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Type 'q()' to quit R. > x <- c(10.81,9.12,11.03,12.74,9.98,11.62,9.40,9.27,7.76,8.78,10.65,10.95,12.36,10.85,11.84,12.14,11.65,8.86,7.63,7.38,7.25,8.03,7.75,7.16,7.18,7.51,7.07,7.11,8.98,9.53,10.54,11.31,10.36,11.44,10.45,10.69,11.28,11.96,13.52,12.89,14.03,16.27,16.17,17.25,19.38,26.20,33.53,32.20,38.45,44.86,41.67,36.06,39.76,36.81,42.65,46.89,53.61,57.59,67.82,71.89,75.51,68.49,62.72,70.39,59.77,57.27,67.96,67.85,76.98,81.08,91.66,84.84,85.73,84.61,92.91,99.80,121.19,122.04,131.76,138.48,153.47,189.95,182.22,198.08,135.36,125.02,143.50,173.95,188.75,167.44,158.95,169.53,113.66,107.59,92.67,85.35,90.13,89.31,105.12,125.83,135.81,142.43,163.39,168.21,185.35,188.50,199.91,210.73,192.06,204.62,235.00,261.09,256.88,251.53,257.25,243.10,283.75) > par7 = '0.95' > par6 = 'White Noise' > par5 = '12' > par4 = '0' > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/rcomp/tmp/1kvn01292341486.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/2kvn01292341486.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.000000000 0.070600981 0.059338177 -0.105462169 -0.102278045 [6] 0.116735184 -0.016772044 0.050153981 0.059297864 -0.089265154 [11] 0.034680691 0.022611513 0.010685869 0.003007905 -0.141180320 [16] -0.100767440 -0.097538045 -0.066147099 -0.073607968 -0.024866810 [21] 0.042348527 0.027563754 -0.056544047 0.186904253 0.018335930 [26] -0.010484884 -0.141824800 -0.152452676 0.104799185 0.110718597 [31] 0.127581150 0.111039473 -0.139721145 0.088317464 -0.041096800 [36] 0.066547365 -0.009713786 -0.025522525 -0.036938824 -0.033634921 [41] 0.005323774 0.050186326 0.046469456 -0.005986028 0.015459841 [46] -0.031805891 -0.013998593 -0.021670088 0.003231864 > (mypacf <- c(rpacf$acf)) [1] 0.070600981 0.054625962 -0.114187507 -0.092137743 0.147481413 [6] -0.035658921 0.013643461 0.081837654 -0.089670267 0.024153737 [11] 0.066158900 -0.021500015 -0.030499014 -0.101506808 -0.098950041 [16] -0.079579824 -0.060565126 -0.121675144 -0.014437858 0.055816872 [21] 0.011548562 -0.059412204 0.251784547 0.025260886 -0.058632224 [26] -0.087101030 -0.103872333 0.058205873 0.101858256 0.018867161 [31] 0.043840685 -0.121091455 0.091166162 -0.026535588 0.032189830 [36] -0.086224265 0.073858278 -0.013518787 0.007740591 -0.026000889 [41] 0.028978713 0.039363938 -0.029663568 0.014385369 0.038355499 [46] -0.014180071 0.029835337 0.012412431 > 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/35v3o1292341486.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/4qwkc1292341486.tab") > > try(system("convert tmp/1kvn01292341486.ps tmp/1kvn01292341486.png",intern=TRUE)) character(0) > try(system("convert tmp/2kvn01292341486.ps tmp/2kvn01292341486.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.670 0.380 1.048