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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 = '1' > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/rcomp/tmp/19rlq1272903192.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/29rlq1272903192.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.000000000 0.276541362 0.244876089 0.113589566 0.116135199 [6] 0.032978459 0.073924379 -0.002949434 -0.075432585 0.047170565 [11] -0.004735928 -0.075487966 -0.165988463 -0.103073817 -0.097961408 [16] -0.012154996 0.055112175 -0.026103557 0.007055369 0.069933728 [21] 0.049186325 -0.060221831 0.014270111 -0.036754193 0.031771431 [26] -0.016680391 -0.043546424 -0.098819676 -0.079409978 -0.036708131 [31] -0.078972791 0.011914910 -0.002279305 0.018107769 0.071214897 [36] 0.081215856 0.047131826 0.051420372 0.039141604 0.092104325 [41] 0.048604084 0.097042431 0.115636267 0.143087852 0.058855690 [46] 0.097008433 0.008424254 -0.006558656 0.011458388 > (mypacf <- c(rpacf$acf)) [1] 0.276541362 0.182345889 0.008728753 0.049340790 -0.028738187 [6] 0.045599467 -0.038372796 -0.103580930 0.103330335 -0.008934944 [11] -0.101177953 -0.141658446 -0.015488543 0.009987431 0.046901717 [16] 0.093852015 -0.040168051 0.005145819 0.063747125 -0.004238539 [21] -0.097641005 0.025728911 -0.024662586 0.031765054 -0.070525622 [26] -0.067780676 -0.028624634 -0.024412810 0.013506171 -0.025727252 [31] 0.083623411 0.032166316 -0.011545018 0.065663589 0.016614681 [36] 0.020805794 0.020408035 -0.049452703 0.066477236 -0.030124253 [41] 0.053085318 0.091272965 0.091554170 -0.030539904 0.065468661 [46] -0.017255516 -0.030372672 0.013287698 > lengthx <- length(x) > sqrtn <- sqrt(lengthx) > > #Note: the /var/www/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/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/rcomp/tmp/3njiz1272903192.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/rcomp/tmp/4gs021272903192.tab") > > try(system("convert tmp/19rlq1272903192.ps tmp/19rlq1272903192.png",intern=TRUE)) character(0) > try(system("convert tmp/29rlq1272903192.ps tmp/29rlq1272903192.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.660 0.500 0.929