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Type 'q()' to quit R. > x <- c(10414.9,12476.8,12384.6,12266.7,12919.9,11497.3,12142,13919.4,12656.8,12034.1,13199.7,10881.3,11301.2,13643.9,12517,13981.1,14275.7,13435,13565.7,16216.3,12970,14079.9,14235,12213.4,12581,14130.4,14210.8,14378.5,13142.8,13714.7,13621.9,15379.8,13306.3,14391.2,14909.9,14025.4,12951.2,14344.3,16093.4,15413.6,14705.7,15972.8,16241.4,16626.4,17136.2,15622.9,18003.9,16136.1,14423.7,16789.4,16782.2,14133.8,12607,12004.5,12175.4,13268,12299.3,11800.6,13873.3,12269.6) > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/1nps01259349768.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2sjd71259349768.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.000000000 0.796706607 0.741585349 0.625119803 0.424464457 [6] 0.299195274 0.159732591 -0.051649297 -0.117106708 -0.220704620 [11] -0.313746650 -0.269517856 -0.318153534 -0.313696672 -0.244122390 [16] -0.251989098 -0.193239128 -0.140181791 -0.122857351 -0.061752575 [21] 0.007507923 0.012347531 0.077546754 0.129292326 0.084922437 [26] 0.168112881 0.136283096 0.118345868 0.102656780 0.054759439 [31] -0.002143954 -0.009410421 -0.093583178 -0.120900435 -0.126621842 [36] -0.176701396 -0.170482615 > (mypacf <- c(rpacf$acf)) [1] 0.7967066065 0.2925158705 -0.0776320764 -0.3904014198 -0.1075580221 [6] 0.0194320058 -0.2893525465 0.0685682257 0.0868020655 -0.0715760965 [11] 0.1618401343 -0.0799121709 -0.1146874027 0.0095877069 -0.0403511320 [16] 0.0007036673 -0.0655113625 0.0834010417 0.0228679594 0.0867107751 [21] -0.0124268537 -0.0614951500 0.1404114020 -0.2362316765 0.1429799857 [26] -0.0331101274 -0.0369532615 -0.0983380883 0.0023206851 0.0555024298 [31] -0.0913429005 -0.0090425020 0.0079590304 -0.0113975772 0.0531754994 [36] -0.1329941676 > 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/3258y1259349768.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/4l3xx1259349768.tab") > > system("convert tmp/1nps01259349768.ps tmp/1nps01259349768.png") > system("convert tmp/2sjd71259349768.ps tmp/2sjd71259349768.png") > > > proc.time() user system elapsed 0.563 0.311 1.245