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Type 'q()' to quit R. > x <- c(376,375,374,372,370,369,370,372,373,373,374,376,371,374,369,363,357,366,362,366,361,362,358,363,360,360,348,345,332,333,323,327,332,337,336,337,343,337,326,321,309,302,293,287,292,292,289,302,310,295,276,264,257,243,227,226,226,229,224,240,244,226,208,199,193,180,167,164,166,173,169,191,193,166,143,147,139,129,115,108,106,116,108,135) > par7 = '0.95' > par6 = 'White Noise' > par5 = '12' > par4 = '2' > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/rcomp/tmp/13v0k1282044434.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/23v0k1282044434.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.000000000 0.868660432 0.764234908 0.638373940 0.569702164 [6] 0.492068844 0.410301365 0.282432137 0.191299781 0.072148418 [11] -0.037604457 -0.163381397 -0.262643425 -0.260211035 -0.256829134 [16] -0.263257456 -0.326799346 -0.371985404 -0.390858216 -0.340101547 [21] -0.296075490 -0.251520059 -0.216674019 -0.156224765 -0.125899411 [26] -0.096704227 -0.090389762 -0.050636509 0.030891071 0.082424995 [31] 0.119312906 0.111750211 0.087827340 0.076756492 0.072227194 [36] 0.051400740 0.021356458 -0.005961129 -0.022901305 -0.051075974 [41] -0.097774529 -0.111055303 -0.124495729 -0.120344975 -0.126710277 [46] -0.130004369 -0.147440309 -0.132546625 -0.115997597 > (mypacf <- c(rpacf$acf)) [1] 0.8686604318 0.0393757855 -0.1369150783 0.1459411965 -0.0425038126 [6] -0.1054236018 -0.2155066441 0.0411244987 -0.1727201748 -0.1701389177 [11] -0.1281305640 -0.0504767703 0.3771711921 -0.0244455954 -0.0803513032 [16] -0.2014524871 -0.0028373488 0.0001768368 0.0740772977 0.0773376703 [21] -0.1003374073 0.0493304901 0.0108917404 -0.0759224905 0.0698488735 [26] -0.0519028300 0.0067712249 0.0651476528 -0.1190747023 0.0764257184 [31] 0.0355507304 -0.1073111717 -0.1123018634 -0.0382289823 -0.0067489062 [36] -0.1647524931 0.1219784814 -0.0204349968 0.0342124569 0.0201061924 [41] 0.0873547791 -0.0111330055 -0.1499673841 -0.0459775545 -0.0076921564 [46] 0.0228483320 0.0333172845 -0.0096424116 > lengthx <- length(x) > sqrtn <- sqrt(lengthx) > > #Note: the /var/www/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/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/rcomp/tmp/3hngt1282044434.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/rcomp/tmp/436fh1282044434.tab") > > try(system("convert tmp/13v0k1282044434.ps tmp/13v0k1282044434.png",intern=TRUE)) character(0) > try(system("convert tmp/23v0k1282044434.ps tmp/23v0k1282044434.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.750 0.560 1.289