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Type 'q()' to quit R. > x <- c(80.2,74.8,77.8,73,72,75.8,72.6,71.9,74.8,72.9,72.9,79.9,74,76,69.6,77.3,75.2,75.8,77.6,76.7,77,77.9,76.7,71.9,73.4,72.5,73.7,69.5,74.7,72.5,72.1,70.7,71.4,69.5,73.5,72.4,74.5,72.2,73,73.3,71.3,73.6,71.3,71.2,81.4,76.1,71.1,75.7,70,68.5,56.7,57.9,58.8,59.3,61.3,62.9,61.4,64.5,63.8,61.6) > par7 = '0.95' > par6 = 'MA' > par5 = '12' > par4 = '0' > par3 = '1' > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/1jqhe1261134153.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2ai9j1261134153.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.00000000 -0.40987313 0.10075394 0.02902307 -0.01969983 -0.06261245 [7] -0.04284665 -0.13458675 0.07192373 -0.06589251 0.10848595 0.08756002 [13] -0.30734687 0.33733842 -0.23070747 0.03274666 -0.04139328 0.04212200 [19] -0.08678716 0.15076918 -0.07652606 0.06153316 -0.18741160 0.23205234 [25] -0.07113728 -0.05212175 0.11884380 -0.01040997 -0.01350919 0.10038166 [31] -0.10779118 -0.03120063 -0.02676951 0.00817589 0.07696721 -0.27708309 [37] 0.28703474 > (mypacf <- c(rpacf$acf)) [1] -0.409873127 -0.080819370 0.049035510 0.023157068 -0.080182625 [6] -0.127692697 -0.240945381 -0.083706020 -0.059104883 0.092389522 [11] 0.197691807 -0.320499439 0.019572191 -0.154646673 -0.073846772 [16] -0.046137368 0.046603596 -0.085872673 0.001480579 -0.012228918 [21] -0.090653497 -0.242885972 0.093223523 0.010576854 0.107346839 [26] 0.051829595 0.040948439 -0.097788216 0.087666019 -0.085912848 [31] 0.016110546 -0.069070848 0.062084657 0.049838186 -0.149611262 [36] -0.020811283 > 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/3j71p1261134153.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/439fc1261134153.tab") > > try(system("convert tmp/1jqhe1261134153.ps tmp/1jqhe1261134153.png",intern=TRUE)) character(0) > try(system("convert tmp/2ai9j1261134153.ps tmp/2ai9j1261134153.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.547 0.313 0.677