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Type 'q()' to quit R. > x <- c(120,119,118,116,114,113,114,116,117,117,118,120,123,125,120,116,111,108,113,112,126,124,124,118,119,122,114,108,104,101,107,104,123,125,134,131,127,124,123,117,112,118,123,124,144,148,152,154,146,132,136,128,120,124,126,121,140,142,142,139,131,117,122,112,98,103,108,102,126,129,126,126,112,99,106,104,90,98,99,91,118,115,119,123) > par7 = '0.95' > par6 = 'White Noise' > par5 = '12' > par4 = '0' > par3 = '1' > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/1e3vv1282061477.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/27ucy1282061477.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.000000000 -0.024090175 0.059185245 0.223732521 -0.312817079 [6] -0.366456012 0.063707339 -0.364445732 -0.268947723 0.209753050 [11] 0.035975638 -0.007848538 0.722673781 0.017334506 0.061989426 [16] 0.108427580 -0.253367330 -0.355571549 0.001799600 -0.300164067 [21] -0.187423478 0.131828705 0.081178083 0.017633838 0.478955037 [26] 0.031267650 0.037764132 0.032339874 -0.173187477 -0.279046398 [31] -0.035200900 -0.198042067 -0.094089946 0.087795108 0.095594187 [36] 0.016653288 0.307961160 0.044506541 0.068617110 -0.033538349 [41] -0.114954415 -0.127239947 -0.076485342 -0.054466824 -0.025647400 [46] 0.033117829 0.082474638 0.005572385 0.177008798 > (mypacf <- c(rpacf$acf)) [1] -0.024090175 0.058638939 0.227400758 -0.320872577 -0.465340727 [6] 0.045211403 -0.168458136 -0.360893919 -0.078531625 0.159394718 [11] -0.116712635 0.489288439 0.069045427 0.044893081 -0.277733719 [16] -0.018567367 -0.001525719 -0.052985916 -0.079178465 0.045281425 [21] -0.082466746 -0.008485466 -0.060374884 -0.108511788 -0.142920272 [26] -0.106831860 -0.025530352 -0.009928101 0.026425428 -0.041966995 [31] -0.012512285 -0.011295794 -0.015241555 -0.124776964 -0.142944498 [36] -0.088971686 0.015816356 0.094018617 -0.081561439 -0.125411271 [41] 0.137925256 -0.029215621 0.070199988 -0.098160864 -0.008380741 [46] -0.107299490 -0.065405186 0.085336937 > 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/3bda41282061477.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/4wera1282061477.tab") > > try(system("convert tmp/1e3vv1282061477.ps tmp/1e3vv1282061477.png",intern=TRUE)) character(0) > try(system("convert tmp/27ucy1282061477.ps tmp/27ucy1282061477.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.568 0.320 1.427