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Type 'q()' to quit R. > x <- c(1954,2302,3054,2414,2226,2725,2589,3470,2400,3180,4009,3924,2072,2434,2956,2828,2687,2629,3150,4119,3030,3055,3821,4001,2529,2472,3134,2789,2758,2993,3282,3437,2804,3076,3782,3889,2271,2452,3084,2522,2769,3438,2839,3746,2632,2851,3871,3618,2389,2344,2678,2492,2858,2246,2800,3869,3007,3023,3907,4209,2353,2570,2903,2910,3782,2759,2931,3641,2794,3070,3576,4106,2452,2206,2488,2416,2534,2521,3093,3903,2907,3025,3812,4209,2138,2419,2622,2912,2708,2798,3254,2895,3263,3736,4077,4097,2175,3138,2823,2498,2822,2738,4137,3515,3785,3632,4504,4451,2550,2867,3458,2961,3163,2880,3331,3062,3534,3622,4464,5411,2564,2820,3508,3088,3299,2939,3320,3418,3604,3495,4163,4882,2211,3260,2992,2425,2707,3244,3965,3315,3333,3583,4021,4904,2252,2952,3573,3048,3059,2731,3563,3092,3478,3478,4308,5029,2075,3264,3308,3688,3136,2824,3644,4694,2914,3686,4358,5587,2265,3685,3754,3708,3210,3517,3905,3670,4221,4404,5086,5725,2367,3819,4067,4022,3937,4365,4290) > par7 = '0.95' > par6 = 'White Noise' > par5 = '12' > par4 = '0' > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/1b5q31275668978.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/24w7o1275668978.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.000000000 -0.345728316 -0.239149971 0.049174832 0.158994593 [6] 0.016231237 -0.273607492 0.020553785 0.138499177 0.078600197 [11] -0.232158517 -0.238476479 0.740318543 -0.249138168 -0.198222327 [16] 0.056891877 0.135470847 0.010925618 -0.256379665 0.067196724 [21] 0.061539091 0.077885116 -0.208443912 -0.188320314 0.647751198 [26] -0.210285852 -0.166531836 0.039699235 0.086507965 0.037591722 [31] -0.215487796 0.048141587 0.032107311 0.105921947 -0.224695357 [36] -0.155260116 0.595081899 -0.203900635 -0.148479622 0.028235169 [41] 0.112335055 0.039934815 -0.221144152 0.026206687 0.042168473 [46] 0.097980287 -0.194598964 -0.140357144 0.513770047 -0.143402196 [51] -0.161768649 0.024260116 0.123318067 -0.017586169 -0.169144034 [56] 0.072509594 -0.005617177 0.093260332 -0.208649297 -0.075615527 [61] 0.432313383 > (mypacf <- c(rpacf$acf)) [1] -0.345728316 -0.407370215 -0.283278017 -0.058816935 0.068978932 [6] -0.211444494 -0.253056927 -0.214892936 -0.032922582 -0.199769443 [11] -0.676644750 0.204661997 0.025725455 0.033066777 0.125213171 [16] 0.067674909 0.058661342 0.026921664 0.169071237 0.022879494 [21] -0.028323466 -0.070716493 -0.237135163 0.035188282 0.057054362 [26] 0.113667995 0.098471781 -0.086192548 -0.022751482 0.047447163 [31] 0.014809577 0.009707295 0.046076148 -0.116899625 -0.193552142 [36] 0.043629146 0.002726160 -0.057898314 -0.089807995 -0.023017602 [41] 0.038971467 0.050179031 0.006593566 0.005159636 -0.097035460 [46] 0.019744414 0.084330967 -0.006837219 0.047618421 -0.045730505 [51] -0.026338378 0.059371123 -0.109464727 -0.083766869 0.029420934 [56] -0.020089388 0.059570362 -0.021094820 0.018855140 -0.064185341 > 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/37foc1275668978.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/4tfmi1275668978.tab") > > try(system("convert tmp/1b5q31275668978.ps tmp/1b5q31275668978.png",intern=TRUE)) character(0) > try(system("convert tmp/24w7o1275668978.ps tmp/24w7o1275668978.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.622 0.316 0.751