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Type 'q()' to quit R. > x <- c(627,696,825,677,656,785,412,352,839,729,696,641,695,638,762,635,721,854,418,367,824,687,601,676,740,691,683,594,729,731,386,331,707,715,657,653,642,643,718,654,632,731,392,344,792,852,649,629,685,617,715,715,629,916,531,357,917,828,708,858,775,785,1006,789,734,906,532,387,991,841) > par7 = '0.95' > par6 = 'White Noise' > par5 = '12' > par4 = '1' > par3 = '0' > par2 = '-0.5' > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/1wpgj1260991191.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2akwc1260991191.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.0000000000 0.4328005637 0.2189473526 0.2281432115 0.1254872137 [6] 0.3174878539 0.2692653649 0.1596064724 0.3257162473 0.2890884900 [11] 0.1742479575 0.1371438163 -0.0955738668 -0.0631765142 0.0566978489 [16] 0.0564877902 0.0523144927 0.0421274337 -0.0185299994 -0.0540327155 [21] 0.0398097818 -0.0717945342 -0.1577641023 -0.1623359740 -0.2521395727 [26] -0.1439354429 -0.1008274688 -0.1673243067 -0.1249972535 -0.1066522334 [31] -0.2131339289 -0.2139182201 -0.3022768753 -0.1917291737 -0.0782767488 [36] -0.0783308317 -0.0470252902 -0.0442159399 -0.0769739846 -0.1014641508 [41] -0.1640524099 -0.1362923065 -0.0076580728 0.0182665737 -0.0008159636 [46] -0.0395095511 -0.0700532420 -0.0455588050 -0.0605772283 -0.0530380708 [51] 0.0053848230 0.0047440020 0.0143379244 -0.0157278480 -0.0173988439 [56] 0.0046605746 0.0061219796 -0.0017762978 > (mypacf <- c(rpacf$acf)) [1] 0.432800564 0.038921693 0.148160956 -0.034331833 0.315464896 [6] 0.006042803 0.019765592 0.233089326 0.085699113 -0.070772886 [11] -0.050391379 -0.250348160 -0.098202812 -0.040549417 0.038127674 [16] -0.081923014 0.066673705 0.001567574 -0.061575195 0.213153473 [21] -0.036097032 -0.130658243 -0.126955037 -0.237354908 -0.111383590 [26] -0.066756138 0.025428723 -0.011119390 0.149508061 -0.012058920 [31] -0.026686510 -0.000875209 0.197633173 -0.036583660 0.029811988 [36] -0.061619376 -0.018041725 -0.060771097 0.021021798 -0.139592046 [41] 0.039631438 0.087395971 -0.012274360 -0.042773717 0.046103232 [46] -0.078714386 -0.032568315 -0.062107350 -0.028714773 0.007621508 [51] 0.004735464 -0.021492397 -0.085095754 0.039689851 -0.008965127 [56] -0.052141382 0.027012835 > 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/3bz0c1260991191.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/4qm2i1260991191.tab") > > try(system("convert tmp/1wpgj1260991191.ps tmp/1wpgj1260991191.png",intern=TRUE)) character(0) > try(system("convert tmp/2akwc1260991191.ps tmp/2akwc1260991191.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.602 0.313 1.110