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Type 'q()' to quit R. > x <- c(16.2,16.7,18.4,16,16.5,18.2,16.8,17.3,18,19.6,23.3,23.7,20.3,22.8,24.3,21.5,23.5,22.2,20.9,22.2,19.5,21.1,22,19.2,17.8,19.2,19.9,19.6,18.1,20.4,18.1,18.6,17.6,19.4,19.3,18.6,16.9,16.4,19,18.7,17.1,21.5,17.8,18.1,19,18.9,16.8,18.1,15.7,15.1,18.3,16.5,16.9,18.4,16.4,15.7,16.9,16.6,16.7,16.6) > par7 = '0.95' > par6 = 'MA' > par5 = '12' > par4 = '0' > par3 = '1' > par2 = '1' > par1 = '36' > #'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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/1izfk1260984354.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2vts31260984354.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.000000000 -0.384921360 -0.213968717 0.347229441 -0.160153979 [6] -0.056899687 0.244776058 -0.245876987 0.067141265 0.183011056 [11] -0.283995974 -0.074875904 0.422339183 -0.233336247 -0.090317923 [16] 0.031995498 0.032520902 -0.001640060 -0.074182997 0.082510162 [21] 0.033726772 -0.121397981 0.049826424 -0.098184231 0.099756032 [26] 0.150414456 -0.258430939 0.021056832 0.175716243 -0.128513124 [31] -0.049035365 0.243842965 -0.168172396 -0.022336325 0.152581904 [36] -0.231681505 0.125490994 > (mypacf <- c(rpacf$acf)) [1] -0.384921360 -0.425120989 0.094881971 -0.039021973 -0.002991740 [6] 0.171657308 -0.088589841 0.034013135 0.099809469 -0.109755659 [11] -0.298142469 0.200397648 0.127976950 0.012500259 -0.310537420 [16] 0.029816274 0.048620017 -0.193703930 0.143099053 0.126291191 [21] -0.171066898 -0.062744331 0.009291807 -0.062203065 0.056105323 [26] -0.008023143 0.103352809 -0.156725966 0.005287303 0.057817439 [31] 0.106292143 -0.069767167 0.025051755 0.144216904 -0.137461829 [36] -0.142143144 > 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/3072j1260984355.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/43muw1260984355.tab") > try(system("convert tmp/1izfk1260984354.ps tmp/1izfk1260984354.png",intern=TRUE)) character(0) > try(system("convert tmp/2vts31260984354.ps tmp/2vts31260984354.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.560 0.330 0.836