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Type 'q()' to quit R. > x <- c(297,296,295,293,291,290,291,293,294,294,295,297,302,297,301,298,295,287,290,288,288,287,274,282,296,292,298,296,292,296,293,295,294,291,279,284,299,296,299,299,291,298,288,284,277,270,251,257,269,271,268,268,258,261,255,251,239,229,210,218,226,227,222,215,203,205,194,190,182,179,158,163,165,169,163,154,142,146,133,131,128,120,88,95) > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/rcomp/tmp/14bj21279961507.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/24bj21279961507.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.000000000 0.945753290 0.886245948 0.842178323 0.802308713 [6] 0.762236061 0.723415278 0.684982356 0.644293928 0.607933664 [11] 0.576910250 0.548154532 0.515564281 0.467712360 0.416247048 [16] 0.373727298 0.333127893 0.296629599 0.263032756 0.229685867 [21] 0.196440931 0.168423628 0.144407823 0.126222500 0.105333352 [26] 0.068366546 0.026051439 -0.008114514 -0.036261351 -0.057296163 [31] -0.077659174 -0.097383261 -0.117683475 -0.132315865 -0.146383947 [36] -0.154525383 -0.165151471 -0.190794446 -0.219757393 -0.239182887 [41] -0.255030576 -0.265524422 -0.275855613 -0.280815354 -0.287765009 [46] -0.288370604 -0.288189273 -0.283661676 -0.278820466 > (mypacf <- c(rpacf$acf)) [1] 0.9457532902 -0.0777193979 0.1179033136 0.0006784722 -0.0075057336 [6] -0.0026069346 -0.0179456326 -0.0402322978 0.0216032911 0.0188809417 [11] 0.0072614906 -0.0441683442 -0.1570858755 -0.0574419641 0.0187658466 [16] -0.0361334658 0.0247166396 -0.0015921080 -0.0138293363 -0.0116544972 [21] 0.0155762278 -0.0042215641 0.0450374668 -0.0325093769 -0.1378482917 [26] -0.0627838575 -0.0003926953 -0.0014254240 0.0467991235 -0.0234120065 [31] 0.0045996157 -0.0212761368 0.0173318149 -0.0440879689 0.0417792879 [36] -0.0373384158 -0.1031782434 -0.0339371468 0.0135307778 -0.0266098013 [41] 0.0298520088 -0.0354461620 0.0535538464 -0.0377409687 0.0441509146 [46] -0.0403768852 0.0353043285 -0.0047893694 > 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/3ilgt1279961507.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/4tcye1279961507.tab") > > try(system("convert tmp/14bj21279961507.ps tmp/14bj21279961507.png",intern=TRUE)) character(0) > try(system("convert tmp/24bj21279961507.ps tmp/24bj21279961507.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.54 0.07 0.63