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Type 'q()' to quit R. > x <- c(16198.9,16554.2,19554.2,15903.8,18003.8,18329.6,16260.7,14851.9,18174.1,18406.6,18466.5,16016.5,17428.5,17167.2,19630,17183.6,18344.7,19301.4,18147.5,16192.9,18374.4,20515.2,18957.2,16471.5,18746.8,19009.5,19211.2,20547.7,19325.8,20605.5,20056.9,16141.4,20359.8,19711.6,15638.6,14384.5,13855.6,14308.3,15290.6,14423.8,13779.7,15686.3,14733.8,12522.5,16189.4,16059.1,16007.1,15806.8,15160,15692.1,18908.9,16969.9,16997.5,19858.9,17681.2) > par7 = '0.95' > par6 = 'White Noise' > par5 = '12' > par4 = '1' > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/rcomp/tmp/1x55b1291948652.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/2x55b1291948652.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.000000000 -0.361910086 0.029210887 0.453576526 -0.270870557 [6] 0.127477432 0.185690106 -0.303043553 0.160679251 -0.104297782 [11] -0.143724253 0.085840403 -0.155159561 -0.156655724 0.079885442 [16] -0.070628182 -0.065909150 0.016213867 -0.036065314 -0.027516861 [21] 0.101390876 -0.048079596 -0.015712604 0.155911645 -0.198391970 [26] 0.103916883 0.058514826 -0.134416056 0.057721650 0.070484459 [31] -0.098694772 0.032726378 0.041158885 -0.065099126 -0.017166138 [36] 0.053054735 -0.035510817 -0.016068585 0.025131738 -0.022732107 [41] 0.001233148 0.007833656 > (mypacf <- c(rpacf$acf)) [1] -0.361910086 -0.117106506 0.493527660 0.096395940 0.010039555 [6] 0.026202009 -0.210561394 -0.118675936 -0.222192811 -0.073585314 [11] -0.007836535 0.019252465 -0.158448354 -0.088122396 0.124739944 [16] 0.097837626 -0.038569762 -0.088625260 -0.080073375 0.049644726 [21] -0.002395794 -0.092746169 0.090294169 -0.163695912 -0.116513921 [26] -0.111108536 0.093428462 0.029140169 0.098659030 0.056871561 [31] -0.127507447 -0.009053978 -0.039677172 -0.114737067 -0.070510177 [36] 0.054552056 -0.035122015 -0.051304733 0.035040997 0.046266093 [41] -0.034143356 > 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/3375f1291948653.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/4pp331291948653.tab") > > try(system("convert tmp/1x55b1291948652.ps tmp/1x55b1291948652.png",intern=TRUE)) character(0) > try(system("convert tmp/2x55b1291948652.ps tmp/2x55b1291948652.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.700 0.170 0.872