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Type 'q()' to quit R. > x <- c(31.514,27.071,29.462,26.105,22.397,23.843,21.705,18.089,20.764,25.316,17.704,15.548,28.029,29.383,36.438,32.034,22.679,24.319,18.004,17.537,20.366,22.782,19.169,13.807,29.743,25.591,29.096,26.482,22.405,27.044,17.970,18.730,19.684,19.785,18.479,10.698,31.956,29.506,34.506,27.165,26.736,23.691,18.157,17.328,18.205,20.995,17.382,9.367,31.124,26.551,30.651,25.859,25.100,25.778,20.418,18.688,20.424,24.776,19.814,12.738,31.566,30.111,30.019,31.934,25.826,26.835,20.205,17.789,20.520,22.518,15.572,11.509,25.447,24.090,27.786,26.195,20.516,22.759,19.028,16.971,20.036,22.485,18.730,14.538,27.561,25.985,34.670,32.066,27.186,29.586,21.359,21.553,19.573,24.256) > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/rcomp/tmp/1he6e1291736775.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/2he6e1291736775.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.00000000 0.57010811 0.48044630 0.26001539 0.17567775 0.15220353 [7] 0.10752650 0.05341959 0.03416496 -0.09330709 -0.29649349 -0.43152792 [13] -0.52549533 -0.47135007 -0.31498280 -0.21580305 -0.22137722 -0.18983424 [19] -0.17948903 -0.17407284 -0.08990046 0.03231013 0.05180631 0.30593496 [25] 0.20015146 0.27355129 0.19699066 0.12633041 0.09793137 0.12304596 [31] 0.06630071 0.04989544 0.02067695 -0.06237232 -0.04377603 -0.13685308 [37] -0.20105601 -0.17131969 -0.16138382 -0.10256736 -0.05820769 -0.04070113 [43] 0.01378415 0.05171046 0.08799592 0.04454572 0.13655490 0.10011095 [49] 0.15329834 > (mypacf <- c(rpacf$acf)) [1] 0.5701081114 0.2302642927 -0.1284373208 -0.0168631491 0.0987123092 [6] -0.0067873246 -0.0738049765 0.0135612959 -0.1548494011 -0.3497344300 [11] -0.2314203034 -0.1633205503 -0.0551839818 0.1553165922 0.1265289540 [16] -0.1228018257 -0.0159556652 0.0908622802 -0.0646221275 -0.0015594533 [21] 0.1242375752 -0.2780788920 0.1494986688 -0.1088499595 0.0166628889 [26] 0.0545418920 -0.0527992278 -0.1626053941 0.0003253812 -0.0585818661 [31] -0.1283625474 0.0434684942 0.0273542870 0.0433587106 -0.0166266765 [36] -0.0714219610 0.0196204114 -0.0404230681 0.0789345594 -0.0081725447 [41] -0.0515207442 0.1281784380 0.0073592693 -0.0319266746 0.0631104485 [46] -0.0131185442 -0.0857146164 -0.0802060284 > 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/3v6m51291736775.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/45xl81291736775.tab") > > try(system("convert tmp/1he6e1291736775.ps tmp/1he6e1291736775.png",intern=TRUE)) character(0) > try(system("convert tmp/2he6e1291736775.ps tmp/2he6e1291736775.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.670 0.300 0.968