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Type 'q()' to quit R. > x <- c(492865,480961,461935,456608,441977,439148,488180,520564,501492,485025,464196,460170,467037,460070,447988,442867,436087,431328,484015,509673,512927,502831,470984,471067,476049,474605,470439,461251,454724,455626,516847,525192,522975,518585,509239,512238,519164,517009,509933,509127,500857,506971,569323,579714,577992,565464,547344,554788,562325,560854,555332,543599,536662,542722,593530,610763,612613,611324,594167,595454,590865,589379,584428,573100,567456,569028,620735,628884,628232,612117,595404,597141,593408,590072,579799,574205,572775,572942,619567,625809,619916,587625,565742,557274,560576,548854,531673,525919,511038,498662,555362,564591,541657,527070,509846,514258,516922,507561,492622,490243,469357,477580,528379,533590,517945,506174,501866,516141,528222,532638,536322,536535,523597,536214,586570,596594,580523) > par7 = '0.95' > par6 = 'White Noise' > par5 = '12' > par4 = '0' > par3 = '1' > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/1nq7q1260980648.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/29exq1260980648.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.000000000 0.269614450 -0.219843304 -0.292321783 -0.266543389 [6] 0.044214732 0.208574835 0.063577202 -0.242137295 -0.267476313 [11] -0.199377006 0.265638198 0.814515415 0.188793809 -0.181121416 [16] -0.275345065 -0.262406643 0.021438440 0.156414059 0.030071429 [21] -0.250144096 -0.259362084 -0.153600199 0.266001828 0.675956159 [26] 0.102110872 -0.203862890 -0.246645068 -0.224352291 0.023685845 [31] 0.119067619 0.001823211 -0.247338720 -0.234167644 -0.119363981 [36] 0.223633811 0.577704294 0.111972168 -0.166780254 -0.247980302 [41] -0.191086730 0.023199564 0.104679856 0.008674244 -0.211061346 [46] -0.184545623 -0.096779279 0.181619322 0.489892228 > (mypacf <- c(rpacf$acf)) [1] 0.269614450 -0.315467180 -0.154840899 -0.236413803 0.087589938 [6] 0.019858931 -0.076731031 -0.284515547 -0.118683496 -0.262770646 [11] 0.268818255 0.690426622 -0.210451901 0.187760373 -0.018357665 [16] 0.029881936 -0.059115348 -0.136592179 -0.087936548 -0.139653527 [21] -0.091800236 0.013951787 -0.066557339 0.046539682 -0.143728938 [26] -0.104826188 0.080212632 -0.057144655 0.007565158 -0.067759290 [31] -0.010369164 0.018434381 -0.034702259 -0.058507957 -0.177097472 [36] 0.045365889 0.136873854 -0.025509830 -0.099793321 0.082274655 [41] -0.078200022 0.067552272 -0.052136485 0.032177521 0.008573325 [46] -0.084130069 -0.009850191 -0.043188205 > 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/3btjf1260980648.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/4qikm1260980648.tab") > > try(system("convert tmp/1nq7q1260980648.ps tmp/1nq7q1260980648.png",intern=TRUE)) character(0) > try(system("convert tmp/29exq1260980648.ps tmp/29exq1260980648.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.566 0.307 0.689