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Type 'q()' to quit R. > x <- c(160.90,193.70,201.40,176.60,172.00,200.10,172.00,136.10,182.60,208.70,142.30,188.80,143.90,149.70,196.90,231.50,219.20,220.70,244.20,182.50,229.80,238.10,206.50,249.30,181.80,218.00,246.40,214.30,242.30,220.70,204.50,180.70,233.00,236.50,239.40,208.70,209.00,247.20,284.30,245.80,249.10,251.40,251.20,207.20,228.30,254.30,217.90,244.40,233.20,212.60,239.50,335.50,248.80,264.60,275.40,180.70,256.10,247.40,227.80,248.10) > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/1sdkj1259348488.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/29fvz1259348488.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.00000000 0.44978195 0.38868801 0.50910606 0.27589165 0.37146783 [7] 0.44099728 0.29925299 0.16040432 0.22416007 0.15522151 0.15126621 [13] 0.29858372 0.15153153 0.08177863 0.03013819 0.01269345 0.07810612 [19] 0.07188181 0.11091500 -0.02755705 -0.02629805 -0.02124468 -0.02209346 [25] 0.06159582 -0.03308037 -0.13891618 -0.13593597 -0.11066574 -0.13817784 [31] -0.07254924 -0.07044097 -0.22688858 -0.07686133 -0.18690186 -0.18283795 [37] -0.01668475 > (mypacf <- c(rpacf$acf)) [1] 0.449781949 0.233653119 0.358068977 -0.092623943 0.187280255 [6] 0.161942517 0.029801411 -0.265609774 0.008318015 -0.025978776 [11] 0.072430094 0.139115716 -0.022740935 -0.058919925 -0.205780910 [16] -0.008755987 0.061510876 0.022431163 0.092957432 -0.081513354 [21] 0.025091203 -0.076100242 0.010231412 0.006791696 -0.077469968 [26] -0.181362518 0.003588487 0.076107577 -0.036070577 -0.005304898 [31] -0.012713101 -0.069982985 0.160714215 -0.166322864 0.016498872 [36] 0.008836239 > 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/3dcza1259348488.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/4qzum1259348488.tab") > > system("convert tmp/1sdkj1259348488.ps tmp/1sdkj1259348488.png") > system("convert tmp/29fvz1259348488.ps tmp/29fvz1259348488.png") > > > proc.time() user system elapsed 0.533 0.305 0.638