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Type 'q()' to quit R. > x <- c(277 + ,260.6 + ,291.6 + ,275.4 + ,275.3 + ,231.7 + ,238.8 + ,274.2 + ,277.8 + ,299.1 + ,286.6 + ,232.3 + ,294.1 + ,267.5 + ,309.7 + ,280.7 + ,287.3 + ,235.7 + ,256.4 + ,289 + ,290.8 + ,321.9 + ,291.8 + ,241.4 + ,295.5 + ,258.2 + ,306.1 + ,281.5 + ,283.1 + ,237.4 + ,274.8 + ,299.3 + ,300.4 + ,340.9 + ,318.8 + ,265.7 + ,322.7 + ,281.6 + ,323.5 + ,312.6 + ,310.8 + ,262.8 + ,273.8 + ,320 + ,310.3 + ,342.2 + ,320.1 + ,265.6 + ,327 + ,300.7 + ,346.4 + ,317.3 + ,326.2 + ,270.7 + ,278.2 + ,324.6 + ,321.8 + ,343.5 + ,354 + ,278.2 + ,330.2 + ,307.3 + ,375.9 + ,335.3 + ,339.3 + ,280.3 + ,293.7 + ,341.2 + ,345.1 + ,368.7 + ,369.4 + ,288.4 + ,341 + ,319.1 + ,374.2 + ,344.5 + ,337.3 + ,281 + ,282.2 + ,321 + ,325.4 + ,366.3 + ,380.3 + ,300.7 + ,359.3 + ,327.6 + ,383.6 + ,352.4 + ,329.4 + ,294.5 + ,333.5 + ,334.3 + ,358 + ,396.1 + ,387 + ,307.2 + ,363.9 + ,344.7 + ,397.6 + ,376.8 + ,337.1 + ,299.3 + ,323.1 + ,329.1 + ,347 + ,462 + ,436.5 + ,360.4 + ,415.5 + ,382.1 + ,432.2 + ,424.3 + ,386.7 + ,354.5 + ,375.8 + ,368 + ,402.4 + ,426.5 + ,433.3 + ,338.5 + ,416.8 + ,381.1 + ,445.7 + ,412.4 + ,394 + ,348.2 + ,380.1 + ,373.7 + ,393.6 + ,434.2 + ,430.7 + ,344.5 + ,411.9 + ,370.5 + ,437.3 + ,411.3 + ,385.5 + ,341.3 + ,384.2 + ,373.2 + ,415.8 + ,448.6 + ,454.3 + ,350.3 + ,419.1 + ,398 + ,456.1 + ,430.1 + ,399.8 + ,362.7 + ,384.9 + ,385.3 + ,432.3 + ,468.9 + ,442.7 + ,370.2 + ,439.4 + ,393.9 + ,468.7 + ,438.8 + ,430.1 + ,366.3 + ,391 + ,380.9 + ,431.4 + ,465.4 + ,471.5 + ,387.5 + ,446.4 + ,421.5 + ,504.8 + ,492.1 + ,421.3 + ,396.7 + ,428 + ,421.9 + ,465.6 + ,525.8 + ,499.9 + ,435.3 + ,479.5 + ,473 + ,554.4 + ,489.6 + ,462.2 + ,420.3) > par7 = '0.95' > par6 = 'MA' > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/1fhoy1263299606.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2k4c31263299606.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.000000000 -0.477053528 0.134382177 -0.110352098 0.053686523 [6] -0.119803164 0.042620899 0.027919960 0.040654826 0.020548984 [11] -0.135086540 0.259657670 -0.460578854 0.242300522 -0.201390127 [16] 0.286965303 -0.077161761 -0.033296877 0.016543923 0.023534061 [21] -0.085647476 0.007768743 0.098324338 -0.103989022 0.145568658 [26] -0.133069569 0.163112129 -0.193418629 -0.027551021 0.144486259 [31] -0.097736075 0.044356007 0.031754827 -0.013383172 -0.022858532 [36] 0.038252747 -0.090295840 0.121229762 -0.120567810 0.041892074 [41] 0.090768029 -0.078207421 0.031938966 -0.073100265 0.093204205 [46] -0.078622654 -0.001912427 0.073018855 -0.028116936 -0.045276914 [51] 0.068149529 -0.011903960 -0.099604495 0.111647313 -0.138021385 [56] 0.197011823 -0.102820260 0.022449496 -0.006154932 -0.015521019 [61] -0.018839115 > (mypacf <- c(rpacf$acf)) [1] -0.477053528 -0.120657026 -0.126212045 -0.055961599 -0.157262438 [6] -0.123127096 -0.016437962 0.049794554 0.084392725 -0.126988201 [11] 0.198529622 -0.337082305 -0.163686248 -0.269546920 0.050259954 [16] 0.147889477 -0.130993922 -0.042483708 -0.008127620 0.012362531 [21] -0.005790739 -0.035621246 0.021017593 -0.095173745 -0.057949481 [26] -0.058023932 0.003386827 -0.126250875 0.065885044 -0.112168686 [31] -0.055442284 0.047918570 -0.026251314 0.023653919 0.002449712 [36] -0.019964847 -0.007379294 -0.058755240 -0.100235438 -0.032423913 [41] 0.047652378 -0.048041021 -0.027720670 0.023105555 -0.019743384 [46] -0.040553610 0.073188789 -0.062777088 -0.011606937 -0.022804178 [51] -0.031875985 -0.108425203 0.027607925 -0.101840052 0.027890785 [56] 0.065757817 -0.015837210 -0.042077866 -0.005028081 -0.032550011 > lengthx <- length(x) > sqrtn <- sqrt(lengthx) > > #Note: the /var/www/html/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/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/html/rcomp/tmp/3ixjm1263299606.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/html/rcomp/tmp/4drmh1263299607.tab") > > try(system("convert tmp/1fhoy1263299606.ps tmp/1fhoy1263299606.png",intern=TRUE)) character(0) > try(system("convert tmp/2k4c31263299606.ps tmp/2k4c31263299606.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.611 0.319 0.702