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Type 'q()' to quit R. > x <- c(1149822 + ,1086979 + ,1276674 + ,1522522 + ,1742117 + ,1737275 + ,1979900 + ,2061036 + ,1867943 + ,1707752 + ,1298756 + ,1281814 + ,1281151 + ,1164976 + ,1454329 + ,1645288 + ,1817743 + ,1895785 + ,2236311 + ,2295951 + ,2087315 + ,1980891 + ,1465446 + ,1445026 + ,1488120 + ,1338333 + ,1715789 + ,1806090 + ,2083316 + ,2092278 + ,2430800 + ,2424894 + ,2299016 + ,2130688 + ,1652221 + ,1608162 + ,1647074 + ,1479691 + ,1884978 + ,2007898 + ,2208954 + ,2217164 + ,2534291 + ,2560312 + ,2429069 + ,2315077 + ,1799608 + ,1772590 + ,1744799 + ,1659093 + ,2099821 + ,2135736 + ,2427894 + ,2468882 + ,2703217 + ,2766841 + ,2655236 + ,2550373 + ,2052097 + ,1998055 + ,1920748 + ,1876694 + ,2380930 + ,2467402 + ,2770771 + ,2781340 + ,3143926 + ,3172235 + ,2952540 + ,2920877 + ,2384552 + ,2248987 + ,2208616 + ,2178756 + ,2632870 + ,2706905 + ,3029745 + ,3015402 + ,3391414 + ,3507805 + ,3177852 + ,3142961 + ,2545815 + ,2414007 + ,2372578 + ,2332664 + ,2825328 + ,2901478 + ,3263955 + ,3226738 + ,3610786 + ,3709274 + ,3467185 + ,3449646 + ,2802951 + ,2462530 + ,2490645 + ,2561520 + ,3067554 + ,3226951 + ,3546493 + ,3492787 + ,3952263 + ,3932072 + ,3720284 + ,3651555 + ,2914972 + ,2713514 + ,2703997 + ,2591373 + ,3163748 + ,3355137 + ,3613702 + ,3686773 + ,4098716 + ,4063517 + ,3551489 + ,3226663 + ,2656842 + ,2597484 + ,2572399 + ,2596631 + ,3165225 + ,3303145 + ,3698247 + ,3668631 + ,4130433 + ,4131400 + ,3864358 + ,3721110 + ,2892532 + ,2843451 + ,2747502 + ,2668775 + ,3018602 + ,3013392 + ,3393657 + ,3544233 + ,4075832 + ,4032923 + ,3734509 + ,3761285 + ,2970090 + ,2847849 + ,2741680 + ,2830639 + ,3257673 + ,3480085 + ,3843271 + ,3796961 + ,4337767 + ,4243630 + ,3927202 + ,3915296 + ,3087396 + ,2963792 + ,2955792 + ,2829925 + ,3281195 + ,3548011 + ,4059648 + ,3941175 + ,4528594 + ,4433151 + ,4145737 + ,4077132 + ,3198519 + ,3078660 + ,3028202 + ,2858642 + ,3398954 + ,3808883 + ,4175961 + ,4227542 + ,4744616 + ,4608012 + ,4295049 + ,4201144 + ,3353276 + ,3286851 + ,3169889 + ,3051720 + ,3695426 + ,3905501 + ,4296458 + ,4246247 + ,4921849 + ,4821446 + ,4425064 + ,4379099 + ,3472889 + ,3359160 + ,3200944 + ,3153170 + ,3741498 + ,3918719 + ,4403449 + ,4400407 + ,4847473 + ,4716136 + ,4297440 + ,4272253 + ,3271834 + ,3168388 + ,2911748 + ,2720999 + ,3199918 + ,3672623 + ,3892013 + ,3850845 + ,4532467 + ,4484739 + ,4014972 + ,3983758 + ,3158459 + ,3100569 + ,2935404 + ,2855719 + ,3465611 + ,3006985 + ,4095110 + ,4104793 + ,4730788 + ,4642726 + ,4246919 + ,4308117) > par7 = '0.95' > par6 = 'White Noise' > par5 = '12' > par4 = '1' > par3 = '1' > par2 = '1' > par1 = '60' > #'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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/rcomp/tmp/1njne1292014687.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/2njne1292014687.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.000000e+00 -2.989271e-01 -1.019874e-01 3.453376e-02 5.168326e-02 [6] -7.112105e-02 -1.006575e-03 2.972891e-05 1.056000e-02 -4.536825e-02 [11] 6.682135e-02 8.828177e-02 -3.375994e-01 9.130631e-02 8.916307e-02 [16] -1.370461e-02 -8.964763e-02 7.310337e-02 3.015179e-02 1.916737e-02 [21] -5.221841e-02 6.366707e-02 -7.252635e-02 1.529897e-02 1.701428e-02 [26] -2.568707e-02 -1.192895e-03 3.006295e-02 -1.021269e-02 -2.428332e-02 [31] -6.298876e-02 1.872486e-02 2.286228e-02 -8.135361e-02 1.106532e-01 [36] -2.376746e-02 5.914611e-02 -8.271882e-02 -3.669261e-02 1.365441e-02 [41] 1.692445e-02 6.541986e-02 -2.948440e-02 -9.725994e-03 -1.773952e-02 [46] 5.958705e-02 -1.068279e-01 7.213001e-02 -8.160821e-02 1.002795e-01 [51] 7.036198e-03 -5.566624e-03 1.313567e-03 -2.389999e-02 -1.461380e-02 [56] 3.078840e-02 -2.938087e-02 -5.867522e-02 7.922035e-02 -8.653965e-02 [61] 7.098806e-02 > (mypacf <- c(rpacf$acf)) [1] -0.2989270852 -0.2101206441 -0.0748700848 0.0209647284 -0.0511285879 [6] -0.0322960248 -0.0334101957 -0.0082854009 -0.0498784886 0.0392107946 [11] 0.1293176213 -0.2928152023 -0.1114418285 -0.0142955341 0.0167835853 [16] -0.0522943767 -0.0046991390 0.0245629146 0.0506495849 -0.0089289306 [21] 0.0310993723 -0.0336970515 0.0344173566 -0.0964972203 -0.0747681429 [26] 0.0152373962 0.0430723443 -0.0387702568 -0.0319609909 -0.0740406985 [31] -0.0199163137 -0.0238422998 -0.0793532031 0.0483223896 0.0204540446 [36] 0.0622622216 -0.0869148909 -0.1034360680 -0.0194341100 -0.0308232337 [41] 0.0870794628 -0.0298858503 0.0022315922 -0.0506139374 -0.0152218529 [46] -0.0693861005 0.0573254515 -0.0268457971 0.0260174919 -0.0035997268 [51] 0.0209610220 0.0371557561 0.0005873142 -0.0509424615 -0.0184333054 [56] -0.0178442374 -0.0681384067 -0.0188710519 -0.0796107104 -0.0102232415 > 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/3kt351292014687.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/4ck2q1292014687.tab") > > try(system("convert tmp/1njne1292014687.ps tmp/1njne1292014687.png",intern=TRUE)) character(0) > try(system("convert tmp/2njne1292014687.ps tmp/2njne1292014687.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.710 0.180 0.893