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Type 'q()' to quit R. > x <- c(175.348,154.439,136.186,113.662,106.157,100.546,98.314,118.179,112.295,126.938,130.92,181.279,180.389,146.917,150.597,124.222,101.554,102.138,110.315,111.015,105.017,119.888,127.623,149.415,159.755,139.737,136.283,101.952,104.044,96.712,100.665,103.699,103.765,122.732,127.297,160.278,191.784,155.375,142.616,115.331,102.136,95.205,101.566,105.273,117.394,121.148,116.666,154.841,177.74,154.427,133.159,118.102,101.361,101.345,102.233,108.522,101.939,118.405,125.06,178,167.714,143.582,139.259,104.674,103.722,106.153,106.21,113.986,96.906,107.512,112.616,148.507,130.48,137.436,128.21,97.552,91.55,83.104,84.68,85.98,84.891,89.896,94.835,115.348,131.284,134.701,127.193,87.077,72.744,77.542,78.005,85.329,86.041,96.384,116.678,160.672,152.364,144.936,122.974,94.456,82.491,84.89,85.277,81.206,71.012,87.302,97.427,133.242,137.064,119.042,116.47,96.028,79.281,73.872,80.964,86.739,89.997,96.292,101.355,136.543) > par8 = '' > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/rcomp/tmp/1j8ci1292934647.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/2uzt21292934647.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.00000000 0.76334708 0.44929445 0.10999020 -0.16803175 -0.31479822 [7] -0.37446134 -0.31550586 -0.19490582 0.06779850 0.38111910 0.66430378 [13] 0.77844347 0.59615833 0.34963131 0.04297328 -0.20756052 -0.32789567 [19] -0.38495620 -0.34645889 -0.24077411 0.01108952 0.29372922 0.53159774 [25] 0.65383781 0.51856374 0.30087962 0.02348293 -0.18693151 -0.29026619 [31] -0.34465848 -0.31617454 -0.23415714 -0.02198475 0.21007676 0.42971480 [37] 0.54084175 0.41651823 0.21750587 -0.03686932 -0.21401290 -0.30777583 [43] -0.36149097 -0.33899327 -0.26998959 -0.10417776 0.10093486 0.31110290 [49] 0.42041514 > (mypacf <- c(rpacf$acf)) [1] 0.763347084 -0.319683504 -0.263146820 -0.126691495 0.011332122 [6] -0.102368929 0.047954988 0.013680043 0.371796607 0.322253764 [11] 0.360349039 0.126192249 -0.335986510 0.072993455 -0.046433745 [16] -0.063437738 0.089163177 -0.078567515 -0.039712782 -0.087746677 [21] 0.024608438 -0.006951194 0.006521577 0.239429952 -0.112295806 [26] -0.024484509 0.032298328 0.004238869 0.108345874 0.029347039 [31] -0.026339044 -0.081185969 -0.021949040 -0.031669266 -0.031121059 [36] 0.047102275 -0.086583848 -0.092877710 -0.069092625 -0.004681448 [41] -0.018249095 -0.046310881 0.013725438 -0.018066444 -0.137021014 [46] 0.005480634 0.017062550 0.078205642 > 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/3xir81292934647.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/4j0qw1292934647.tab") > > try(system("convert tmp/1j8ci1292934647.ps tmp/1j8ci1292934647.png",intern=TRUE)) character(0) > try(system("convert tmp/2uzt21292934647.ps tmp/2uzt21292934647.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.620 0.420 1.019