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Type 'q()' to quit R. > x <- c(110.5,110.8,104.2,88.9,89.8,90,93.9,91.3,87.8,99.7,73.5,79.2,96.9,95.2,95.6,89.7,92.8,88,101.1,92.7,95.8,103.8,81.8,87.1,105.9,108.1,102.6,93.7,103.5,100.6,113.3,102.4,102.1,106.9,87.3,93.1,109.1,120.3,104.9,92.6,109.8,111.4,117.9,121.6,117.8,124.2,106.8,102.7,116.8,113.6,96.1,85,83.2,84.9,83,79.6,83.2,83.8,82.8,71.4) > par7 = '0.95' > par6 = 'White Noise' > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/1lcjb1259267011.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2ggun1259267011.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.000000000 -0.261057689 0.197568272 0.182182102 -0.162758893 [6] 0.179923402 -0.094373740 0.013831467 0.032322762 -0.244175308 [11] 0.091393252 -0.131448253 -0.069673287 0.090008886 -0.046350970 [16] 0.117007313 -0.019267605 0.022921730 -0.043886290 0.063298813 [21] -0.130347285 0.155740066 -0.019648546 0.089153586 -0.182765957 [26] 0.071338989 0.019447566 -0.090554751 0.123767473 -0.044966635 [31] 0.006617109 -0.025876489 -0.131221663 0.044902402 -0.145022286 [36] -0.039619085 0.037795961 > (mypacf <- c(rpacf$acf)) [1] -0.2610576891 0.1388821268 0.2876235127 -0.0950209437 0.0289100271 [6] -0.0467331084 -0.0049294776 -0.0005294659 -0.2267575312 -0.0477176182 [11] -0.0202850177 -0.0287312956 0.0517054016 0.1012505301 0.1207430879 [16] 0.0028429552 -0.0281642300 -0.1719787559 0.0462619053 -0.1636216944 [21] 0.1085867731 0.1040991435 0.2174108457 -0.2518704380 -0.0144423552 [26] 0.0731646197 -0.0083233248 -0.0170579661 -0.0728323143 0.0626632351 [31] -0.0391927668 -0.1319006435 -0.0720633685 -0.0160284753 -0.0562401868 [36] -0.0948525571 > 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/32f191259267011.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/4gd3j1259267011.tab") > > system("convert tmp/1lcjb1259267011.ps tmp/1lcjb1259267011.png") > system("convert tmp/2ggun1259267011.ps tmp/2ggun1259267011.png") > > > proc.time() user system elapsed 0.549 0.325 0.712