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Type 'q()' to quit R. > x <- c(121.6,118.8,114.0,111.5,97.2,102.5,113.4,109.8,104.9,126.1,80.0,96.8,117.2,112.3,117.3,111.1,102.2,104.3,122.9,107.6,121.3,131.5,89.0,104.4,128.9,135.9,133.3,121.3,120.5,120.4,137.9,126.1,133.2,151.1,105.0,119.0,140.4,156.6,137.1,122.7,125.8,139.3,134.9,149.2,132.3,149.0,117.2,119.6,152.0,149.4,127.3,114.1,102.1,107.7,104.4,102.1,96.0,109.3,90.0,83.9) > par7 = '0.95' > par6 = 'White Noise' > par5 = '12' > par4 = '1' > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/17dv71259607252.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2msyi1259607252.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.000000000 0.782451672 0.789406365 0.676129108 0.569399215 [6] 0.458948316 0.357673191 0.242129253 0.179459308 0.103567403 [11] 0.080440843 0.027210482 -0.001325347 -0.016146818 -0.054762423 [16] -0.046083441 -0.130794613 -0.086188735 -0.167728133 -0.173689653 [21] -0.214198105 -0.227270271 -0.298722161 -0.238875259 -0.313372181 [26] -0.284521908 -0.281304333 -0.282956954 -0.282342328 -0.275395852 [31] -0.260648425 -0.243847201 -0.204958402 -0.197488397 -0.168516280 [36] -0.139773076 -0.097267667 -0.089940760 -0.056010119 -0.056541038 [41] 0.002067053 -0.011439382 0.021362796 0.020241800 0.030630659 [46] 0.021481658 0.027031168 0.012478971 > (mypacf <- c(rpacf$acf)) [1] 0.78245167 0.45691010 -0.05486209 -0.23220283 -0.16451952 -0.03976784 [7] -0.06044979 0.06493672 0.05120707 0.10159883 -0.04212302 -0.10290123 [13] -0.01732042 -0.06928222 0.05785072 -0.21065217 0.14389454 -0.08636691 [19] -0.07161886 -0.07220015 0.01907872 -0.16293470 0.18397832 -0.07772633 [25] -0.06195740 0.06341097 -0.08900658 -0.11291893 -0.04654770 0.06129524 [31] 0.05580536 0.08363686 -0.03548147 -0.12026436 0.03474287 0.01605086 [37] -0.02405794 -0.10900632 0.14139904 0.02369033 -0.04385343 -0.03289768 [43] -0.06772465 -0.05334078 0.01628663 -0.06793240 0.00568694 > 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/373g01259607252.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/4zj3d1259607252.tab") > > system("convert tmp/17dv71259607252.ps tmp/17dv71259607252.png") > system("convert tmp/2msyi1259607252.ps tmp/2msyi1259607252.png") > > > proc.time() user system elapsed 0.603 0.322 0.751