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Type 'q()' to quit R. > x <- c(19685.6,19601.7,16006.9,17681.2,19790.4,17014.2,17424.5,18908.9,15692.1,15160,15794.3,16032.1,16065,16236.8,12521,14762.1,15446.9,13635,14212.6,15021.7,14134.3,13721.4,14384.5,15638.6,19711.6,20359.8,16141.4,20056.9,20605.5,19325.8,20547.7,19211.2,19009.5,18746.8,16471.5,18957.2,20515.2,18374.4,16192.9,18147.5,19301.4,18344.7,17183.6,19630,17167.2,17428.5,16016.5,18466.5,18406.6,18174.1,14851.9,16260.7,18329.6,18003.8,15903.8,19554.2,16554.2,16198.9,16571.8,17535.2,16198.1) > par8 = '' > par7 = '0.95' > par6 = 'MA' > par5 = '12' > par4 = '1' > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/19tno1293201529.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2kk4r1293201529.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.0000000000 0.8399494202 0.7856991936 0.7301856841 0.5441294729 [6] 0.4227566181 0.2695109657 0.0668240802 -0.0523026567 -0.1928351560 [11] -0.3209887903 -0.4009429654 -0.4863336593 -0.5132683575 -0.4888223983 [16] -0.4710245927 -0.4473183910 -0.3929966920 -0.3214156794 -0.2639793485 [21] -0.1954002506 -0.1592849973 -0.1003742385 -0.0407371185 -0.0461532626 [26] 0.0001191644 0.0031189614 -0.0121826649 0.0203673606 0.0280188344 [31] 0.0166221921 0.0182474637 0.0375594111 0.0295295441 0.0448837629 [36] 0.0429623992 0.0457123759 > (mypacf <- c(rpacf$acf)) [1] 8.399494e-01 2.722861e-01 7.785055e-02 -4.747266e-01 -2.042641e-01 [6] -2.064228e-01 -2.324292e-01 1.430181e-02 3.939630e-02 6.499903e-02 [11] -3.933824e-02 -9.152429e-02 3.130955e-02 1.623614e-01 1.089555e-01 [16] -1.922555e-01 -2.421668e-01 -7.256455e-02 -5.045563e-02 1.245577e-02 [21] -1.371095e-01 4.878570e-02 6.413809e-02 -2.048293e-01 2.286662e-02 [26] -4.634502e-05 6.908538e-02 -3.511810e-02 3.096402e-02 -7.133398e-03 [31] -1.916892e-01 2.811966e-02 -1.410773e-01 4.542352e-02 -4.287630e-02 [36] -9.052864e-03 > 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/353ke1293201529.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/4gc2h1293201529.tab") > try(system("convert tmp/19tno1293201529.ps tmp/19tno1293201529.png",intern=TRUE)) character(0) > try(system("convert tmp/2kk4r1293201529.ps tmp/2kk4r1293201529.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.556 0.339 1.203