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Type 'q()' to quit R. > x <- c(136,133,126,120,114,116,153,162,161,149,139,135,130,127,122,117,112,113,149,157,157,147,137,132,125,123,117,114,111,112,144,150,149,134,123,116,117,111,105,102,95,93,124,130,124,115,106,105,105,101,95,93,84,87,116,120,117,109,105,107,109) > par7 = '0.95' > par6 = 'MA' > par5 = '12' > par4 = '1' > par3 = '1' > par2 = '-0.4' > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/1qf6u1261051389.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/28l641261051389.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.000000000 -0.123588249 -0.004257786 0.027816036 0.085929983 [6] -0.055580915 0.180043473 0.099798859 -0.037785107 0.010853064 [11] -0.141868696 0.438654660 -0.184558935 -0.076284290 -0.025062273 [16] 0.071900268 -0.167070771 0.134829240 -0.065100141 -0.189274129 [21] -0.032267631 -0.087819755 0.096834564 -0.138857518 -0.042039873 [26] -0.108957839 -0.031363781 -0.065230535 -0.012938977 -0.043332202 [31] -0.052602333 0.051565520 0.005829086 0.036445929 -0.056403496 [36] -0.005872138 -0.050113842 > (mypacf <- c(rpacf$acf)) [1] -0.123588249 -0.019834799 0.025223068 0.093999382 -0.033224933 [6] 0.174094908 0.143894245 -0.006709562 0.005465750 -0.193568513 [11] 0.432385671 -0.175865750 -0.152666932 -0.057559339 0.007302876 [16] -0.023376781 -0.049727432 -0.140977267 -0.124339374 -0.029935721 [21] -0.005112308 -0.109366551 -0.039738138 0.021071057 -0.022672783 [26] -0.116538319 0.090960577 -0.149568317 0.047681839 0.096370958 [31] 0.061783895 0.077007860 -0.012348147 0.033869650 -0.024866373 [36] -0.033646367 > 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/3hfs11261051389.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/4ojul1261051389.tab") > try(system("convert tmp/1qf6u1261051389.ps tmp/1qf6u1261051389.png",intern=TRUE)) character(0) > try(system("convert tmp/28l641261051389.ps tmp/28l641261051389.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.542 0.330 0.971