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Type 'q()' to quit R. > x <- c(103.34,102.60,100.69,105.67,123.61,113.08,106.46,123.38,109.87,95.74,123.06,123.39,120.28,115.33,110.40,114.49,132.03,123.16,118.82,128.32,112.24,104.53,132.57,122.52,131.80,124.55,120.96,122.60,145.52,118.57,134.25,136.70,121.37,111.63,134.42,137.65,137.86,119.77,130.69,128.28,147.45,128.42,136.90,143.95,135.64,122.48,136.83,153.04,142.71,123.46,144.37,146.15,147.61,158.51,147.40,165.05,154.64,126.20,157.36,154.15,123.21,113.07,110.45,113.57,122.44,114.93,111.85,126.04,121.34,124.36) > par7 = '0.95' > par6 = 'White Noise' > par5 = '12' > par4 = '2' > par3 = '1' > par2 = '0.0' > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/125or1261073725.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2iues1261073725.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.000000000 -0.472974398 0.015721079 0.331239753 -0.345887501 [6] 0.165554292 0.116420019 -0.324323831 0.165133370 -0.085670273 [11] -0.070181112 0.092308091 -0.154970878 0.077192523 -0.048924158 [16] 0.059899380 -0.089941015 0.057506636 0.008540616 -0.078561029 [21] 0.155930988 -0.072129494 -0.167185514 0.340833819 -0.295477507 [26] 0.120394144 0.109807624 -0.201465046 0.139482796 0.020138164 [31] -0.097709929 0.098125608 -0.068236601 -0.047568723 0.099642080 [36] -0.117588381 0.069269501 -0.062661250 0.047526809 0.033573402 [41] -0.064472398 0.019971190 -0.004766861 0.017813580 0.008670433 > (mypacf <- c(rpacf$acf)) [1] -0.472974398 -0.267918309 0.296915368 -0.048320863 -0.008112863 [6] 0.115361753 -0.155738404 -0.174991128 -0.180977505 -0.011605448 [11] -0.022320817 -0.123117206 0.008107780 -0.096026572 0.079216623 [16] -0.178519126 -0.025983109 -0.028384966 -0.111458593 0.069114945 [21] -0.008087627 -0.227086038 0.087036289 -0.103515102 0.041281675 [26] -0.069487349 0.090920797 -0.070150483 -0.048518200 0.041174905 [31] -0.059743032 -0.036296628 -0.130747946 -0.002018011 -0.025729066 [36] -0.042716423 -0.030927115 -0.019306489 0.133476363 -0.136805734 [41] -0.077026225 -0.053731363 -0.038015047 -0.026769521 > 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/35n7y1261073725.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/4mkpg1261073725.tab") > > try(system("convert tmp/125or1261073725.ps tmp/125or1261073725.png",intern=TRUE)) character(0) > try(system("convert tmp/2iues1261073725.ps tmp/2iues1261073725.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.551 0.352 0.707