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Type 'q()' to quit R. > x <- c(3592.21,5955.74,4652.25,4211.65,4787.85,3599.73,4174.27,5106.33,5325.75,6604.61,5711.90,6919.30,7048.76,8655.98,6658.53,7247.03,8779.57,6602.49,9832.48,9369.49,8582.76,8206.94,6515.83,8618.10,8505.39,9881.64,9375.29,15642.50,12232.73,6288.93,12473.94,11142.82,10236.32,10581.51,8763.71,10819.04,11636.25,14650.13,10671.38,17468.63,13873.19,13077.58,16866.81,14186.64,19919.87,17681.78,9984.28,17423.09,13514.45,12334.57,12274.56,11752.23,13054.00,12460.98,8626.68,13722.62,12066.22,6798.83,6593.82,6606.19,6315.28,7232.95,6747.44,7803.61,6700.31,5369.53,8081.19,10718.39,9447.21,6815.10,5497.80,6805.31) > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/freestat/rcomp/tmp/14e861272899978.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/2wo7r1272899978.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.00000000 0.69655435 0.65560569 0.68625925 0.56127568 0.59103502 [7] 0.47800572 0.40843601 0.42252264 0.30789206 0.22210258 0.24880713 [13] 0.23588826 0.07090265 0.07772633 -0.02806837 -0.03475919 -0.01825582 [19] -0.14458153 -0.13666846 -0.15789946 -0.21668867 -0.23700780 -0.23808920 [25] -0.21645282 -0.25248419 -0.27037913 -0.31400609 -0.23038024 -0.22548081 [31] -0.31273094 -0.29552265 -0.30880096 -0.33316262 -0.33250889 -0.32182814 [37] -0.30333208 -0.33244759 -0.33737474 -0.34327442 -0.27391067 -0.26771605 [43] -0.27280000 -0.22929391 -0.21781562 -0.16817288 -0.10629646 -0.10333150 [49] -0.04640883 > (mypacf <- c(rpacf$acf)) [1] 0.696554346 0.331029026 0.327627185 -0.071413639 0.157946167 [6] -0.189313293 -0.057032137 0.009273273 -0.083809449 -0.179345107 [11] 0.120411866 0.159512536 -0.325679608 0.026552474 -0.214963242 [16] 0.122524680 -0.014407275 0.059647282 -0.144591825 0.004964496 [21] 0.028182644 -0.131649879 0.062627772 0.040705812 0.032158420 [26] -0.123942503 0.012554112 0.036370996 0.011663873 -0.154323726 [31] -0.139734374 -0.032860769 -0.108088273 0.039282249 0.027879146 [36] -0.012306205 -0.147425625 0.076238201 -0.046317236 -0.009291487 [41] 0.032086288 0.074154622 0.003810075 0.031155744 0.080746431 [46] 0.034592893 -0.051616977 0.015411306 > 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/3ioof1272899978.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/4l7nl1272899978.tab") > > try(system("convert tmp/14e861272899978.ps tmp/14e861272899978.png",intern=TRUE)) character(0) > try(system("convert tmp/2wo7r1272899978.ps tmp/2wo7r1272899978.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.784 0.421 0.940