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Type 'q()' to quit R. > x <- c(90.2 + ,90 + ,88.8 + ,85.8 + ,84.2 + ,80 + ,77.8 + ,76.8 + ,86.4 + ,89.2 + ,86.2 + ,84.6 + ,83.2 + ,83.2 + ,82.6 + ,79.8 + ,77.2 + ,74.8 + ,73 + ,73 + ,83.6 + ,85.6 + ,84.8 + ,84.2 + ,83.4 + ,84.6 + ,84.6 + ,83.8 + ,81.2 + ,79.6 + ,78 + ,78.2 + ,88.8 + ,92 + ,91 + ,91.2 + ,90.4 + ,91.8 + ,92.2 + ,90.2 + ,88.6 + ,87.8 + ,86 + ,87.2 + ,97.6 + ,101.2 + ,100.4 + ,100.2 + ,100.2 + ,103 + ,104.2 + ,104 + ,102.4 + ,101.8 + ,101 + ,102.2 + ,114 + ,118.4 + ,118.8 + ,117.2 + ,117.2 + ,118.4 + ,118.8 + ,117.2 + ,114.4 + ,112.6 + ,111 + ,110.8 + ,120.2 + ,124.4 + ,123.4 + ,121.2 + ,119 + ,119.8 + ,120 + ,118.4 + ,115 + ,113.4 + ,111 + ,111 + ,121.6 + ,126.2 + ,125.8 + ,124.8 + ,122 + ,123.2 + ,124.2 + ,120.8 + ,116.8 + ,114.8 + ,111 + ,109 + ,119.8 + ,124 + ,121.6 + ,118 + ,115.8 + ,116 + ,115.8 + ,114.4 + ,112 + ,110.2 + ,107.4 + ,108.2 + ,117.6 + ,121.4 + ,119.8 + ,115.6 + ,112.6 + ,113.2 + ,112.2 + ,110.8 + ,108 + ,105.2 + ,102.4 + ,101 + ,110.8 + ,116.8 + ,113.8 + ,108 + ,104.4 + ,105.2 + ,105.4 + ,103.2 + ,100.6 + ,97.8 + ,95.8 + ,95 + ,104.8 + ,110.4 + ,106.4 + ,102.2 + ,98.4 + ,98.4 + ,98.6 + ,96.2 + ,92.4 + ,91.4 + ,88.4 + ,87.8 + ,97.6 + ,104.2 + ,100.2 + ,97 + ,92.8 + ,92 + ,93.4 + ,92 + ,89.6 + ,88.6 + ,87.2 + ,86.2 + ,96.8 + ,102 + ,102.6 + ,100.6 + ,94.2 + ,94.2 + ,95.2 + ,95 + ,94 + ,92.2 + ,91 + ,91.2 + ,103.4 + ,105 + ,104.6 + ,103.8 + ,101.8 + ,102.4 + ,103.8 + ,103.4 + ,102 + ,101.8 + ,100.2 + ,101.4 + ,113.8 + ,116 + ,115.6 + ,113 + ,109.4 + ,111 + ,112.4 + ,112.2 + ,111 + ,108.8 + ,107.4 + ,108.6 + ,118.8 + ,122.2 + ,122.6 + ,122.2 + ,118.8 + ,119 + ,118.2 + ,117.8 + ,116.8 + ,114.6 + ,113.4 + ,113.8 + ,124.2 + ,125.8 + ,125.6 + ,122.4 + ,119 + ,119.4 + ,118.6 + ,118 + ,116 + ,114.8 + ,114.6 + ,114.6 + ,124 + ,125.2 + ,124 + ,117.6 + ,113.2 + ,111.4 + ,112.2 + ,109.8 + ,106.4 + ,105.2 + ,102.2 + ,99.8 + ,111 + ,113 + ,108.4 + ,105.4 + ,102 + ,102.8 + ,103.4 + ,101.6 + ,98.6 + ,98 + ,93.8 + ,95.6 + ,105.6 + ,106.8 + ,103.6 + ,101.2 + ,100.4 + ,103.2 + ,105.6 + ,106.6 + ,107.2 + ,107.4 + ,104.8 + ,107.2 + ,117.4 + ,119.4 + ,116.2 + ,112.8 + ,111.6) > par7 = '0.95' > par6 = 'White Noise' > par5 = '12' > par4 = '1' > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/1zmlu1261304245.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2w9x61261304245.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.000000000 0.120567890 0.117773390 0.187991973 0.167733523 [6] 0.128734029 0.132867661 0.045633920 0.078243915 0.086865099 [11] -0.038604093 0.043210256 -0.214195175 0.031689420 0.155656715 [16] 0.025156499 -0.036594595 0.026552436 0.005493486 0.004426084 [21] 0.039523389 0.018918069 0.007858318 0.137807003 -0.083050191 [26] -0.053934275 -0.054605255 -0.001026756 -0.008832538 0.064823320 [31] -0.092785923 -0.043915346 0.016561068 -0.093474229 -0.062164291 [36] -0.086323718 -0.031578512 0.020886055 0.011633572 -0.215258189 [41] -0.110148367 -0.070279889 -0.069797053 0.011590658 -0.119382928 [46] -0.077277320 -0.017934578 -0.073704282 -0.071844441 -0.086944965 [51] -0.032796407 0.047944700 0.032974304 -0.160406446 -0.007559114 [56] -0.066482876 -0.052046687 -0.019766641 -0.027712219 -0.058599551 [61] -0.034134350 > (mypacf <- c(rpacf$acf)) [1] 0.1205678899 0.1047596247 0.1668798732 0.1270619208 0.0742995932 [6] 0.0678838903 -0.0333892787 0.0121350598 0.0249899409 -0.0951168250 [11] 0.0139622358 -0.2684345429 0.0661449752 0.1970840273 0.0767905870 [16] -0.0018398861 -0.0101211010 -0.0104961442 -0.0333690701 0.0184235529 [21] 0.0409820794 -0.0688392823 0.1452377040 -0.1938810030 -0.0456388447 [26] 0.0064806536 0.0322823566 -0.0125782900 0.0906856592 -0.0769282098 [31] -0.0510778821 0.0378584520 -0.0313335157 -0.1005716699 0.0154622934 [36] -0.0872918765 0.0194194335 0.0927667735 -0.1514372653 -0.1166010439 [41] 0.0391000954 -0.0474857494 0.0639702187 -0.0169205183 -0.0182316119 [46] -0.0722155687 0.0461257410 -0.0089278183 -0.0789345757 0.0872057099 [51] -0.0145173758 -0.0521615392 -0.0287787362 0.0192002216 -0.0574649269 [56] -0.0077020268 0.0055218929 -0.0458570219 -0.0001946098 0.0031834090 > 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/3ps3v1261304245.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/4d74r1261304245.tab") > > try(system("convert tmp/1zmlu1261304245.ps tmp/1zmlu1261304245.png",intern=TRUE)) character(0) > try(system("convert tmp/2w9x61261304245.ps tmp/2w9x61261304245.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.618 0.313 1.327