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Type 'q()' to quit R. > x <- c(1579,2146,2462,3695,4831,5134,6250,5760,6249,2917,1741,2359,1511,2059,2635,2867,4403,5720,4502,5749,5627,2846,1762,2429,1169,2154,2249,2687,4359,5382,4459,6398,4596,3024,1887,2070,1351,2218,2461,3028,4784,4975,4607,6249,4809,3157,1910,2228,1594,2467,2222,3607,4685,4962,5770,5480,5000,3228,1993,2288,1580,2111,2192,3601,4665,4876,5813,5589,5331,3075,2002,2306,1507,1992,2487,3490,4647,5594,5611,5788,6204,3013,1931,2549,1504,2090,2702,2939,4500,6208,6415,5657,5964,3163,1997,2422) > par7 = '0.95' > par6 = 'White Noise' > par5 = '12' > par4 = '1' > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/1k0rs1291371738.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2k0rs1291371738.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.000000000 -0.227010717 0.041993413 0.293179543 -0.068263739 [6] 0.075000838 0.195769391 -0.126132111 0.046289009 0.206585766 [11] -0.036415186 0.051705430 0.075029107 -0.122177456 0.266086545 [16] -0.092346360 -0.070394371 0.136050113 -0.060962673 -0.153578157 [21] 0.076070403 -0.052512760 -0.206344308 0.270031748 -0.182614470 [26] -0.094009779 0.156021968 -0.095755467 -0.034220488 0.050967935 [31] -0.083726147 -0.018825594 0.121268038 -0.152255049 -0.040735150 [36] 0.079737380 -0.183670569 0.226018596 -0.102972764 -0.061430460 [41] 0.091839961 0.028538353 -0.030249703 0.089522079 -0.005245808 [46] -0.049634103 0.120010920 -0.024965301 -0.136840767 > (mypacf <- c(rpacf$acf)) [1] -0.227010717 -0.010058822 0.316885682 0.078924759 0.052857763 [6] 0.152023895 -0.062858091 -0.065221141 0.139022570 0.106560360 [11] 0.031048541 -0.022681670 -0.136545401 0.193391718 -0.051689326 [16] -0.081172257 0.003902563 -0.011192183 -0.213566076 -0.132854827 [21] 0.061461326 -0.129630074 0.155095851 -0.030713092 -0.025266635 [26] 0.003627092 0.068492796 0.013085889 0.021766529 0.038211355 [31] -0.026372806 0.088987539 -0.038057235 -0.081477743 -0.021851994 [36] -0.044285123 0.120802122 -0.032345780 0.012621506 -0.097112976 [41] 0.035606548 0.085740872 0.071025743 0.023809081 0.025717702 [46] -0.069645492 -0.003349519 -0.103504629 > 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/3o1qy1291371738.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/4rj6m1291371738.tab") > > try(system("convert tmp/1k0rs1291371738.ps tmp/1k0rs1291371738.png",intern=TRUE)) character(0) > try(system("convert tmp/2k0rs1291371738.ps tmp/2k0rs1291371738.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.587 0.334 1.954