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Type 'q()' to quit R. > x <- c(277 + ,260.6 + ,291.6 + ,275.4 + ,275.3 + ,231.7 + ,238.8 + ,274.2 + ,277.8 + ,299.1 + ,286.6 + ,232.3 + ,294.1 + ,267.5 + ,309.7 + ,280.7 + ,287.3 + ,235.7 + ,256.4 + ,289 + ,290.8 + ,321.9 + ,291.8 + ,241.4 + ,295.5 + ,258.2 + ,306.1 + ,281.5 + ,283.1 + ,237.4 + ,274.8 + ,299.3 + ,300.4 + ,340.9 + ,318.8 + ,265.7 + ,322.7 + ,281.6 + ,323.5 + ,312.6 + ,310.8 + ,262.8 + ,273.8 + ,320 + ,310.3 + ,342.2 + ,320.1 + ,265.6 + ,327 + ,300.7 + ,346.4 + ,317.3 + ,326.2 + ,270.7 + ,278.2 + ,324.6 + ,321.8 + ,343.5 + ,354 + ,278.2 + ,330.2 + ,307.3 + ,375.9 + ,335.3 + ,339.3 + ,280.3 + ,293.7 + ,341.2 + ,345.1 + ,368.7 + ,369.4 + ,288.4 + ,341 + ,319.1 + ,374.2 + ,344.5 + ,337.3 + ,281 + ,282.2 + ,321 + ,325.4 + ,366.3 + ,380.3 + ,300.7 + ,359.3 + ,327.6 + ,383.6 + ,352.4 + ,329.4 + ,294.5 + ,333.5 + ,334.3 + ,358 + ,396.1 + ,387 + ,307.2 + ,363.9 + ,344.7 + ,397.6 + ,376.8 + ,337.1 + ,299.3 + ,323.1 + ,329.1 + ,347 + ,462 + ,436.5 + ,360.4 + ,415.5 + ,382.1 + ,432.2 + ,424.3 + ,386.7 + ,354.5 + ,375.8 + ,368 + ,402.4 + ,426.5 + ,433.3 + ,338.5 + ,416.8 + ,381.1 + ,445.7 + ,412.4 + ,394 + ,348.2 + ,380.1 + ,373.7 + ,393.6 + ,434.2 + ,430.7 + ,344.5 + ,411.9 + ,370.5 + ,437.3 + ,411.3 + ,385.5 + ,341.3 + ,384.2 + ,373.2 + ,415.8 + ,448.6 + ,454.3 + ,350.3 + ,419.1 + ,398 + ,456.1 + ,430.1 + ,399.8 + ,362.7 + ,384.9 + ,385.3 + ,432.3 + ,468.9 + ,442.7 + ,370.2 + ,439.4 + ,393.9 + ,468.7 + ,438.8 + ,430.1 + ,366.3 + ,391 + ,380.9 + ,431.4 + ,465.4 + ,471.5 + ,387.5 + ,446.4 + ,421.5 + ,504.8 + ,492.1 + ,421.3 + ,396.7 + ,428 + ,421.9 + ,465.6 + ,525.8 + ,499.9 + ,435.3 + ,479.5 + ,473 + ,554.4 + ,489.6 + ,462.2 + ,420.3) > par7 = '0.95' > par6 = 'MA' > par5 = '12' > par4 = '0' > par3 = '1' > par2 = '1' > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/rcomp/tmp/110e61261077905.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/22gzk1261077905.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.000000000 -0.389456684 0.119921853 -0.345508354 -0.032366486 [6] -0.044034800 0.413861730 -0.061070031 -0.024607724 -0.337990340 [11] 0.103322981 -0.328785526 0.861652334 -0.350136677 0.121450156 [16] -0.309017048 -0.047493654 -0.023172427 0.374924435 -0.066244131 [21] -0.006537140 -0.327611198 0.115719865 -0.322726527 0.804562673 [26] -0.331017034 0.135294618 -0.295662892 -0.063880535 0.002350375 [31] 0.327314635 -0.050875720 0.015579473 -0.317455249 0.089578873 [36] -0.277437441 0.720352941 -0.288557364 0.118614853 -0.263868766 [41] -0.063072072 0.003928044 0.305213926 -0.062023274 0.032699795 [46] -0.306400559 0.085858188 -0.248877826 0.651806583 -0.270435638 [51] 0.125114592 -0.233005481 -0.091197996 0.026386634 0.272379352 [56] -0.055378809 0.033856852 -0.277750694 0.066614862 -0.216332665 [61] 0.588936696 > (mypacf <- c(rpacf$acf)) [1] -0.389456684 -0.037432249 -0.367868209 -0.406388294 -0.403259148 [6] 0.123163461 0.141857478 -0.034476192 -0.324931667 -0.070186382 [11] -0.676115184 0.443312490 0.116815348 -0.030690010 0.107909533 [16] 0.016363167 0.009622676 -0.111502444 -0.110572940 -0.061620106 [21] -0.117390041 0.025370068 -0.200346749 0.103703252 0.078257353 [26] 0.053552431 0.024514006 -0.086495355 0.030723628 -0.145315569 [31] -0.069332926 0.023261944 0.011300942 -0.066667768 0.036869949 [36] 0.011603991 0.020784003 -0.097286256 -0.039203810 0.075993725 [41] -0.049888894 0.040159587 -0.052980295 -0.029564739 0.019263097 [46] -0.065230025 -0.001915298 -0.036743693 -0.032800183 0.022158626 [51] 0.045312129 -0.051317710 -0.039379376 -0.006117907 -0.007512967 [56] -0.090614860 -0.025340676 -0.011798436 -0.001219349 0.058487154 > lengthx <- length(x) > sqrtn <- sqrt(lengthx) > > #Note: the /var/www/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/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/rcomp/tmp/37e4e1261077905.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/rcomp/tmp/4j6yk1261077905.tab") > > try(system("convert tmp/110e61261077905.ps tmp/110e61261077905.png",intern=TRUE)) character(0) > try(system("convert tmp/22gzk1261077905.ps tmp/22gzk1261077905.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.760 0.610 1.356