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Type 'q()' to quit R. > x <- c(28029,29383,36438,32034,22679,24319,18004,17537,20366,22782,19169,13807,29743,25591,29096,26482,22405,27044,17970,18730,19684,19785,18479,10698,31956,29506,34506,27165,26736,23691,18157,17328,18205,20995,17382,9367,31124,26551,30651,25859,25100,25778,20418,18688,20424,24776,19814,12738,31566,30111,30019,31934,25826,26835,20205,17789,20520,22518,15572,11509,25447,24090,27786,26195,20516,22759,19028,16971,20036,22485) > par7 = '0.95' > par6 = 'White Noise' > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/1cput1262184093.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2xdy01262184093.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.000000000 -0.335148789 -0.024947842 -0.009151813 -0.058922903 [6] 0.111264907 -0.352901640 0.122924030 -0.043751041 -0.027293791 [11] -0.010908072 -0.254189485 0.764057884 -0.270071817 0.001101468 [16] -0.001894295 -0.051943926 0.105418786 -0.303498193 0.106189669 [21] -0.041974132 -0.041850902 -0.013493178 -0.152204966 0.538699488 [26] -0.152614557 -0.017892631 0.016898687 -0.060755351 0.087729253 [31] -0.229057636 0.098734949 -0.044419434 -0.049411945 0.023087349 [36] -0.109245935 0.330245936 -0.070359740 -0.035697589 0.033036359 [41] -0.049729712 0.029544407 -0.127118603 0.084257836 -0.054367523 [46] -0.027450890 0.030742219 -0.059519445 0.161500136 -0.024151227 [51] -0.020722404 0.023655946 -0.031000291 0.006154872 -0.018560466 [56] 0.025615890 -0.045725609 -0.014107906 0.019608561 -0.007278828 [61] 0.044163924 > (mypacf <- c(rpacf$acf)) [1] -0.335148789 -0.154642756 -0.081521874 -0.109850167 0.053341497 [6] -0.360009116 -0.162880412 -0.185753925 -0.199518748 -0.265965536 [11] -0.636324284 0.381977809 0.050473926 0.029384875 -0.042331623 [16] -0.030063790 -0.027811364 0.047866917 -0.017338838 -0.040484007 [21] -0.070878047 -0.107765697 0.026703615 -0.126732331 0.072111866 [26] -0.065143489 0.002018702 -0.083148102 -0.051665125 -0.013720268 [31] 0.069858091 0.017696054 0.017510288 0.141883020 0.066100460 [36] -0.020320802 -0.042087023 -0.027539062 -0.042087701 0.033559623 [41] -0.153093355 -0.039848415 -0.038543184 -0.055621365 0.020721662 [46] -0.031937443 0.034925861 -0.082443026 -0.069683283 -0.044412314 [51] -0.040246128 -0.046365014 0.043782548 0.079732674 -0.019595115 [56] 0.021610207 -0.034898264 -0.016931319 0.016038669 0.039141527 > 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/3683d1262184093.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/4i7ib1262184093.tab") > > try(system("convert tmp/1cput1262184093.ps tmp/1cput1262184093.png",intern=TRUE)) character(0) > try(system("convert tmp/2xdy01262184093.ps tmp/2xdy01262184093.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.606 0.339 3.681