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Type 'q()' to quit R. > x <- c(95.6,74.3,88.5,88,84.3,112.8,105.3,97.2,112.4,123.2,143.7,205.1,102.8,89.4,90.7,101.1,93.6,119.3,106.4,105.2,106.5,117.6,144.2,195.5,109.5,84.9,102.9,93.9,104.6,115.2,104.9,114.9,115.1,126.4,156.7,197.3,116.1,89.1,107.8,100.4,113.6,128.3,113.3,113.7,116.1,133.6,167.7,214.6,120.3,106,103.9,118,116.3,134.8,117.8,123.3,125.2,135.8,158.9,217.9) > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/1ylhg1259356833.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2s5kp1259356833.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.000000000 0.425535299 0.036814443 -0.094738987 -0.133410098 [6] -0.083095432 0.066483156 -0.133851038 -0.183365695 -0.180373542 [11] -0.094180032 0.288647170 0.748549615 0.327680987 0.002225517 [16] -0.088164613 -0.134905787 -0.075144589 0.016620011 -0.143521486 [21] -0.176753421 -0.157278782 -0.114249690 0.203013802 0.532003713 [26] 0.214258607 -0.013537139 -0.087592234 -0.116882693 -0.081021857 [31] -0.022359748 -0.153260367 -0.172401958 -0.167295944 -0.124501450 [36] 0.100135698 0.356246831 > (mypacf <- c(rpacf$acf)) [1] 0.4255352992 -0.1761660474 -0.0481405313 -0.0766898453 -0.0005618943 [6] 0.1108885698 -0.2973728690 -0.0070323141 -0.1223614101 0.0168489700 [11] 0.4028565037 0.6151185494 -0.3172501541 -0.1430832825 0.0526224570 [16] -0.0557086940 -0.0691781637 -0.0835256913 0.1171637999 0.0510047567 [21] 0.0943410271 0.0047511546 -0.1020078530 -0.1148981646 -0.0648850972 [26] 0.0858029120 -0.0771920828 0.0463166203 -0.0252199791 0.0405079668 [31] -0.0117988637 -0.0962546809 -0.1014156242 -0.0200850316 -0.0817238697 [36] 0.0280010291 > 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/36yqo1259356833.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/4s3o81259356833.tab") > > system("convert tmp/1ylhg1259356833.ps tmp/1ylhg1259356833.png") > system("convert tmp/2s5kp1259356833.ps tmp/2s5kp1259356833.png") > > > proc.time() user system elapsed 0.549 0.318 0.665