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Type 'q()' to quit R. > x <- c(785.8,819.3,849.4,880.4,900.1,937.2,948.9,952.6,947.3,974.2,1000.8,1032.8,1050.7,1057.3,1075.4,1118.4,1179.8,1227,1257.8,1251.5,1236.3,1170.6,1213.1,1265.5,1300.8,1348.4,1371.9,1403.3,1451.8,1474.2,1438.2,1513.6,1562.2,1546.2,1527.5,1418.7,1448.5,1492.1,1395.4,1403.7,1316.6,1274.5,1264.4,1323.9,1332.1,1250.2,1096.7,1080.8,1039.2,792,746.6,688.8,715.8,672.9,629.5,681.2,755.4,760.6,765.9,836.8,904.9) > par7 = '0.95' > par6 = 'MA' > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/16s7g1259233115.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2v8rm1259233115.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.000000000 0.182451297 0.103207061 0.097444000 -0.016430486 [6] 0.249572014 0.112671586 -0.146038923 0.095642363 -0.080603741 [11] -0.048992924 0.035825083 -0.273741507 -0.077179472 0.045552567 [16] -0.048114679 -0.037903556 -0.189706845 -0.237971098 -0.014859529 [21] -0.116356391 -0.065110504 -0.150084621 -0.146793114 -0.092271218 [26] 0.012148492 -0.005236448 0.092578283 0.089484637 -0.018277263 [31] -0.026186676 -0.048270064 0.012075204 0.005787779 0.043601976 [36] 0.040692363 0.037132051 -0.023939739 -0.013435477 -0.030745059 [41] 0.032398343 0.040972076 0.050249694 0.028786249 0.018244379 [46] -0.003544754 -0.007377007 -0.007346403 > (mypacf <- c(rpacf$acf)) [1] 0.182451297 0.072326215 0.069442448 -0.053661919 0.259705198 [6] 0.027684624 -0.222672516 0.127206489 -0.081253448 -0.085419414 [11] 0.008956188 -0.199606881 -0.018982867 0.109232770 0.030440327 [16] -0.135453680 -0.076654803 -0.110734672 -0.059325169 -0.056604711 [21] -0.001286056 -0.156553669 0.012774240 -0.102786714 0.036794388 [26] 0.072251901 0.125084260 0.067567592 -0.151628873 -0.131618734 [31] -0.090022214 0.002449655 -0.091248269 0.018130683 0.042299084 [36] -0.027864035 -0.025152518 -0.009573079 -0.062656822 -0.021865522 [41] -0.044479580 -0.094767337 -0.002714569 0.070358997 0.022795457 [46] -0.053577091 -0.001999117 > 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/3carv1259233115.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/4el0r1259233115.tab") > > system("convert tmp/16s7g1259233115.ps tmp/16s7g1259233115.png") > system("convert tmp/2v8rm1259233115.ps tmp/2v8rm1259233115.png") > > > proc.time() user system elapsed 0.586 0.298 0.703