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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 = '2' > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/1hpq11259609829.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2a9971259609829.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.000000000 -0.215415053 0.162474810 0.123042714 0.081073681 [6] -0.092781342 0.128258710 0.022558396 0.111843374 0.001467648 [11] -0.135869800 0.394900691 -0.447988661 0.075451870 0.022747061 [16] 0.055106514 -0.086666309 0.127520306 -0.062647321 0.028889276 [21] -0.134743328 -0.008140208 0.060451299 -0.257922382 0.048953073 [26] -0.043998218 -0.076999896 -0.064423551 -0.046337824 -0.050140474 [31] -0.023250219 -0.068345246 0.040690438 -0.038701457 -0.093378670 [36] 0.092598143 -0.054800143 > (mypacf <- c(rpacf$acf)) [1] -0.215415053 0.121719389 0.191600199 0.135726597 -0.108995311 [6] 0.027594926 0.064560552 0.148929501 0.030779097 -0.250127035 [11] 0.341785088 -0.366610315 -0.099006688 0.048796106 0.146201689 [16] 0.123765801 -0.137853161 0.014886365 -0.031632591 -0.072592899 [21] 0.041859573 -0.201720167 0.054947320 -0.167573985 -0.088297706 [26] -0.018188074 0.057223484 -0.003147734 -0.028081874 -0.002932524 [31] 0.062608554 -0.032705664 -0.059430943 -0.029510190 0.080238270 [36] -0.060471260 > 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/3cuiy1259609829.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/4q8cu1259609829.tab") > > system("convert tmp/1hpq11259609829.ps tmp/1hpq11259609829.png") > system("convert tmp/2a9971259609829.ps tmp/2a9971259609829.png") > > > proc.time() user system elapsed 0.560 0.329 0.663