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Type 'q()' to quit R. > x <- c(99.4,102.7,109.3,93.9,95.3,101.8,85.6,81.1,109.5,104.0,94.5,79.0,92.8,95.6,101.7,90.8,89.5,91.8,83.8,77.4,112.7,98.8,85.7,72.8,96.9,95.0,94.2,87.3,80.6,87.9,79.6,71.9,94.6,91.4,86.6,68.5,90.1,91.6,95.4,85.4,81.6,88.9,84.1,74.7,97.1,95.3,85.1,67.3,80.6,87.9,89.2,81.3,79.7,83.7,82.1,69.3,91.2,85.7,85.2,70.0,85.8,91.4,97.5,87.1,85.1,94.1,85.8,74.7,99.9,90.7,86.8,74.8,91.8,97.6,100.8,85.4,84.0,90.6,80.5,73.9,93.6) > par7 = '0.95' > par6 = 'White Noise' > par5 = '12' > par4 = '0' > par3 = '0' > par2 = '1' > par1 = '48' > #'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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/1hnno1260966663.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2wsf81260966663.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.000000000 0.218154437 -0.145269685 -0.033389758 0.354679205 [6] 0.163228705 0.095851943 0.161802875 0.315723165 -0.079249071 [11] -0.192443380 0.053684581 0.670894395 0.046483257 -0.244702882 [16] -0.137799901 0.215295453 0.067165915 0.006589384 0.055290476 [21] 0.205618048 -0.124351082 -0.214001782 -0.042262065 0.471045525 [26] 0.022568139 -0.255335825 -0.213912936 0.086981593 0.024017535 [31] -0.082357311 -0.067093901 0.085919149 -0.169998453 -0.246833740 [36] -0.118086606 0.318800227 -0.019012083 -0.227920163 -0.211118487 [41] 0.020380784 -0.012419906 -0.095039042 -0.107461680 0.038924978 [46] -0.146844566 -0.230024116 -0.140101076 0.197004602 > (mypacf <- c(rpacf$acf)) [1] 0.218154437 -0.202498208 0.053533169 0.352093783 -0.018380933 [6] 0.197663705 0.187148116 0.211576092 -0.225000026 -0.166282255 [11] -0.021618897 0.567208525 -0.402844978 -0.001328313 -0.106830517 [16] -0.065905017 0.111935647 -0.023022406 -0.002756947 0.015137201 [21] 0.023777957 -0.014567400 -0.031090343 -0.011710875 0.070373060 [26] -0.114893422 -0.096513553 -0.091527704 0.045344657 -0.140400591 [31] -0.003787772 -0.045984826 -0.021755490 0.049899112 0.018733276 [36] 0.025265398 -0.063309249 0.150695155 -0.034984501 -0.063026248 [41] -0.114294407 0.017676825 -0.122882260 -0.011428319 -0.017999259 [46] -0.074030032 0.051422147 -0.078418538 > 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/392ga1260966663.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/4lmmw1260966663.tab") > > try(system("convert tmp/1hnno1260966663.ps tmp/1hnno1260966663.png",intern=TRUE)) character(0) > try(system("convert tmp/2wsf81260966663.ps tmp/2wsf81260966663.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.583 0.313 0.718