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Type 'q()' to quit R. > x <- c(182900,191400,189300,192200,187900,193900,189100,193100,194800,200200,211500,202100,200300,199200,204900,207300,200000,197700,202200,200200,208300,215100,210700,208100,209000,211000,210200,205500,211400,211700,209300,207500,203300,207100,206900,228700,226900,226500,227100,228100,226500,225200,217800,221300,215300,231300,227100,237800,230200,233400,231100,237200,243700,239700,248400,241000,254500,242800,268300,253900,262100,264100,261000,269300,260400,263200,279200,272200,269200,289600,283200,284300,283000,289100,289600,289100,287400,279600,289300,295000,299600,293600,294400,290200,301000,307900,298800,310300,293900,305000,311300,317300,296200,306800,291800,301900,314600,321500,329400,311700,309700,306500,307100,301300,292200,310100,316800,284400,284600,301200,287600,314300,298200,299400,301900,265500,287100,274000,290100,263100,245200,258600,259800,269800,274600,274800,271100,257800,290300,262200,270000,290600) > par7 = '0.95' > par6 = 'White Noise' > par5 = '12' > par4 = '0' > par3 = '0' > par2 = '1' > par1 = '48' > #'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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/11wgy1272630838.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/21wgy1272630838.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.000000000 0.948825314 0.935881082 0.916838460 0.896829739 [6] 0.888811224 0.868253505 0.853811517 0.829807093 0.809314137 [11] 0.795450886 0.784643616 0.773337241 0.755375582 0.728432320 [16] 0.711868833 0.686647333 0.663710051 0.636599012 0.610138845 [21] 0.585324613 0.556263122 0.534410368 0.506720319 0.482456635 [26] 0.464478386 0.440685447 0.414384831 0.381221023 0.352497535 [31] 0.324143636 0.299423633 0.269710517 0.240634851 0.203568088 [36] 0.174185536 0.145665386 0.126866790 0.103784348 0.078312487 [41] 0.055673227 0.025042596 0.002268545 -0.024095137 -0.046601122 [46] -0.078844349 -0.104147282 -0.131726319 -0.149226042 > (mypacf <- c(rpacf$acf)) [1] 0.9488253135 0.3570783026 0.0819059144 -0.0090524086 0.1178273774 [6] -0.0457737425 -0.0071579739 -0.0984378456 -0.0348374415 0.0495958079 [11] 0.0952479312 0.0267510735 -0.0561836210 -0.1579836649 0.0118621660 [16] -0.0720104926 -0.0744279061 -0.1074872898 -0.0187815290 0.0060210464 [21] -0.0201876041 0.0036153969 -0.0553762777 -0.0214378490 0.0844112610 [26] 0.0019850055 -0.0987076550 -0.1550490677 -0.0198345034 0.0077036862 [31] 0.0440185747 -0.0763009017 -0.0301159451 -0.0953670876 0.0306765407 [36] -0.0002013212 0.0587828108 -0.0362771392 0.0119535862 0.0403038188 [41] -0.0546944545 -0.0662254338 -0.0462066270 0.0121185193 -0.0740280038 [46] 0.0191877908 -0.0162426194 0.0912134284 > 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/3nwe41272630838.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/4qfds1272630838.tab") > > try(system("convert tmp/11wgy1272630838.ps tmp/11wgy1272630838.png",intern=TRUE)) character(0) > try(system("convert tmp/21wgy1272630838.ps tmp/21wgy1272630838.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.566 0.303 0.706