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Type 'q()' to quit R. > x <- c(1664.81,2397.53,2840.71,3547.29,3752.96,3714.74,4349.61,3566.34,5021.82,6423.48,7600.60,19756.21,2499.81,5198.24,7225.14,4806.03,5900.88,4951.34,6179.12,4752.15,5496.43,5835.10,12600.08,28541.72,4717.02,5702.63,9957.58,5304.78,6492.43,6630.80,7349.62,8176.62,8573.17,9690.50,15151.84,34061.01,5921.10,5814.58,12421.25,6369.77,7609.12,7224.75,8121.22,7979.25,8093.06,8476.70,17914.66,30114.41,4826.64,6470.23,9638.77,8821.17,8722.37,10209.48,11276.55,12552.22,11637.39,13606.89,21822.11,45060.69,7615.03,9849.69,14558.40,11587.33,9332.56,13082.09,16732.78,19888.61,23933.38,25391.35,36024.80,80721.71,10243.24,11266.88,21826.84,17357.33,15997.79,18601.53,26155.15,28586.52,30505.41,30821.33,46634.38,104660.67) > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/1zg5s1275671725.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2zg5s1275671725.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.000000000 0.395617735 0.229181228 0.256013826 0.197161228 [6] 0.140179327 0.090825827 0.103086582 0.142274007 0.180774025 [11] 0.110399846 0.213458652 0.635376689 0.216654255 0.090499167 [16] 0.098877144 0.057304054 0.019568348 -0.008066144 -0.006179249 [21] 0.018569998 0.043443698 -0.003511671 0.054325286 0.323057235 [26] 0.063871039 -0.033144620 -0.021034049 -0.032628996 -0.052150008 [31] -0.062687685 -0.055145839 -0.044454898 -0.017810818 -0.059395175 [36] -0.012240488 0.199945604 0.001545052 -0.078226144 -0.064746238 [41] -0.075123722 -0.085579449 -0.090233893 -0.075867903 -0.069172101 [46] -0.032863114 -0.077551350 -0.038316114 0.141335722 > (mypacf <- c(rpacf$acf)) [1] 0.395617735 0.086151736 0.166112504 0.044918598 0.017901350 [6] -0.019052018 0.037936397 0.078555496 0.105568238 -0.020173741 [11] 0.154050879 0.589746221 -0.332450095 -0.111456621 -0.118278107 [16] -0.058215938 -0.034159796 0.020177495 -0.013983206 -0.040114219 [21] -0.048337052 0.039335326 -0.031471974 -0.075639070 0.025284790 [26] -0.033803148 0.007854291 0.025996012 0.008857720 -0.009139492 [31] 0.004044878 -0.016149770 0.017159820 -0.043807399 0.031918103 [36] 0.090723310 -0.076596787 -0.015871421 -0.020548233 -0.048668996 [41] -0.015054331 -0.009031198 0.006180842 -0.006625713 0.011963682 [46] 0.002425676 -0.011944731 0.007898536 > 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/3d8li1275671725.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/46z2l1275671725.tab") > > try(system("convert tmp/1zg5s1275671725.ps tmp/1zg5s1275671725.png",intern=TRUE)) character(0) > try(system("convert tmp/2zg5s1275671725.ps tmp/2zg5s1275671725.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.583 0.325 1.004