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Type 'q()' to quit R. > x <- c(1901,1395,1639,1643,1751,1797,1373,1558,1555,2061,2010,2119,1985,1963,2017,1975,1589,1679,1392,1511,1449,1767,1899,2179,2217,2049,2343,2175,1607,1702,1764,1766,1615,1953,2091,2411,2550,2351,2786,2525,2474,2332,1978,1789,1904,1997,2207,2453,1948,1384,1989,2140,2100,2045,2083,2022,1950,1422,1859,2147) > par7 = '0.95' > par6 = 'MA' > par5 = '12' > par4 = '1' > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/1waif1259323958.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2wfwx1259323958.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.0000000000 0.7313332314 0.4486333225 0.2627685860 0.2190430253 [6] 0.1291962720 0.0865114270 0.0600398204 -0.0007386248 -0.0428580563 [11] -0.0835262847 -0.1341081469 -0.1930029124 -0.1652589198 -0.0870089588 [16] -0.1100136313 -0.1423423696 -0.2035189193 -0.2440132586 -0.2726049042 [21] -0.1771284263 -0.1385246982 -0.1312913573 -0.1197340482 -0.0925712897 [26] -0.0285425900 0.0135384903 0.0839451841 0.1133492140 0.1067223370 [31] 0.0769878151 0.0735686238 0.0643438468 0.0046844397 -0.0636330653 [36] -0.1262222702 -0.0940807180 > (mypacf <- c(rpacf$acf)) [1] 0.731333231 -0.185348075 0.020941974 0.147481393 -0.170565207 [6] 0.097026513 -0.002698626 -0.151464805 0.074875593 -0.099834666 [11] -0.108842193 -0.018985508 0.055696752 0.061006017 -0.194943464 [16] 0.047985843 -0.160585121 -0.110866643 0.038806263 0.091878753 [21] -0.157383759 0.031173412 0.014332250 -0.113011643 0.203009305 [26] -0.022747986 0.009925728 0.048404162 -0.112026741 -0.029521772 [31] 0.058767904 -0.017861999 -0.127559599 -0.157600609 -0.015116723 [36] 0.057076056 > 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/30obu1259323958.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/4jxut1259323958.tab") > > system("convert tmp/1waif1259323958.ps tmp/1waif1259323958.png") > system("convert tmp/2wfwx1259323958.ps tmp/2wfwx1259323958.png") > > > proc.time() user system elapsed 0.560 0.304 0.637