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Type 'q()' to quit R. > x <- c(5221.3,5115.9,5107.4,5202.1,5307.5,5266.1,5329.8,5263.4,5177.1,5204.9,5185.2,5189.8,5253.8,5372.3,5478.4,5590.5,5699.8,5797.9,5854.3,5902.4,5956.9,6007.8,6101.7,6148.6,6207.4,6232,6291.7,6323.4,6365,6435,6493.4,6606.8,6639.1,6723.5,6759.4,6848.6,6918.1,6963.5,7013.1,7030.9,7112.1,7130.3,7130.8,7076.9,7040.8,7086.5,7120.7,7154.1,7228.2,7297.9,7369.5,7450.7,7459.7,7497.5,7536,7637.4,7715.1,7815.7,7859.5,7951.6,7973.7,7988,8053.1,8112,8169.2,8303.1,8372.7,8470.6,8536.1,8665.8,8773.7,8838.4,8936.2,8995.3,9098.9,9237.1,9315.5,9392.6,9502.2,9671.1,9695.6,9847.9,9836.6,9887.7,9875.6,9905.9,9871.1,9910,9977.3,10031.6,10090.7,10095.8,10126,10212.7,10398.7,10467,10543.6,10634.2,10728.7,10796.4,10875.8,10946.1,11050,11086.1,11217.3,11291.7,11314.1,11356.4,11357.8,11491.4,11625.7,11620.7) > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/freestat/rcomp/tmp/175qh1272902952.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/275qh1272902952.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.000000000 0.975298338 0.948826407 0.922393650 0.896765869 [6] 0.870919497 0.844295238 0.817381765 0.789816298 0.761987284 [11] 0.733761500 0.705432991 0.676927205 0.648771781 0.621196879 [16] 0.594360819 0.568233747 0.542655066 0.517550626 0.493632120 [21] 0.469991565 0.446218155 0.422150739 0.398478921 0.374899034 [26] 0.351560462 0.328039371 0.303962927 0.279727500 0.255028614 [31] 0.230554534 0.205738511 0.182261504 0.158549746 0.136149997 [36] 0.114235265 0.092886828 0.072022648 0.051997923 0.032573100 [41] 0.013142508 -0.005520366 -0.024123673 -0.042428019 -0.060617907 [46] -0.079061065 -0.096975244 -0.114606094 -0.131400818 > (mypacf <- c(rpacf$acf)) [1] 0.975298338 -0.048786367 -0.011509828 0.002687091 -0.019161607 [6] -0.029414584 -0.019021057 -0.028044231 -0.020415650 -0.023683806 [11] -0.018046322 -0.020097550 -0.009377271 -0.005365153 -0.002214348 [16] -0.002655471 -0.005586208 -0.007162085 0.007418981 -0.012374792 [21] -0.019815965 -0.022717269 -0.009605664 -0.017475563 -0.013645115 [26] -0.022148882 -0.029337626 -0.021234255 -0.028254676 -0.014622515 [31] -0.026453082 0.008551028 -0.025242477 0.008172656 -0.009989435 [36] -0.008055058 -0.009579335 -0.002357548 -0.009622196 -0.021150703 [41] -0.005266955 -0.020831723 -0.016275647 -0.019563799 -0.027811211 [46] -0.010767260 -0.016146803 -0.004143438 > 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/33x6q1272902952.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/4e65b1272902952.tab") > > try(system("convert tmp/175qh1272902952.ps tmp/175qh1272902952.png",intern=TRUE)) character(0) > try(system("convert tmp/275qh1272902952.ps tmp/275qh1272902952.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.791 0.438 0.933