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Type 'q()' to quit R. > x <- c(5250.0,3937.0,4004.0,5560.0,3922.0,3759.0,4138.0,4634.0,3996.0,4308.0,4143.0,4429.0,5219.0,4929.0,5755.0,5592.0,4163.0,4962.0,5208.0,4755.0,4491.0,5732.0,5731.0,5040.0,6102.0,4904.0,5369.0,5578.0,4619.0,4731.0,5011.0,5299.0,4146.0,4625.0,4736.0,4219.0,5116.0,4205.0,4121.0,5103.0,4300.0,4578.0,3809.0,5526.0,4247.0,3830.0,4394.0,4826.0,4409.0,4569.0,4106.0,4794.0,3914.0,3793.0,4405.0,4022.0,4100.0,4788.0,3163.0,3585.0,3903.0) > par7 = '0.95' > par6 = 'MA' > par5 = '12' > par4 = '0' > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/1cqcq1259606450.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2zvfm1259606450.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.0000000000 -0.4682198130 -0.1835199097 0.2584206920 -0.0257492143 [6] -0.0586964963 -0.0255171941 0.0459058970 -0.0423255558 0.0426381913 [11] 0.0785679388 -0.2591049563 0.2779429059 -0.1536318903 -0.0178849442 [16] 0.0951536073 -0.0651186518 -0.0269019655 0.0580635639 0.0324618332 [21] -0.1820047654 0.1617670720 -0.0117973075 -0.1447018168 0.1549376604 [26] -0.0612356257 -0.0006939001 0.0343913637 -0.0089688299 -0.0226498334 [31] 0.0560551992 -0.0325923008 -0.0759259995 0.1497198350 -0.0559714251 [36] -0.1242520702 0.1942922784 > (mypacf <- c(rpacf$acf)) [1] -0.4682198130 -0.5158364132 -0.1978237315 -0.0527146297 0.0543068853 [6] -0.0267229374 -0.0364304718 -0.1182308346 -0.0247500697 0.1682038289 [11] -0.1511482919 0.1031857927 -0.1623624523 -0.0528070924 -0.0305391060 [16] -0.0004944214 -0.0794544252 -0.0276479767 0.0324334688 -0.1863444300 [21] 0.0152562644 -0.1420948540 -0.0727300952 -0.0940256259 -0.0596877777 [26] -0.0207648275 0.0055157457 0.0295294139 -0.0229611706 0.1186772282 [31] -0.0824899282 -0.0175134196 -0.0254788811 0.0225379626 -0.1001322222 [36] 0.0259992952 > 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/3geac1259606450.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/4egkx1259606450.tab") > system("convert tmp/1cqcq1259606450.ps tmp/1cqcq1259606450.png") > system("convert tmp/2zvfm1259606450.ps tmp/2zvfm1259606450.png") > > > proc.time() user system elapsed 0.513 0.333 0.720