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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 = '1' > par3 = '0' > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/1r0og1262185510.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2poad1262185510.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.000000000 0.514935060 0.441961485 0.205566101 0.119697002 [6] 0.088037327 0.114584885 0.052717176 0.083615501 -0.079381809 [11] -0.222496822 -0.320484846 -0.419930431 -0.356066253 -0.258036951 [16] -0.153226640 -0.088466351 -0.059927207 -0.074032979 -0.064274504 [21] -0.037552157 0.074089852 0.018249907 0.213839523 0.146620274 [26] 0.210011165 0.136384229 0.074020330 -0.022328578 0.005026850 [31] -0.108796493 -0.104750301 -0.127494073 -0.154438191 -0.098743766 [36] -0.159005340 -0.196890613 -0.177866374 -0.172147402 -0.091108400 [41] -0.034894458 -0.028849001 0.021368397 0.038791115 0.035937098 [46] 0.049995371 0.062652304 0.081357889 0.053389937 0.095138666 [51] 0.122158915 0.060489310 0.015351184 -0.008541080 -0.007088213 [56] -0.008494723 -0.002974608 0.002301715 > (mypacf <- c(rpacf$acf)) [1] 0.514935060 0.240600561 -0.131666067 -0.041881294 0.069906438 [6] 0.093846058 -0.073524456 0.031570233 -0.173317959 -0.250736310 [11] -0.129332426 -0.170891309 -0.024092972 0.057524080 0.077219039 [16] 0.025179576 0.039834545 0.036410041 -0.003742518 0.015888563 [21] 0.076838996 -0.236779817 0.122352227 -0.063919694 0.009521606 [26] -0.001228112 -0.044633976 -0.087446983 0.003018764 -0.091075593 [31] -0.145967864 -0.009906186 -0.005291644 0.044120601 -0.012591839 [36] -0.053529567 0.009381339 0.006789708 0.055727004 -0.049116906 [41] -0.106476107 -0.049019464 -0.010854494 -0.100564089 0.028057696 [46] -0.041304009 0.024364570 -0.127827109 0.064373712 0.062598947 [51] -0.038491800 -0.097215593 0.019257269 0.033154360 -0.062951441 [56] 0.075542011 0.003330965 > 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/3vbzz1262185511.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/4ouqh1262185511.tab") > > try(system("convert tmp/1r0og1262185510.ps tmp/1r0og1262185510.png",intern=TRUE)) character(0) > try(system("convert tmp/2poad1262185510.ps tmp/2poad1262185510.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.590 0.313 0.708