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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 = '1' > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/1kirs1259355526.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2uroz1259355526.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.000000000 -0.056255279 0.039139264 0.066606851 -0.037932420 [6] 0.035970893 -0.007798251 0.024951410 0.097434797 0.078635164 [11] -0.123863979 0.107855807 -0.393496742 0.012555832 0.192703968 [16] 0.011980269 0.058047777 -0.074490959 0.124571407 0.027213442 [21] 0.032920726 -0.080247579 0.068217628 0.009827231 -0.083057263 [26] -0.051669829 -0.210451610 0.086364935 -0.065050103 0.125003172 [31] -0.086781093 -0.103121074 -0.021665614 -0.022682615 -0.026336756 [36] 0.008306687 0.063971964 0.029043993 0.184710771 -0.197686963 [41] -0.049365205 -0.044358207 -0.110635868 0.090515462 -0.055694548 [46] -0.009718239 0.002146330 -0.055818816 -0.032066191 0.007508772 [51] -0.125714809 0.089945550 0.039735532 -0.054415297 0.041453235 [56] -0.046563860 0.006067555 -0.019500266 -0.020945867 0.003978879 > (mypacf <- c(rpacf$acf)) [1] -0.056255279 0.036088817 0.071076578 -0.032018640 0.026928394 [6] -0.006274408 0.026651668 0.096492486 0.092093715 -0.130048463 [11] 0.079552123 -0.400226745 0.001019413 0.229441076 0.115280733 [16] 0.009097726 -0.127904597 0.123940062 0.084292648 0.128603772 [21] -0.049481308 -0.144132956 0.001252878 -0.247992783 -0.084744127 [26] -0.067298402 0.163235558 -0.024811679 0.056937947 0.011834874 [31] -0.075256721 0.042006149 -0.041197967 -0.075894364 0.087340053 [36] -0.137703382 -0.027837046 0.100467719 0.018457772 -0.043168850 [41] -0.021401569 -0.109417066 -0.025118859 0.058953357 -0.001356634 [46] -0.042322701 -0.036408758 0.002244373 -0.006107550 0.012617453 [51] 0.045841526 -0.141402589 0.030152048 -0.079793190 0.032662710 [56] -0.033289010 -0.059534091 -0.021655796 0.034310771 > 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/3k8x01259355526.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/42kve1259355526.tab") > > system("convert tmp/1kirs1259355526.ps tmp/1kirs1259355526.png") > system("convert tmp/2uroz1259355526.ps tmp/2uroz1259355526.png") > > > proc.time() user system elapsed 0.597 0.315 0.728