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Type 'q()' to quit R. > x <- c(611,594,595,591,589,584,573,567,569,621,629,628,612,595,597,593,590,580,574,573,573,620,626,620,588,566,557,561,549,532,526,511,499,555,565,542,527,510,514,517,508,493,490,469,478,528,534,518,506,502,516,528,533,536,537,524,536,587,597,581) > par7 = '0.95' > par6 = 'MA' > par5 = '12' > par4 = '1' > par3 = '0' > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/1kvpt1261135174.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2he341261135174.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.000000000 0.928164647 0.848197842 0.758668778 0.651716062 [6] 0.535467426 0.424494819 0.306209605 0.204230650 0.109738973 [11] 0.024847959 -0.044805877 -0.114630666 -0.169940492 -0.213238962 [16] -0.263711294 -0.326668203 -0.360659605 -0.403913478 -0.436586802 [21] -0.463601309 -0.478013555 -0.485590129 -0.476632505 -0.449224267 [26] -0.397525734 -0.360531699 -0.316465383 -0.250276664 -0.191977831 [31] -0.142652830 -0.089860441 -0.041080510 -0.003680151 0.045149333 [36] 0.082511290 0.112737787 > (mypacf <- c(rpacf$acf)) [1] 0.9281646466 -0.0959622534 -0.1098674064 -0.1729898914 -0.1234823818 [6] -0.0216121932 -0.1189441199 0.0455898124 -0.0361875882 -0.0185896105 [11] 0.0085814028 -0.1205560551 0.0159067247 -0.0276589488 -0.1379629191 [16] -0.1981396567 0.1088370081 -0.1305550460 0.0006934236 -0.0675326314 [21] 0.0086944308 -0.0284113742 -0.0132740500 0.0940749928 0.0823106704 [26] -0.1803624934 -0.0061022813 0.0891383703 -0.0411112979 -0.0548892528 [31] 0.0026326774 -0.0044589976 -0.0219636172 0.0746461507 -0.0131499582 [36] -0.0599818473 > 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/3mggm1261135174.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/4cnjx1261135174.tab") > > try(system("convert tmp/1kvpt1261135174.ps tmp/1kvpt1261135174.png",intern=TRUE)) character(0) > try(system("convert tmp/2he341261135174.ps tmp/2he341261135174.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.560 0.309 1.116