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Type 'q()' to quit R. > x <- c(595,591,589,584,573,567,569,621,629,628,612,595,597,593,590,580,574,573,573,620,626,620,588,566,557,561,549,532,526,511,499,555,565,542,527,510,514,517,508,493,490,469,478,528,534,518,506,502,516,528,533,536,537,524,536,587,597,581,564,558) > par7 = '0.95' > par6 = 'MA' > par5 = '12' > par4 = '1' > par3 = '1' > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/1lbkl1260708532.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2n1331260708532.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.0000000000 0.1407060446 0.2414479161 0.3322094073 0.2225346376 [6] 0.0623303837 0.1788349196 0.0159253612 0.1247404953 0.0009177138 [11] -0.0949076025 0.2737325399 -0.1688470201 -0.0784084595 0.0904900273 [16] 0.0757933836 -0.0965786479 0.0568313608 -0.1525009807 -0.0290382064 [21] -0.1468167038 -0.2076863164 -0.0860758227 -0.2016912950 -0.2018195079 [26] -0.1015102413 -0.0981715211 -0.2423754825 -0.1150192630 -0.1158420812 [31] -0.0754577485 -0.0443287259 -0.0571913680 -0.0335141191 -0.0032198414 [36] 0.0044571151 0.0043228092 0.0124201846 -0.0069437188 0.0092695704 [41] 0.0098359627 -0.0107465464 -0.0099364329 0.0071237873 0.0097069720 [46] 0.0039609870 0.0010360741 > (mypacf <- c(rpacf$acf)) [1] 0.140706045 0.226126623 0.294706711 0.141507910 -0.099428288 [6] 0.015600409 -0.109274519 0.087645947 -0.043585273 -0.158133204 [11] 0.327861577 -0.247405817 -0.057459160 0.057728811 0.136853195 [16] 0.023387090 -0.121292911 -0.175960646 -0.084849099 -0.061732546 [21] -0.070801198 -0.102121864 0.013163903 0.030729474 -0.055155528 [26] -0.005567030 -0.078215101 -0.072618605 0.085514316 -0.062181034 [31] 0.098936997 0.006527322 -0.027229003 0.023059371 0.047518558 [36] 0.051957269 -0.060951210 0.041329959 -0.048581943 -0.100845594 [41] -0.035246514 -0.058532265 0.058627925 0.049142471 -0.076373252 [46] -0.122902888 > 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/38g3q1260708532.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/4cms41260708532.tab") > try(system("convert tmp/1lbkl1260708532.ps tmp/1lbkl1260708532.png",intern=TRUE)) character(0) > try(system("convert tmp/2n1331260708532.ps tmp/2n1331260708532.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.585 0.302 0.682