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Type 'q()' to quit R. > x <- c(274412,272433,268361,268586,264768,269974,304744,309365,308347,298427,289231,291975,294912,293488,290555,284736,281818,287854,316263,325412,326011,328282,317480,317539,313737,312276,309391,302950,300316,304035,333476,337698,335932,323931,313927,314485,313218,309664,302963,298989,298423,301631,329765,335083,327616,309119,295916,291413,291542,284678,276475,272566,264981,263290,296806,303598,286994,276427,266424,267153,268381,262522,255542,253158,243803,250741,280445,285257,270976,261076,255603,260376,263903,264291,263276,262572,256167,264221,293860) > par7 = '0.95' > par6 = 'MA' > par5 = '12' > par4 = '0' > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/1zuap1259338956.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2gf8r1259338956.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.000000000 0.892070155 0.718850521 0.586619995 0.518707046 [6] 0.503142036 0.483948767 0.445126289 0.400818762 0.404970151 [11] 0.468675357 0.567057220 0.599948042 0.469050878 0.289930324 [16] 0.148992936 0.058754382 0.016754472 -0.022435620 -0.072601883 [21] -0.120180969 -0.120355147 -0.066362692 0.008136164 0.023534904 [26] -0.092405737 -0.237594543 -0.342791018 -0.394463907 -0.404866977 [31] -0.414027989 -0.428258172 -0.437380541 -0.403032937 -0.332310859 [36] -0.253273630 -0.213594965 > (mypacf <- c(rpacf$acf)) [1] 0.892070155 -0.376760816 0.227414972 0.100622264 0.130341934 [6] -0.093443219 0.037626685 0.022932686 0.277029928 0.160564349 [11] 0.236702667 -0.282990607 -0.615567232 0.064829069 -0.097638456 [16] -0.207353892 -0.025833325 -0.037344683 0.016230084 -0.001137214 [21] 0.024541986 -0.018261975 -0.065206541 0.021705602 -0.132405066 [26] 0.047389647 0.011607436 0.118933167 -0.055559542 0.028839389 [31] 0.064400900 -0.019876927 -0.020750884 -0.121509949 -0.009811992 [36] 0.201672374 > 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/3x7jv1259338956.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/4e5ge1259338956.tab") > system("convert tmp/1zuap1259338956.ps tmp/1zuap1259338956.png") > system("convert tmp/2gf8r1259338956.ps tmp/2gf8r1259338956.png") > > > proc.time() user system elapsed 0.558 0.332 0.953