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Type 'q()' to quit R. > x <- c(29133,24693,22205,21725,27192,21790,13253,37702,30364,32609,30212,29965,28352,25814,22414,20506,28806,22228,13971,36845,35338,35022,34777,26887,23970,22780,17351,21382,24561,17409,11514,31514,27071,29462,26105,22397,23843,21705,18089,20764,25316,17704,15548,28029,29383,36438,32034,22679,24319,18004,17537,20366,22782,19169,13807,29743,25591,29096,26482,22405,27044,17970,18730,19684,19785,18479,10698) > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/freestat/rcomp/tmp/1udj81272895390.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/2udj81272895390.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.000000000 0.351241709 0.132164549 0.100540212 -0.106058080 [6] -0.173423751 -0.275598910 -0.184130618 -0.113404982 0.035032659 [11] 0.032658602 0.227386514 0.696964639 0.232086413 0.048324536 [16] 0.024330507 -0.164857943 -0.186503048 -0.265666220 -0.213437282 [21] -0.108058785 -0.057873743 -0.036546729 0.152948985 0.493109922 [26] 0.154189919 0.042382826 -0.008130142 -0.119369484 -0.120903870 [31] -0.225354731 -0.143722902 -0.053613446 -0.011649283 -0.021717718 [36] 0.100271053 0.344264533 0.111939309 0.038179248 -0.018851325 [41] -0.111124886 -0.111563084 -0.215199796 -0.144448984 -0.090460452 [46] -0.079762457 -0.060861700 -0.030201459 0.161948341 > (mypacf <- c(rpacf$acf)) [1] 0.3512417085 0.0100313916 0.0582525384 -0.1832355441 -0.1018726916 [6] -0.2079014348 0.0070497044 -0.0308296782 0.1318933381 -0.0720400647 [11] 0.2302920305 0.6208810415 -0.2762232412 -0.1648884972 -0.0803637450 [16] -0.0394290787 0.0438581503 0.0100853587 -0.0855734752 0.0094689477 [21] -0.1499168228 0.0342525015 0.0386614023 0.0078889909 -0.0565128785 [26] 0.0586738405 -0.0855377563 0.1461863133 0.0006291223 -0.0591917043 [31] 0.0730404434 -0.0110852622 0.1340780179 -0.0143403905 -0.1651085912 [36] -0.0193174966 0.0318283411 0.0147221312 0.0741217940 -0.1632168307 [41] -0.0831785775 -0.0052275752 -0.0490261704 -0.0471039156 -0.0988148325 [46] -0.0808051160 -0.0790851684 -0.0542979526 > 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/38nzh1272895390.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/4jwhk1272895390.tab") > > try(system("convert tmp/1udj81272895390.ps tmp/1udj81272895390.png",intern=TRUE)) character(0) > try(system("convert tmp/2udj81272895390.ps tmp/2udj81272895390.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.799 0.422 0.933