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Type 'q()' to quit R. > x <- c(441,449,452,462,455,461,461,463,462,456,455,456,472,472,471,465,459,465,468,467,463,460,462,461,476,476,471,453,443,442,444,438,427,424,416,406,431,434,418,412,404,409,412,406,398,397,385,390,413,413,401,397,397,409,419,424,428,430,424,433,456) > par7 = '0.95' > par6 = 'MA' > par5 = '12' > par4 = '1' > par3 = '0' > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/10s4n1261003400.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2poo81261003400.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.000000000 0.902975767 0.801323069 0.695285770 0.594474780 [6] 0.484855396 0.384845679 0.288590369 0.206485474 0.125301296 [11] 0.056648814 -0.007431814 -0.079159986 -0.155705745 -0.233197726 [16] -0.293546342 -0.351298911 -0.404322855 -0.448165141 -0.487891577 [21] -0.527797179 -0.545807772 -0.548727949 -0.514749795 -0.482845741 [26] -0.440917077 -0.378438397 -0.303612786 -0.246816419 -0.181364074 [31] -0.126863276 -0.075902260 -0.024698001 0.021622729 0.059983618 [36] 0.084835481 0.086203479 > (mypacf <- c(rpacf$acf)) [1] 0.902975767 -0.076053759 -0.079782751 -0.032976864 -0.112269130 [6] -0.019833059 -0.050934229 -0.001696980 -0.063828433 -0.010806314 [11] -0.043364745 -0.122591582 -0.100374900 -0.100405536 0.000351761 [16] -0.077657854 -0.072149978 -0.049818594 -0.099275391 -0.112469337 [21] -0.002792574 -0.022228534 0.115231039 -0.061966743 -0.006624014 [26] 0.072971214 0.026516676 -0.093146425 0.044272598 -0.042793857 [31] -0.022306716 0.038379769 -0.039181403 -0.062700237 -0.083820541 [36] -0.157159246 > 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/37vui1261003400.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/4ehs71261003400.tab") > > try(system("convert tmp/10s4n1261003400.ps tmp/10s4n1261003400.png",intern=TRUE)) character(0) > try(system("convert tmp/2poo81261003400.ps tmp/2poo81261003400.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.554 0.321 0.679