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Type 'q()' to quit R. > x <- c(1919,1911,1870,2263,1802,1863,1989,2197,2409,2502,2593,2598,2053,2213,2238,2359,2151,2474,3079,2312,2565,1972,2484,2202,2151,1976,2012,2114,1772,1957,2070,1990,2182,2008,1916,2397,2114,1778,1641,2186,1773,1785,2217,2153,1895,2475,1793,2308,2051,1898,2142,1874,1560,1808,1575,1525,1997,1753,1623,2251,1890) > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/1h8l81259230393.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2a35n1259230393.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.000000000 0.387709941 0.415320235 0.395493726 0.236468895 [6] 0.155078792 0.129833836 0.075827204 0.140573116 0.126444049 [11] 0.007689774 0.036859904 0.111134268 -0.025076979 0.027622809 [16] 0.026235632 -0.077338130 0.011304705 -0.128862791 -0.143002542 [21] -0.108800335 -0.023810039 -0.109790393 -0.057331706 0.059387486 [26] 0.076487946 -0.016780364 0.065223913 -0.042306853 -0.033710659 [31] -0.085728120 -0.147630458 -0.051560900 -0.117103658 -0.146589162 [36] -0.194351795 -0.121754536 > (mypacf <- c(rpacf$acf)) [1] 0.3877099407 0.3118832078 0.2135118606 -0.0428416029 -0.1029005255 [6] -0.0278383898 0.0009563071 0.1399228283 0.0823251653 -0.1413655325 [11] -0.0870309154 0.1202726141 -0.0284585835 0.0197883626 -0.0100959103 [16] -0.1422478630 0.0323013518 -0.1076555199 -0.0481580531 -0.0223115059 [21] 0.1626776181 -0.0076502811 -0.0647694524 0.1103480543 0.1447024747 [26] -0.1250234317 0.0216300668 -0.1119740917 -0.1101281363 -0.0187455211 [31] -0.0229879634 0.0795405811 -0.1092357004 -0.0791919214 -0.1525157469 [36] -0.0024758729 > 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/30wfw1259230393.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/4dlt11259230393.tab") > > system("convert tmp/1h8l81259230393.ps tmp/1h8l81259230393.png") > system("convert tmp/2a35n1259230393.ps tmp/2a35n1259230393.png") > > > proc.time() user system elapsed 0.560 0.321 0.697