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Type 'q()' to quit R. > x <- c(26.663 + ,23.598 + ,26.931 + ,24.740 + ,25.806 + ,24.364 + ,24.477 + ,23.901 + ,23.175 + ,23.227 + ,21.672 + ,21.870 + ,21.439 + ,21.089 + ,23.709 + ,21.669 + ,21.752 + ,20.761 + ,23.479 + ,23.824 + ,23.105 + ,23.110 + ,21.759 + ,22.073 + ,21.937 + ,20.035 + ,23.590 + ,21.672 + ,22.222 + ,22.123 + ,23.950 + ,23.504 + ,22.238 + ,23.142 + ,21.059 + ,21.573 + ,21.548 + ,20.000 + ,22.424 + ,20.615 + ,21.761 + ,22.874 + ,24.104 + ,23.748 + ,23.262 + ,22.907 + ,21.519 + ,22.025 + ,22.604 + ,20.894 + ,24.677 + ,23.673 + ,25.320 + ,23.583 + ,24.671 + ,24.454 + ,24.122 + ,24.252 + ,22.084 + ,22.991 + ,23.287 + ,23.049 + ,25.076 + ,24.037 + ,24.430 + ,24.667 + ,26.451 + ,25.618 + ,25.014 + ,25.110 + ,22.964 + ,23.981 + ,23.798 + ,22.270 + ,24.775 + ,22.646 + ,23.988 + ,24.737 + ,26.276 + ,25.816 + ,25.210 + ,25.199 + ,23.162 + ,24.707 + ,24.364 + ,22.644 + ,25.565 + ,24.062 + ,25.431 + ,24.635 + ,27.009 + ,26.606 + ,26.268 + ,26.462 + ,25.246 + ,25.180 + ,24.657 + ,23.304 + ,26.982 + ,26.199 + ,27.210 + ,26.122 + ,26.706 + ,26.878 + ,26.152 + ,26.379 + ,24.712 + ,25.688 + ,24.990 + ,24.239 + ,26.721 + ,23.475 + ,24.767 + ,26.219 + ,28.361 + ,28.599 + ,27.914 + ,27.784 + ,25.693 + ,26.881 + ,26.217 + ,24.218 + ,27.914 + ,26.975 + ,28.527 + ,27.139 + ,28.982 + ,28.169 + ,28.056 + ,29.136 + ,26.291 + ,26.987 + ,26.589 + ,24.848 + ,27.543 + ,26.896 + ,28.878 + ,27.390 + ,28.065 + ,28.141 + ,29.048 + ,28.484 + ,26.634 + ,27.735 + ,27.132 + ,24.924 + ,28.963 + ,26.589 + ,27.931 + ,28.009 + ,29.229 + ,28.759 + ,28.405 + ,27.945 + ,25.912 + ,26.619 + ,26.076 + ,25.286 + ,27.660 + ,25.951 + ,26.398 + ,25.565 + ,28.865 + ,30.000 + ,29.261 + ,29.012 + ,26.992 + ,27.897) > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/freestat/rcomp/tmp/1244r1272714843.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/2244r1272714843.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.00000000 0.78339709 0.79767418 0.70094914 0.62851697 0.62106921 [7] 0.54532999 0.59411459 0.56280372 0.62863094 0.67550745 0.63254023 [13] 0.77805087 0.61455926 0.66062182 0.58671344 0.51605300 0.49979091 [19] 0.41549744 0.45948483 0.43430342 0.49276518 0.53487073 0.49071105 [25] 0.61825701 0.45677445 0.50082657 0.42424123 0.34820069 0.33447386 [31] 0.25863999 0.28946375 0.24877539 0.30078638 0.32396976 0.29102964 [37] 0.42269630 0.27648395 0.30326039 0.22172702 0.15716508 0.14668697 [43] 0.08045672 0.10765607 0.06772906 0.11157132 0.14107672 0.12240458 [49] 0.24692706 > (mypacf <- c(rpacf$acf)) [1] 0.783397088 0.476231982 0.001908559 -0.131266951 0.153379922 [6] -0.002795029 0.216010525 0.087207477 0.219279209 0.249536687 [11] -0.136602525 0.425969661 -0.406746234 -0.007103007 0.062476366 [16] -0.216134250 -0.031999923 -0.045737405 -0.007977785 0.182683244 [21] -0.058155144 0.089765472 -0.026225758 0.022250369 -0.198916618 [26] -0.057252463 0.021748979 -0.135333693 -0.011203764 0.064941748 [31] -0.120418907 0.010219627 0.021678061 -0.069725742 0.071477619 [36] 0.096778274 -0.132800757 -0.165086028 -0.020638166 0.062481781 [41] -0.001192967 0.030358886 -0.016942495 -0.020089902 -0.056483747 [46] 0.063647239 0.120381058 0.050656592 > 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/3ywk01272714843.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/49njl1272714843.tab") > > try(system("convert tmp/1244r1272714843.ps tmp/1244r1272714843.png",intern=TRUE)) character(0) > try(system("convert tmp/2244r1272714843.ps tmp/2244r1272714843.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.827 0.430 0.959