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Type 'q()' to quit R. > x <- c(7291,6820,8031,7862,7357,7213,7079,7012,7319,8148,7599,6908,7878,7407,7911,7323,7179,6758,6934,6696,7688,8296,7697,7907,7592,7710,9011,8225,7733,8062,7859,8221,8330,8868,9053,8811,8120,7953,8878,8601,8361,9116,9310,9891,10147,10317,10682,10276,10614,9413,11068,9772,10350,10541,10049,10714,10759,11684,11462,10485,11056,10184,11082,10554,11315,10847,11104,11026,11073,12073,12328,11172) > par7 = '0.95' > par6 = 'MA' > par5 = '12' > par4 = '1' > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/18tig1259089340.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2s4hw1259089340.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.000000000 -0.478999168 0.095088163 0.030483848 -0.044618903 [6] 0.036957756 -0.023832784 -0.062737123 0.015656411 0.132875854 [11] -0.212252225 0.117679164 -0.263882301 0.162787472 0.056196614 [16] -0.146648503 0.092378403 -0.076302580 0.112396720 -0.003332694 [21] -0.162355116 0.156070581 0.037251879 0.091006590 -0.053264362 [26] -0.056125744 -0.034868022 0.093109564 -0.166260774 0.006514526 [31] 0.128204026 -0.154398819 0.191654489 -0.246038116 0.050728367 [36] 0.092490003 -0.126072937 > (mypacf <- c(rpacf$acf)) [1] -0.4789991678 -0.1743564103 0.0006101453 -0.0142352544 0.0148982585 [6] -0.0041335532 -0.0974861875 -0.0877038726 0.1425514718 -0.0917243515 [11] -0.0453483869 -0.3414046414 -0.1515190130 0.0949707096 -0.0174851952 [16] -0.0132883762 -0.1463448159 -0.0043276918 0.1095850656 -0.1614845438 [21] 0.0443802388 0.0189032904 0.2267209801 0.1169948873 -0.0851583403 [26] -0.1335550096 -0.1218875443 -0.1264261035 -0.1060757649 0.0946780700 [31] -0.0308065032 -0.0124853531 -0.0787603017 -0.0402573813 0.1484515862 [36] -0.1369375068 > 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/3zlda1259089340.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/4w3qd1259089340.tab") > > system("convert tmp/18tig1259089340.ps tmp/18tig1259089340.png") > system("convert tmp/2s4hw1259089340.ps tmp/2s4hw1259089340.png") > > > proc.time() user system elapsed 0.540 0.303 0.767