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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 = '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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/1jb251275671869.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2u2jq1275671869.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.000000000 -0.232472736 -0.157129959 0.107299871 0.006114127 [6] 0.001618221 -0.036806084 -0.021613835 -0.007173660 0.110885478 [11] -0.159509422 -0.384755069 0.645277774 -0.122237927 -0.111191904 [16] 0.065875724 0.015716659 0.001482234 -0.018173671 -0.011250641 [21] -0.014312595 0.071279328 -0.102030655 -0.240201175 0.431816344 [26] -0.078193287 -0.090972741 0.033932890 0.002732523 -0.007201803 [31] -0.019255189 0.001921316 -0.023239201 0.078745287 -0.092068324 [36] -0.184211030 0.348449576 -0.085998298 -0.063104911 0.023551728 [41] -0.002098268 -0.012252969 -0.022075751 0.003384669 -0.034187516 [46] 0.063976011 -0.064939778 -0.169667948 0.278247496 > (mypacf <- c(rpacf$acf)) [1] -0.2324727356 -0.2232381175 0.0119269618 0.0050846168 0.0334849786 [6] -0.0302602653 -0.0397954986 -0.0434218645 0.1029338896 -0.1176622424 [11] -0.4752900005 0.5098134441 -0.0081865360 0.0742057178 -0.0239640874 [16] 0.0214885271 -0.0460609790 -0.0007355512 0.0134842176 -0.0076890442 [21] -0.1506888371 -0.0984344256 0.2475958462 0.0829156029 0.0294978046 [26] -0.0487278890 -0.0218146912 -0.0734680505 -0.0146001577 -0.0052258477 [31] -0.0075822915 -0.1252316733 0.0568452135 0.1086996902 0.0199124448 [36] 0.1087402189 -0.1162783465 -0.0281789234 -0.0805390925 0.0078480402 [41] -0.0228012587 -0.0264265021 -0.0652452512 0.0544599020 0.0184010661 [46] 0.0613200094 -0.0030481255 -0.0853615807 > 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/326pk1275671869.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/413gk1275671869.tab") > > try(system("convert tmp/1jb251275671869.ps tmp/1jb251275671869.png",intern=TRUE)) character(0) > try(system("convert tmp/2u2jq1275671869.ps tmp/2u2jq1275671869.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.581 0.320 0.739