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Type 'q()' to quit R. > x <- c(2938,2909,3141,2427,3059,2918,2901,2823,2798,2892,2967,2397,3458,3024,3100,2904,3056,2771,2897,2772,2857,3020,2648,2364,3194,3013,2560,3074,2746,2846,3184,2354,3080,2963,2430,2296,2416,2647,2789,2685,2666,2882,2953,2127,2563,3061,2809,2861,2781,2555,3206,2570,2410,3195,2736,2743,2934,2668,2907,2866,2983,2878,3225,2515,3193,2663,2908,2896,2853,3028,3053,2455,3401,2969,3243,2849,3296,3121,3194,3023,2984,3525,3116,2383,3294,2882,2820,2583,2803,2767,2945,2716,2644,2956,2598,2171,2994,2645,2724,2550,2707,2679,2878,2307,2496,2637,2436,2426,2607,2533,2888,2520,2229,2804,2661,2547,2509,2465,2629,2706,2666,2432,2836,2888,2566,2802,2611,2683,2675,2434,2693,2619,2903,2550,2900,2456,2912,2883,2464,2655,2447,2592,2698,2274,2901,2397,3004,2614,2882,2671,2761,2806,2414,2673,2748,2112,2903,2633,2684,2861,2504,2708,2961,2535,2688,2699,2469,2585,2582,2480,2709,2441,2182,2585,2881,2422,2690,2659,2535,2613) > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/174yv1291545693.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/274yv1291545693.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.000000000 0.071298870 0.237890056 0.367160287 0.248069580 [6] 0.263768095 0.245413764 0.029018967 0.401040017 0.233669898 [11] 0.054220699 0.065206654 0.456759766 0.005267399 0.212362686 [16] 0.099467646 0.080917164 0.202220922 0.054151175 -0.103260125 [21] 0.234429650 -0.008877726 -0.045964579 0.043993029 0.050637954 [26] -0.074279074 0.104712536 -0.132517435 0.061440444 0.016241764 [31] -0.122677601 -0.066782899 0.091617122 -0.150893112 0.018476323 [36] -0.071173207 -0.030075405 -0.028164255 -0.058365880 -0.144522217 [41] 0.097347667 -0.078550894 -0.117993310 0.029902866 0.017601556 [46] -0.096587234 0.096115107 -0.108750781 0.132287180 > (mypacf <- c(rpacf$acf)) [1] 0.0712988696 0.2339960533 0.3588575332 0.2224481956 0.1628982957 [6] 0.0847260922 -0.2181518988 0.1921647761 0.1714072179 -0.0551100522 [11] -0.2676646081 0.3611798410 -0.0556321568 0.0191433095 -0.0483508352 [16] -0.0893880781 -0.0929945294 -0.0278041583 -0.0166846104 -0.0567733074 [21] -0.0717885988 -0.0841945447 0.1090181495 -0.0133569242 -0.0623235101 [26] 0.0006513444 -0.0188855631 0.1038295370 -0.0560631803 -0.0571002402 [31] -0.0379883816 0.0897474164 -0.0060349752 0.1109658480 -0.0530332985 [36] -0.0223549774 0.0064282927 -0.0352030895 0.0114967673 -0.0022729400 [41] 0.0242396234 -0.0802925008 0.1527981417 0.0503390909 -0.0323481504 [46] 0.0356503257 0.0250072025 0.1551750199 > 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/3ldem1291545693.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/4e5dp1291545693.tab") > > try(system("convert tmp/174yv1291545693.ps tmp/174yv1291545693.png",intern=TRUE)) character(0) > try(system("convert tmp/274yv1291545693.ps tmp/274yv1291545693.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.587 0.321 1.202