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Type 'q()' to quit R. > x <- c(1178,2141,2238,2685,4341,5376,4478,6404,4617,3024,1897,2075,1351,2211,2453,3042,4765,4992,4601,6266,4812,3159,1916,2237,1595,2453,2226,3597,4706,4974,5756,5493,5004,3225,2006,2291,1588,2105,2191,3591,4668,4885,5822,5599,5340,3082,2010,2301,1514,1979,2480,3499,4676,5585,5610,5796,6199,3030,1930,2552) > par7 = '0.95' > par6 = 'MA' > par5 = '12' > par4 = '1' > par3 = '0' > par2 = '1' > par1 = '60' > #'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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/11kkx1259324235.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/29ds41259324235.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.000000000 -0.359702092 -0.043887160 0.314528612 -0.193174790 [6] 0.019841684 0.129126104 -0.135307675 -0.096373172 0.168726954 [11] -0.082648904 -0.065907828 0.115570961 -0.204148531 0.219562893 [16] -0.070795428 -0.099950686 0.007720047 -0.011812117 -0.148831504 [21] 0.122533129 -0.044056253 -0.200984634 0.225937511 -0.130112897 [26] -0.182614777 0.272018111 -0.129577337 -0.010414133 0.138916407 [31] -0.056031485 -0.015858754 0.080212479 -0.050379476 -0.037329252 [36] 0.034911406 -0.063919314 0.016260758 0.014778151 -0.066139527 [41] 0.056076517 0.069360640 -0.022976551 -0.004061445 0.019298399 [46] 0.002601144 -0.003874694 0.002888508 > (mypacf <- c(rpacf$acf)) [1] -0.3597020924 -0.1990235335 0.2679147222 0.0237254190 -0.0104201822 [6] 0.0410766332 -0.0326341551 -0.1918525818 0.0251246337 0.0544552846 [11] -0.0110258241 0.0022272673 -0.1750304079 0.1801759551 -0.0175264018 [16] -0.0489073790 -0.1865976384 -0.0368222045 -0.1918249877 0.0481680059 [21] 0.0070853772 -0.0995612262 0.0199207637 -0.1205892964 -0.2086853179 [26] 0.0246298732 0.0998216255 0.0420052891 0.0103599005 -0.0300088813 [31] 0.0615434618 -0.0864619457 -0.0292305582 -0.0680003585 -0.0977043185 [36] -0.1032861490 -0.0477135782 -0.0068030793 0.0305807281 -0.0665452777 [41] 0.0008648851 0.0289267029 -0.0939112178 -0.0933778092 0.0723098981 [46] -0.0113776413 -0.0590222542 > 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/3ce1w1259324235.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/48oj41259324235.tab") > system("convert tmp/11kkx1259324235.ps tmp/11kkx1259324235.png") > system("convert tmp/29ds41259324235.ps tmp/29ds41259324235.png") > > > proc.time() user system elapsed 0.586 0.318 0.796