221252406 -0.178210262 0.038091940 [16] 0.127950439 -0.172328977 0.098987955 -0.117575355 0.039466772 [21] -0.100612072 0.128748227 -0.111894296 0.071931641 0.055135274 [26] 0.030145054 -0.016482149 -0.018208095 0.035007574 -0.049901100 [31] -0.037766461 -0.079279587 0.113377231 -0.023563769 -0.034967346 [36] -0.010657782 0.138995878 > (mypacf <- c(rpacf$acf)) [1] -0.502887927 -0.377278846 0.061982898 0.050122526 -0.074675056 [6] -0.115317987 -0.234195778 -0.249506720 0.048428233 0.015800383 [11] -0.076184664 0.118387198 0.058182622 0.012970352 0.093749400 [16] 0.010546228 0.084119955 -0.147951592 -0.012628182 -0.191253791 [21] -0.021101208 -0.052818271 0.014497098 -0.032615503 0.151855958 [26] 0.095068992 -0.009410556 0.003012350 0.009978198 -0.006363215 [31] -0.170538764 0.031557184 0.093905756 0.044270684 -0.112934039 [36] -0.031022563 > 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/34odd1261334461.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/4vyfk1261334461.tab") > try(system("convert tmp/1wbvx1261334460.ps tmp/1wbvx1261334460.png",intern=TRUE)) character(0) > try(system("convert tmp/26jx71261334461.ps tmp/26jx71261334461.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.569 0.314 0.712