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Type 'q()' to quit R. > x <- c(474605,470390,461251,454724,455626,516847,525192,522975,518585,509239,512238,519164,517009,509933,509127,500875,506971,569323,579714,577992,565644,547344,554788,562325,560854,555332,543599,536662,542722,593530,610763,612613,611324,594167,595454,590865,589379,584428,573100,567456,569028,620735,628884,628232,612117,595404,597141,593408,590072,579799,574205,572775,572942,619567,625809,619916,587625,565724,557274,560576,548854,531673,525919,511038,498662,555362,564591,541667,527070,509846,514258,516922,507561,492622,490243,469357,477580,528379,533590,517945,506174,501866,516441,528222,532638) > par7 = '0.95' > par6 = 'MA' > par5 = '12' > par4 = '2' > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/18oxp1259354790.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2isti1259354790.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.000000000 0.881142991 0.782232053 0.693303795 0.590281150 [6] 0.502750387 0.393224376 0.312781876 0.218494851 0.085938189 [11] -0.018832292 -0.095666469 -0.180555968 -0.201041729 -0.210038176 [16] -0.257472015 -0.277900519 -0.292851130 -0.257568971 -0.249844144 [21] -0.238014903 -0.205980732 -0.176716404 -0.180267597 -0.195437707 [26] -0.201098101 -0.206972531 -0.178065527 -0.175097474 -0.171420698 [31] -0.185668161 -0.193663698 -0.178668320 -0.168478238 -0.150849183 [36] -0.124531995 -0.094775535 -0.080456691 -0.072978047 -0.074064307 [41] -0.037329314 0.006394559 0.019243657 0.036967854 0.023259561 [46] 0.023792740 0.016771491 0.003537899 0.012832892 0.022270708 [51] 0.027309660 0.032184703 0.009340300 -0.013726641 -0.002334600 [56] 0.008705928 0.027040899 0.032043237 0.031341419 0.037770739 [61] 0.017409900 > (mypacf <- c(rpacf$acf)) [1] 0.8811429910 0.0260260274 -0.0042450354 -0.1085953049 -0.0015152837 [6] -0.1536520058 0.0511707290 -0.1263556286 -0.2382708962 -0.0390713664 [11] 0.0561018364 -0.1147098924 0.2229838296 0.0534609510 -0.2534264525 [16] 0.0423025971 0.0575567732 0.1085093023 -0.1400707247 0.0359993948 [21] -0.1342314159 0.0515827787 -0.0950417362 -0.1203194933 -0.0799343146 [26] 0.0130238672 0.1142187987 -0.0894441436 0.0029228282 -0.1000173318 [31] 0.0375748193 0.0083678259 0.1095797477 -0.0866712104 -0.0191208075 [36] -0.0703562192 0.0342747329 -0.0502513635 -0.0401331103 0.0618580341 [41] -0.0117319193 -0.0663480929 -0.0084845850 -0.0623942302 -0.0557129789 [46] 0.0504851644 -0.0510552061 0.0570665359 -0.0113385659 0.0154146354 [51] -0.0407599174 -0.0329437865 -0.0199641930 0.0265332671 0.0151237198 [56] -0.0283429350 0.0005615128 -0.0496055425 -0.0359758239 -0.0511940433 > 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/3pzm11259354790.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/45qks1259354790.tab") > > system("convert tmp/18oxp1259354790.ps tmp/18oxp1259354790.png") > system("convert tmp/2isti1259354790.ps tmp/2isti1259354790.png") > > > proc.time() user system elapsed 0.584 0.324 0.702