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Type 'q()' to quit R. > x <- c(116222,110924,103753,99983,93302,91496,119321,139261,133739,123913,113438,109416,109406,105645,101328,97686,93093,91382,122257,139183,139887,131822,116805,113706,113012,110452,107005,102841,98173,98181,137277,147579,146571,138920,130340,128140,127059,122860,117702,113537,108366,111078,150739,159129,157928,147768,137507,136919,136151,133001,125554,119647,114158,116193,152803,161761,160942,149470,139208,134588,130322,126611,122401,117352,112135,112879,148729,157230,157221,146681,136524,132111) > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/1m6do1259081385.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2l9ap1259081385.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.000000000 0.883937859 0.783502890 0.719576882 0.680146019 [6] 0.637001813 0.571850513 0.507404133 0.407943639 0.354414274 [11] 0.285004603 0.182515919 0.113980784 0.050387973 0.003815655 [16] -0.081567658 -0.164797872 -0.253852424 -0.324682395 -0.333596298 [21] -0.370450749 -0.409137386 -0.461267422 -0.480329531 -0.503006261 [26] -0.510137079 -0.497172187 -0.479025715 -0.455573491 -0.461363762 [31] -0.449062354 -0.409352074 -0.363908498 -0.324201196 -0.295326096 [36] -0.265100851 -0.228939845 > (mypacf <- c(rpacf$acf)) [1] 0.8839378592 0.0098637692 0.1149022899 0.0958172707 -0.0004943446 [6] -0.0914464968 -0.0334819763 -0.2305022201 0.1105800408 -0.1560114642 [11] -0.2031937505 0.0878834272 -0.0672381786 0.0123033966 -0.1562901975 [16] -0.1124223131 -0.1135190276 -0.0380318254 0.1209882584 -0.0736389659 [21] -0.0096439747 -0.0749645605 0.0291711426 -0.1060217260 0.0715019408 [26] -0.0234063052 0.1266595013 -0.0782590985 -0.1603667398 0.0738743259 [31] 0.0964240149 -0.0129747243 -0.0967856791 -0.0133647976 -0.0897769874 [36] 0.0803622797 > 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/3r14q1259081385.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/4lbsx1259081385.tab") > > system("convert tmp/1m6do1259081385.ps tmp/1m6do1259081385.png") > system("convert tmp/2l9ap1259081385.ps tmp/2l9ap1259081385.png") > > > proc.time() user system elapsed 0.540 0.319 1.754