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Type 'q()' to quit R. > x <- c(285708,905858,225733,405481,845758,805651,395747,695853,175625,405534,965639,575634,576023,566089,336141,26271,586226,376484,176583,287042,997142,207694,418003,838258,848182,658215,208304,398599,438399,578393,988390,958304,318251,78307,408520,748640,258520,518618,388588,238842,328957,499266,109011,168896,798921,878732,897576,518317,228370,758167,658491,518170,398212,498286,78136,647990,357927,698061,407932,637934,397784,217980,47737,467672,67651,167524,687406,367345,157553,887453,227566,817279,697059,997185,847075,547122,996977,346998,967154,547097,586853,46728,236883,36784,277085,446998,586725,496845,86765,146966,197113,657096,337200,17273,457284,507696,547628,157435,67793,267631,518397,918560,918895,429509,289569,9010172,1810617,7111400,1611919,9712714,2913310,1013816,6714518,2414721,9114534,8214993,6215159,515612,9415340,3715267) > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/freestat/rcomp/tmp/1y4xw1272710941.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/2y4xw1272710941.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.000000000 0.404731657 0.579935326 0.458265844 0.511906687 [6] 0.387747188 0.336674492 0.372091992 0.183422080 0.397689788 [11] 0.191539423 0.199076512 0.030020391 0.153488251 0.037963251 [16] -0.022924088 -0.028274362 -0.033919700 -0.022544633 -0.034011063 [21] -0.034334507 -0.039790185 -0.039918211 -0.032583508 -0.042925366 [26] -0.041138110 -0.051518568 -0.023202221 -0.037811909 -0.017415921 [31] -0.035965699 -0.021053971 -0.024127525 -0.020191476 -0.012057498 [36] -0.029347302 0.006668014 -0.031014157 -0.004634395 -0.015503433 [41] -0.004163625 -0.019942121 -0.017566734 -0.019482011 -0.038957602 [46] -0.034270070 -0.030152863 -0.043543793 -0.047440093 > (mypacf <- c(rpacf$acf)) [1] 0.404731657 0.497645840 0.220854188 0.195767417 -0.002617372 [6] -0.131119098 0.044198408 -0.191238055 0.233538252 0.029899352 [11] -0.150776020 -0.274757026 -0.039551577 0.030732565 -0.008614545 [16] -0.035938149 0.096283096 0.007226261 0.065104183 -0.008670248 [21] 0.140210710 -0.003392592 -0.068693605 -0.040893138 0.062726765 [26] -0.046022255 -0.025542390 -0.077196636 0.046254096 -0.075358477 [31] -0.016845005 0.009826230 0.076338883 -0.003813835 -0.001123407 [36] 0.049929582 0.032925959 -0.072294623 0.020968884 0.010519454 [41] 0.017679255 -0.083027442 -0.043139061 -0.026170468 -0.035860296 [46] -0.011739741 0.033001205 0.011207983 > lengthx <- length(x) > sqrtn <- sqrt(lengthx) > > #Note: the /var/www/html/freestat/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/freestat/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/freestat/rcomp/tmp/3uevn1272710941.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/freestat/rcomp/tmp/4m5uq1272710941.tab") > > try(system("convert tmp/1y4xw1272710941.ps tmp/1y4xw1272710941.png",intern=TRUE)) character(0) > try(system("convert tmp/2y4xw1272710941.ps tmp/2y4xw1272710941.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.820 0.434 0.942