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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 = '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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/1u1po1260726438.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/23b1k1260726438.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.000000000 0.195175360 0.086198865 0.205286659 0.068195499 [6] 0.298487297 0.106226990 -0.156346678 0.091220981 0.051011127 [11] -0.044967774 0.119684088 -0.423571579 -0.123840480 0.162133154 [16] -0.118051905 -0.065602061 -0.184306261 -0.196081327 0.026796498 [21] -0.135903519 -0.158820828 -0.105909196 -0.179979024 -0.086412591 [26] 0.016548943 -0.119785207 0.005676289 0.090026498 0.013930263 [31] 0.026074694 -0.089510264 -0.010410529 0.012353535 0.012921418 [36] -0.003682597 0.064841062 0.028864595 -0.018470964 -0.014302920 [41] -0.061426615 0.022565596 0.042361483 0.011406303 0.006435756 [46] 0.006475443 0.004197377 -0.001313307 -0.015390298 -0.023262993 [51] 0.019150322 0.017299649 0.006941176 0.005651620 -0.005493348 [56] 0.015379817 0.003323908 > (mypacf <- c(rpacf$acf)) [1] 0.195175360 0.050010516 0.187121590 -0.006251454 0.289709857 [6] -0.039907844 -0.216008817 0.059709232 0.017017039 -0.091987952 [11] 0.121974966 -0.461772237 0.078172416 0.173819770 -0.024091253 [16] -0.091829572 -0.024966319 -0.074618343 -0.129057183 -0.044104990 [21] 0.107832925 -0.223888684 0.101195059 -0.295223692 0.123671177 [26] 0.172512318 0.084435323 0.058551188 -0.064437040 -0.194723044 [31] -0.117853464 -0.048020386 0.097680732 -0.124939768 0.102499792 [36] -0.105823930 0.037948064 0.057561087 -0.067573752 -0.012371296 [41] -0.011982942 -0.181988325 -0.033210244 0.014292959 0.134857788 [46] -0.090182225 0.008514584 -0.036339279 0.022359968 0.055686983 [51] -0.025020850 -0.040340277 -0.028022795 -0.123563044 -0.080668519 [56] 0.003871033 > 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/3q2i91260726438.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/4rcr41260726438.tab") > > try(system("convert tmp/1u1po1260726438.ps tmp/1u1po1260726438.png",intern=TRUE)) character(0) > try(system("convert tmp/23b1k1260726438.ps tmp/23b1k1260726438.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.587 0.316 1.043