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Type 'q()' to quit R. > x <- c(2921.44,2981.85,3080.58,3106.22,3119.31,3061.26,3097.31,3161.69,3257.16,3277.01,3295.32,3363.99,3494.17,3667.03,3813.06,3917.96,3895.51,3801.06,3570.12,3701.61,3862.27,3970.1,4138.52,4199.75,4290.89,4443.91,4502.64,4356.98,4591.27,4696.96,4621.4,4562.84,4202.52,4296.49,4435.23,4105.18,4116.68,3844.49,3720.98,3674.4,3857.62,3801.06,3504.37,3032.6,3047.03,2962.34,2197.82,2014.45,1862.83,1905.41,1810.99,1670.07,1864.44,2052.02,2029.6,2070.83,2293.41,2443.27,2513.17,2466.92) > par7 = '0.95' > par6 = 'White Noise' > par5 = '12' > par4 = '0' > par3 = '1' > par2 = '0.9' > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/1y0vu1262030243.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2pgz71262030243.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.0000000000 0.2933674865 0.0776400668 0.2221853315 0.2405630260 [6] 0.2524650696 -0.0403521206 -0.0519070402 0.1417851766 0.0243640430 [11] -0.1693019789 0.1146388333 -0.0124259160 -0.0393932087 0.0488169338 [16] -0.0585221161 0.0429461762 -0.1240973805 -0.1706744344 0.0180365470 [21] -0.0955796143 -0.1709924648 -0.1774126016 -0.1591677880 -0.1162439522 [26] -0.0709299490 -0.1236427343 -0.0299668989 0.0535749836 -0.0348150563 [31] -0.0376188980 -0.0795688549 -0.0201168924 -0.0396934147 -0.0905329959 [36] -0.1152494704 -0.0446414431 -0.0074226011 -0.0332695925 -0.0539526995 [41] -0.0465802287 0.0126550855 0.0151033558 0.0235976614 -0.0070770201 [46] 0.0040284349 0.0126797142 0.0015483798 0.0074186146 0.0145180014 [51] 0.0239428687 0.0174686309 0.0059612696 0.0051735754 0.0196604589 [56] 0.0183409816 0.0094365997 0.0006316997 -0.0013996396 > (mypacf <- c(rpacf$acf)) [1] 0.293367486 -0.009217735 0.220934238 0.132651174 0.174698839 [6] -0.217284600 -0.057806837 0.072663323 -0.061318085 -0.172440552 [11] 0.308194938 -0.179997560 0.019871709 0.110027843 -0.056897205 [16] -0.092939214 -0.091981606 -0.060665880 -0.006218113 -0.087256350 [21] 0.063378163 -0.206877354 -0.001099780 -0.045472889 0.053615403 [26] 0.003095073 0.053824164 0.106181871 -0.025131069 -0.162628922 [31] 0.015973871 -0.090504251 -0.084261152 0.009896817 -0.034760811 [36] 0.022455217 0.040923200 0.071932743 -0.141721601 -0.064896395 [41] 0.013468192 -0.051068721 0.022968031 0.015715012 -0.023659647 [46] -0.011573825 -0.050119901 0.016510428 0.016223190 0.041219847 [51] 0.015845814 -0.033315946 -0.048727345 -0.038270730 -0.034485356 [56] -0.056396252 -0.090805206 0.067853168 > 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/3sp7g1262030243.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/4ilgu1262030243.tab") > > try(system("convert tmp/1y0vu1262030243.ps tmp/1y0vu1262030243.png",intern=TRUE)) character(0) > try(system("convert tmp/2pgz71262030243.ps tmp/2pgz71262030243.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.600 0.344 0.926