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Type 'q()' to quit R. > x <- c(79.8,83.4,113.6,112.9,104,109.9,99,106.3,128.9,111.1,102.9,130,87,87.5,117.6,103.4,110.8,112.6,102.5,112.4,135.6,105.1,127.7,137,91,90.5,122.4,123.3,124.3,120,118.1,119,142.7,123.6,129.6,151.6,110.4,99.2,130.5,136.2,129.7,128,121.6,135.8,143.8,147.5,136.2,156.6,123.3,104.5,139.8,136.5,112.1,118.5,94.4,102.3,111.4,99.2,87.8,115.8) > par7 = '0.95' > par6 = 'MA' > par5 = '12' > par4 = '1' > par3 = '2' > par2 = '-2.0' > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/1ug6r1259262318.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2n2831259262318.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.0000000000 -0.5762894042 -0.0098064939 0.2587120270 -0.1765393335 [6] -0.0454089393 0.2619901476 -0.3247459604 0.2199082669 -0.0699616098 [11] -0.0748502599 0.1139471928 -0.0397031680 -0.1026745663 0.1884611250 [16] -0.1155954416 -0.0521885888 0.1432774376 -0.0895647490 -0.0610015746 [21] 0.1482119154 0.0199685020 -0.2926466529 0.3072524798 -0.1049463295 [26] -0.1050052478 0.1671335269 -0.0545120231 -0.1129735134 0.2133774231 [31] -0.2077080584 0.1235381166 -0.0634262919 -0.0078460942 0.0680975720 [36] -0.0001505931 -0.1603474541 > (mypacf <- c(rpacf$acf)) [1] -0.576289404 -0.511934157 -0.091010506 0.005497287 -0.108282141 [6] 0.186953686 -0.072748921 0.072949070 -0.063858060 -0.091815062 [11] -0.033893255 -0.029304956 -0.070374444 0.009595726 0.088828668 [16] -0.055879612 -0.001924345 0.012321543 -0.093930697 -0.040892476 [21] 0.279722637 -0.179703203 -0.089591691 -0.023294656 -0.085231443 [26] -0.027092470 0.064425204 0.026741452 0.021819861 0.010800199 [31] 0.004527110 -0.210222503 -0.065953795 0.007171643 0.041782257 [36] 0.014277290 > 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/3rtn61259262318.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/4elgs1259262318.tab") > > system("convert tmp/1ug6r1259262318.ps tmp/1ug6r1259262318.png") > system("convert tmp/2n2831259262318.ps tmp/2n2831259262318.png") > > > proc.time() user system elapsed 0.549 0.319 1.322