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Type 'q()' to quit R. > x <- c(244.576,241.572,240.541,236.089,236.997,264.579,270.349,269.645,267.037,258.113,262.813,267.413,267.366,264.777,258.863,254.844,254.868,277.267,285.351,286.602,283.042,276.687,277.915,277.128,277.103,275.037,270.150,267.140,264.993,287.259,291.186,292.300,288.186,281.477,282.656,280.190,280.408,276.836,275.216,274.352,271.311,289.802,290.726,292.300,278.506,269.826,265.861,269.034,264.176,255.198,253.353,246.057,235.372,258.556,260.993,254.663,250.643,243.422,247.105,248.541,245.039,237.080,237.085,225.554,226.839,247.934,248.333,246.969,245.098,246.263,255.765,264.319,268.347,273.046,273.963,267.430,271.993,292.710,295.881) > par7 = '0.95' > par6 = 'MA' > par5 = '12' > par4 = '1' > par3 = '1' > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/1tvqp1259581492.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2akki1259581492.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.000000000 0.114034373 0.291383500 0.329121340 0.188792907 [6] 0.099187062 0.221326972 0.091377422 0.165415452 0.104334161 [11] -0.075943482 0.323612888 -0.132632335 0.041318994 0.110010446 [16] 0.074971482 -0.045141554 0.092868871 -0.079744219 0.012571962 [21] -0.073345429 -0.117154719 -0.007290490 -0.171724363 -0.141253736 [26] -0.118430709 -0.049247123 -0.147319064 -0.084788136 -0.064767445 [31] -0.080605731 -0.061787650 0.004241174 -0.050751793 -0.075166196 [36] 0.064022252 -0.086547720 > (mypacf <- c(rpacf$acf)) [1] 0.114034373 0.282047360 0.300614579 0.097364023 -0.085510543 [6] 0.063474479 0.006459206 0.093896940 0.006549030 -0.229850143 [11] 0.293644464 -0.189155084 -0.013130199 0.044931891 0.089126509 [16] -0.002579600 -0.092610555 -0.087864017 -0.007822471 -0.072469324 [21] -0.010045078 -0.128930717 -0.019627844 -0.067009444 -0.074460961 [26] 0.105007403 0.044189734 -0.073425371 0.066879055 -0.081634295 [31] 0.110404322 0.081448494 -0.058100441 -0.055169802 0.128740612 [36] -0.034182522 > 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/33f4v1259581492.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/4299u1259581492.tab") > > system("convert tmp/1tvqp1259581492.ps tmp/1tvqp1259581492.png") > system("convert tmp/2akki1259581492.ps tmp/2akki1259581492.png") > > > proc.time() user system elapsed 0.539 0.314 0.672