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Type 'q()' to quit R. > x <- c(14731798.37,16471559.62,15213975.95,17637387.4,17972385.83,16896235.55,16697955.94,19691579.52,15930700.75,17444615.98,17699369.88,15189796.81,15672722.75,17180794.3,17664893.45,17862884.98,16162288.88,17463628.82,16772112.17,19106861.48,16721314.25,18161267.85,18509941.2,17802737.97,16409869.75,17967742.04,20286602.27,19537280.81,18021889.62,20194317.23,19049596.62,20244720.94,21473302.24,19673603.19,21053177.29,20159479.84,18203628.31,21289464.94,20432335.71,17180395.07,15816786.32,15071819.75,14521120.61,15668789.39,14346884.11,13881008.13,15465943.69,14238232.92,13557713.21,16127590.29,16793894.2,16014007.43,16867867.15,16014583.21,15878594.85,18664899.14,17962530.06,17332692.2,19542066.35,17203555.19) > par7 = '0.95' > par6 = 'White Noise' > par5 = '12' > par4 = '1' > par3 = '1' > par2 = '1' > par1 = '36' > #'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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/1bowe1291401283.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2mydh1291401283.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.000000000 -0.228513255 -0.010511968 0.459194722 -0.246099029 [6] 0.158061648 0.226237374 -0.371866995 0.071585126 0.047657624 [11] -0.236298768 0.029060591 -0.157949808 -0.207280115 0.019029335 [16] 0.007684542 -0.140361101 -0.035152281 -0.018249945 -0.076706568 [21] 0.192754727 -0.172408974 -0.002379422 0.187156341 -0.105961286 [26] 0.067760174 0.126193944 -0.177176442 0.108816735 0.080561072 [31] -0.066205797 0.042836364 0.010701312 -0.021846112 0.033523770 [36] 0.004229594 -0.089229494 > (mypacf <- c(rpacf$acf)) [1] -0.228513255 -0.066186419 0.467883842 -0.055656370 0.110283466 [6] 0.100274538 -0.263021701 -0.242657362 -0.092951286 0.017172317 [11] -0.065068525 -0.153859088 -0.114753286 -0.109530137 0.152183441 [16] 0.060633804 -0.044499841 -0.103456418 -0.143855776 0.147878069 [21] -0.222251220 0.005946814 0.069611660 0.004455541 -0.122736795 [26] -0.018631322 0.028133620 -0.094018665 -0.054336982 0.115970974 [31] -0.088072337 0.006866025 0.014633660 -0.017588778 -0.117230604 [36] -0.067690392 > 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/37gc51291401283.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/40pbq1291401283.tab") > > try(system("convert tmp/1bowe1291401283.ps tmp/1bowe1291401283.png",intern=TRUE)) character(0) > try(system("convert tmp/2mydh1291401283.ps tmp/2mydh1291401283.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.575 0.322 1.160