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Type 'q()' to quit R. > x <- c(108.01,101.21,119.93,94.76,95.26,117.96,115.86,111.44,108.16,108.77,109.45,124.83,115.31,109.49,124.24,92.85,98.42,120.88,111.72,116.1,109.37,111.65,114.29,133.68,114.27,126.49,131,104,108.88,128.48,132.44,128.04,116.35,120.93,118.59,133.1,121.05,127.62,135.44,114.88,114.34,128.85,138.9,129.44,114.96,127.98,127.03,128.75,137.91,128.37,135.9,122.19,113.08,136.2,138,115.24,110.95,99.23,102.39,112.67) > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/183jd1259260923.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2uq381259260923.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.000000000 -0.556736491 0.025976801 0.360182884 -0.400592229 [6] 0.119210814 0.139667839 -0.276308207 0.239171543 -0.068213945 [11] -0.098538895 0.087247684 -0.037713643 -0.085614407 0.124805544 [16] -0.009130464 -0.113609045 0.118040385 0.009809672 -0.173638227 [21] 0.182557931 -0.009595507 -0.189253953 0.363730638 -0.239180612 [26] -0.024242228 0.217929248 -0.231563370 0.026756658 0.130061696 [31] -0.196870474 0.145575554 -0.090388711 -0.025482047 0.048515336 [36] -0.019834485 -0.058393650 > (mypacf <- c(rpacf$acf)) [1] -0.5567364914 -0.4115368341 0.2642802220 -0.0080373598 -0.1657467364 [6] -0.0288643548 -0.0677964561 0.0779208271 0.0096742911 -0.0312678752 [11] -0.1661805441 -0.0547620806 -0.0836557985 -0.0002338817 0.1235542443 [16] -0.0683145923 -0.1168105216 0.0613580603 -0.0411063564 -0.0497708355 [21] 0.1038818416 -0.0978293805 0.1883908091 0.1044989797 -0.0208118326 [26] -0.0572711609 0.0503856881 -0.0698164098 -0.1025214489 -0.0111962967 [31] 0.0268807611 -0.1692813796 -0.0650233211 -0.0254092228 0.0212633818 [36] -0.0554370260 > 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/3yq0r1259260923.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/4zm3r1259260923.tab") > > system("convert tmp/183jd1259260923.ps tmp/183jd1259260923.png") > system("convert tmp/2uq381259260923.ps tmp/2uq381259260923.png") > > > proc.time() user system elapsed 0.547 0.316 0.652