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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 = '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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/1l9wj1293201901.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2v0dm1293201901.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.000000000 -0.348734469 0.027363573 0.452523849 -0.265899739 [6] 0.153417754 0.159728200 -0.304404880 0.137149417 -0.057704409 [11] -0.162066932 0.072117251 -0.118598292 -0.138476932 0.009885896 [16] 0.016274226 -0.122175003 -0.002164661 0.002789062 -0.061046767 [21] 0.133242144 -0.086787631 -0.056931625 0.235038109 -0.211874221 [26] 0.114021270 0.105250727 -0.179953289 0.103545500 0.064084005 [31] -0.083503122 0.040273381 0.016055936 -0.067115190 0.056341455 [36] -0.009990308 -0.083524325 > (mypacf <- c(rpacf$acf)) [1] -0.3487344686 -0.1073017351 0.4902509357 0.0815097724 0.0523212616 [6] 0.0208556310 -0.2402678997 -0.1991547477 -0.1698994015 -0.0187543127 [11] 0.0260296007 0.0458272690 -0.0868758753 -0.1706716792 0.0798628943 [16] 0.0310396566 -0.0327005693 -0.0721268824 -0.0460322216 0.1184559399 [21] -0.0467885239 -0.1354153845 0.1068219242 -0.0767585290 0.0009047365 [26] -0.0321781823 0.0250292865 -0.0745746163 0.0108614902 0.0962997379 [31] -0.0831787109 0.0271618182 -0.0359699882 -0.0411300120 -0.0508124559 [36] -0.0335431027 > 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/3z1ca1293201901.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/4aatv1293201901.tab") > try(system("convert tmp/1l9wj1293201901.ps tmp/1l9wj1293201901.png",intern=TRUE)) character(0) > try(system("convert tmp/2v0dm1293201901.ps tmp/2v0dm1293201901.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.547 0.327 3.010