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Type 'q()' to quit R. > x <- c(2350.44,2440.25,2408.64,2472.81,2407.6,2454.62,2448.05,2497.84,2645.64,2756.76,2849.27,2921.44,2981.85,3080.58,3106.22,3119.31,3061.26,3097.31,3161.69,3257.16,3277.01,3295.32,3363.99,3494.17,3667.03,3813.06,3917.96,3895.51,3801.06,3570.12,3701.61,3862.27,3970.1,4138.52,4199.75,4290.89,4443.91,4502.64,4356.98,4591.27,4696.96,4621.4,4562.84,4202.52,4296.49,4435.23,4105.18,4116.68,3844.49,3720.98,3674.4,3857.62,3801.06,3504.37,3032.6,3047.03,2962.34,2197.82,2014.45,1862.83,1905.41,1810.99,1670.07,1864.44,2052.02,2029.6,2070.83,2293.41,2443.27,2513.17) > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/1zkz41260723566.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2t0la1260723566.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.00000000 0.96648719 0.92154372 0.86960481 0.80613683 0.73105621 [7] 0.64660449 0.55977505 0.47202709 0.38286530 0.29536431 0.21417028 [13] 0.13105193 0.05130296 -0.01405585 -0.08101457 -0.14697719 -0.20965130 [19] -0.26297027 -0.30753224 -0.35359535 -0.39460054 -0.42682563 -0.44774174 [25] -0.46178131 -0.46415866 -0.46501041 -0.46135625 -0.45198828 -0.44593557 [31] -0.44214369 -0.43675084 -0.42975289 -0.41777409 -0.40131916 -0.38255375 [37] -0.35785919 -0.32961929 -0.30189033 -0.27569449 -0.24524828 -0.21180177 [43] -0.17590366 -0.13971686 -0.10900434 -0.07710965 -0.04212273 -0.01339598 [49] 0.01665326 0.04325095 0.07027350 0.09650266 0.12551230 0.15344714 [55] 0.17544479 0.18982148 0.20243676 0.21332105 0.20832900 0.19826224 [61] 0.18336819 > (mypacf <- c(rpacf$acf)) [1] 0.966487192 -0.190490035 -0.104093631 -0.181529274 -0.171004144 [6] -0.141400369 -0.030767581 -0.022540195 -0.038604482 -0.009735603 [11] 0.038040030 -0.129883315 -0.031709287 0.129091405 -0.169302065 [16] -0.083318488 -0.066446608 0.028534745 0.016931650 -0.119089389 [21] -0.010185607 -0.008110062 0.078602021 0.021790934 0.051201388 [26] -0.123542845 -0.020085764 -0.059382612 -0.181991817 -0.144065633 [31] 0.028091999 0.001110860 0.022061574 0.084232234 0.036544275 [36] 0.066374910 -0.026682691 -0.096199207 -0.203272206 0.034173241 [41] 0.036691991 -0.012531848 0.007753999 -0.081221044 0.085204032 [46] 0.099445389 -0.118723177 0.043764672 -0.022176574 0.003851186 [51] -0.062157592 0.002860788 -0.014817028 -0.081989355 -0.086205092 [56] -0.017644383 0.014428747 -0.072179090 0.038578744 -0.105524996 > 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/34ite1260723566.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/4qbgy1260723566.tab") > > try(system("convert tmp/1zkz41260723566.ps tmp/1zkz41260723566.png",intern=TRUE)) character(0) > try(system("convert tmp/2t0la1260723566.ps tmp/2t0la1260723566.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.596 0.308 0.688