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Type 'q()' to quit R. > x <- c(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) > par7 = '0.95' > par6 = 'White Noise' > par5 = '12' > par4 = '0' > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/1sfs11262211899.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2elsn1262211899.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.000000000 0.314514703 0.130742230 -0.044692731 -0.218072487 [6] -0.270914137 -0.516493675 -0.275589191 -0.144498288 -0.070927757 [11] 0.052735915 0.228615731 0.752032055 0.224774098 0.069820158 [16] -0.070544913 -0.207458852 -0.231124392 -0.413482480 -0.199246827 [21] -0.092208368 -0.057817789 0.026507363 0.162429252 0.547742080 [26] 0.199014031 0.075879428 -0.003604737 -0.139578503 -0.135038107 [31] -0.270083563 -0.132284729 -0.050840579 -0.055267102 0.013832361 [36] 0.091231606 0.326614980 0.128729816 0.032079801 -0.009545148 [41] -0.110777595 -0.094100457 -0.135488308 -0.054251263 0.001260210 [46] -0.002812461 0.004462698 0.028347509 0.123339029 0.033505986 [51] 0.001318886 -0.008670333 -0.059376824 -0.021768406 -0.023673785 [56] -0.007767542 0.036185202 0.010635903 0.004538773 0.007111523 > (mypacf <- c(rpacf$acf)) [1] 0.3145147026 0.0353161918 -0.1060810350 -0.2020682725 -0.1589607440 [6] -0.4357772611 -0.0752289785 -0.1005609580 -0.1819592552 -0.1753515072 [11] 0.0253241297 0.6433730138 -0.3439632621 -0.2097291363 -0.0555749343 [16] 0.0667018241 -0.0794119227 0.0761624298 -0.0464943359 -0.2304546457 [21] -0.0269319306 0.0552956226 -0.1273525640 -0.1881694853 0.1426566427 [26] -0.0083132282 -0.0146739899 -0.0286585392 0.0829377501 -0.0416530788 [31] -0.0316391381 0.0683603469 -0.0173501634 0.0151494798 -0.0245760355 [36] -0.1304141928 -0.0666216769 0.0092305069 -0.0723655016 -0.0272241603 [41] -0.0485761179 0.0624468651 0.0137181367 0.0394369698 0.0415530188 [46] -0.1345450475 -0.0418211419 -0.0700946964 -0.0002596864 0.0134526635 [51] 0.0216048054 -0.0550648751 -0.0208090267 -0.0730455206 -0.1074476470 [56] 0.0400760238 -0.0457217078 -0.0204928600 0.0493399125 > 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/3bwqu1262211899.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/4novc1262211899.tab") > > try(system("convert tmp/1sfs11262211899.ps tmp/1sfs11262211899.png",intern=TRUE)) character(0) > try(system("convert tmp/2elsn1262211899.ps tmp/2elsn1262211899.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.603 0.320 0.735