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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 = '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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/1ot7s1279961759.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2ot7s1279961759.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.000000000 -0.003473570 0.012818263 -0.062487104 0.041324324 [6] -0.084855898 0.294782405 -0.094632945 0.031998428 -0.108043213 [11] -0.029766880 0.002754804 0.703154228 0.020612696 0.014218876 [16] -0.065288623 -0.033096567 -0.034255424 0.236203137 -0.113774190 [21] 0.007473278 -0.064157360 -0.109981878 -0.005171803 0.492060273 [26] 0.032903203 -0.009104968 -0.082613258 -0.058290738 -0.008420915 [31] 0.127154334 -0.134700304 -0.062381670 -0.055009296 -0.182971944 [36] -0.014350992 0.298426775 -0.029724371 -0.056269379 -0.049356041 [41] -0.069909165 -0.006724859 0.048145526 -0.110987615 -0.097088628 [46] -0.018028515 -0.197784090 -0.018678561 0.127107795 > (mypacf <- c(rpacf$acf)) [1] -0.003473570 0.012806352 -0.062409654 0.040948471 -0.083637454 [6] 0.293868476 -0.107509334 0.030955905 -0.084367082 -0.064661039 [11] 0.072988114 0.666600349 0.077991869 -0.040700391 -0.049852921 [16] -0.152131556 0.055808106 -0.039117723 -0.064136030 -0.015337746 [21] 0.111041726 -0.065374570 -0.041927558 -0.015310883 -0.005404203 [26] -0.012694378 -0.067820934 0.033388021 0.004611404 -0.094586357 [31] -0.086959915 -0.136030343 0.003781154 -0.061372597 -0.009870785 [36] -0.059719448 -0.122146302 -0.069185242 0.045145821 0.060903217 [41] -0.047020492 -0.043556053 0.031234940 0.016227006 0.057030251 [46] -0.054412958 -0.025153377 -0.086698991 > 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/38sjp1279961760.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/4tbhd1279961760.tab") > > try(system("convert tmp/1ot7s1279961759.ps tmp/1ot7s1279961759.png",intern=TRUE)) character(0) > try(system("convert tmp/2ot7s1279961759.ps tmp/2ot7s1279961759.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.569 0.313 0.837