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Type 'q()' to quit R. > x <- c(627,696,825,677,656,785,412,352,839,729,696,641,695,638,762,635,721,854,418,367,824,687,601,676,740,691,683,594,729,731,386,331,707,715,657,653,642,643,718,654,632,731,392,344,792,852,649,629,685,617,715,715,629,916,531,357,917,828,708,858,775,785,1006,789,734,906,532,387,991,841) > par7 = '0.95' > par6 = 'White Noise' > par5 = '12' > par4 = '0' > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/11uq11260713204.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2zjzj1260713204.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.000000000 0.110985132 -0.332741920 0.194973121 0.036792129 [6] -0.056705100 0.181360793 -0.025048491 0.040366848 0.125619089 [11] -0.304529959 0.047985173 0.667309730 0.004350500 -0.336869173 [16] 0.068383872 -0.006798871 -0.079136314 0.034584380 -0.085181022 [21] -0.033450964 0.010608877 -0.258273026 -0.004351446 0.471775854 [26] 0.031631463 -0.325720492 -0.034402877 -0.019776983 -0.101228639 [31] 0.006735764 -0.072406637 -0.092533640 0.022567142 -0.163468602 [36] -0.049429302 0.366019213 0.023953376 -0.289332616 -0.009519011 [41] 0.004880362 -0.087589334 0.032812406 -0.033854974 -0.047638887 [46] 0.062494649 -0.120500760 -0.072218417 0.269930145 0.002794293 [51] -0.197467105 0.039456679 -0.006390569 -0.075344035 0.045063816 [56] -0.034290083 -0.053026305 0.012828156 -0.062732433 -0.016413326 [61] 0.155740466 > (mypacf <- c(rpacf$acf)) [1] 0.1109851315 -0.3493629672 0.3270305268 -0.2369891079 0.2500193631 [6] -0.0134231189 -0.0004374224 0.2127951301 -0.1290359185 -0.2247109494 [11] 0.3095066899 0.4549271457 -0.1374478990 -0.0719680697 -0.2300204549 [16] 0.0611660092 -0.0753283714 -0.1512192687 -0.0537636721 -0.1766660245 [21] 0.0566143365 -0.0069333429 -0.0194312144 0.1463230856 0.0549906310 [26] -0.0089600987 -0.0574677955 -0.1138503132 -0.0172767287 0.0355997043 [31] -0.1042710743 -0.0828183500 0.0685462041 -0.0159126311 0.0575365161 [36] -0.0608505428 -0.1048514449 0.1160188976 -0.0240992695 0.0498884787 [41] -0.0924841250 -0.0116437211 0.1212183924 0.0706771707 -0.0441891328 [46] -0.0890754217 -0.1175501587 -0.0328819545 -0.0822321758 0.0213926958 [51] 0.0174450420 0.0095274782 0.0016306593 0.0290195162 -0.0374170318 [56] -0.0232855329 -0.1361950022 0.0965467079 -0.0208372649 -0.0569536221 > 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/3svun1260713204.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/48lga1260713204.tab") > > try(system("convert tmp/11uq11260713204.ps tmp/11uq11260713204.png",intern=TRUE)) character(0) > try(system("convert tmp/2zjzj1260713204.ps tmp/2zjzj1260713204.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.576 0.321 0.698