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Type 'q()' to quit R. > x <- c(75.9,76.9,77.9,78.9,79.9,80.9,81.9,82.9,83.9,84.9,85.9,86.9,87.9,88.9,89.9,90.9,91.9,92.9,93.9,94.9,95.9,96.9,97.9,98.9,99.9,100.9,101.9,102.9,103.9,104.9,105.9,106.9,107.9,108.9,109.9,110.9,111.9,112.9,113.9,114.9,115.9,116.9,117.9,118.9,119.9,120.9,121.9,122.9,123.9,124.9,125.9,126.9,127.9,128.9,129.9,130.9,131.9,132.9,133.9,134.9,135.9,136.9,137.9,138.9,139.9,140.9,141.9,142.9,143.9,144.9,145.9,146.9,147.9,148.9,149.9,150.9,151.9,152.9,153.9,154.9,155.9,156.9,157.9,158.9,159.9,160.9,161.9,162.9,163.9,164.9,165.9,166.9,167.9,168.9,169.9,170.9,171.9,172.9,173.9,174.9,175.9,176.9,177.9,178.9,179.9,180.9,181.9,182.9) > par7 = '0.95' > par6 = 'White Noise' > par5 = '12' > par4 = '0' > par3 = '0' > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/1hzm11261055454.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/298j71261055454.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.000000000 0.972222222 0.944453971 0.916704774 0.888984157 [6] 0.861301647 0.833666771 0.806089057 0.778578029 0.751143216 [11] 0.723794145 0.696540341 0.669391333 0.642356645 0.615445807 [16] 0.588668343 0.562033782 0.535551650 0.509231473 0.483082778 [21] 0.457115093 0.431337944 0.405760858 0.380393362 0.355244982 [26] 0.330325245 0.305643678 0.281209809 0.257033163 0.233123267 [31] 0.209489649 0.186141835 0.163089352 0.140341726 0.117908486 [36] 0.095799156 0.074023264 0.052590338 0.031509903 0.010791487 [41] -0.009555384 -0.029521183 -0.049096383 -0.068271457 -0.087036878 [46] -0.105383120 -0.123300656 -0.140779959 -0.157811503 > (mypacf <- c(rpacf$acf)) [1] 0.97222222 -0.01391061 -0.01393285 -0.01395555 -0.01397861 -0.01400198 [7] -0.01402555 -0.01404926 -0.01407301 -0.01409671 -0.01412027 -0.01414360 [13] -0.01416659 -0.01418913 -0.01421112 -0.01423245 -0.01425299 -0.01427262 [19] -0.01429121 -0.01430862 -0.01432472 -0.01433935 -0.01435236 -0.01436358 [25] -0.01437286 -0.01438000 -0.01438482 -0.01438713 -0.01438672 -0.01438338 [31] -0.01437688 -0.01436699 -0.01435346 -0.01433603 -0.01431444 -0.01428839 [37] -0.01425760 -0.01422175 -0.01418051 -0.01413356 -0.01408053 -0.01402105 [43] -0.01395474 -0.01388119 -0.01379998 -0.01371067 -0.01361280 -0.01350590 > 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/3jel71261055454.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/4c2zf1261055454.tab") > > try(system("convert tmp/1hzm11261055454.ps tmp/1hzm11261055454.png",intern=TRUE)) character(0) > try(system("convert tmp/298j71261055454.ps tmp/298j71261055454.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.583 0.320 0.948