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Type 'q()' to quit R. > x <- c(66857.2,64722.8,68489.6,71342.9,63542.5,69425.0,58927.9,61009.0,66837.0,66147.6,65982.3,65527.5,65914.6,59189.9,66211.4,66400.8,60167.7,64547.9,57706.2,58642.6,60082.1,63414.8,66044.0,57628.5,62838.8,55758.6,61004.5,66173.4,57489.0,59552.2,57061.8,55895.3,56314.7,61232.8,60014.1,57685.4,60403.1,52349.7,55693.3,65676.1,54898.8,55518.2,53779.1,52340.9,55704.4,60330.3,52837.4,55388.1,60383.4,52070.3,54077.0,62887.8,49212.8,57722.0,53936.8,46991.0,54984.2,56485.1,51277.8,53596.4,54252.5,49413.0,53213.2,58695.3,48723.5,54510.0,49454.1,46136.6,54622.5,50583.0,53224.3,53056.4) > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/1olac1272908000.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2hcrf1272908000.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.00000000 -0.52825728 -0.12095572 0.40447322 -0.45159981 0.07762799 [7] 0.29460727 -0.09729181 -0.25618458 0.33012809 -0.17343086 -0.30863661 [13] 0.68354710 -0.40845207 -0.00408817 0.26053285 -0.41571843 0.18593444 [19] 0.12278451 -0.03110031 -0.13071584 0.10627805 -0.05690869 -0.17100716 [25] 0.38331211 -0.18634597 -0.05537731 0.16862973 -0.24899346 0.11866487 [31] 0.04123719 0.03317909 -0.08367308 -0.01503428 0.07757340 -0.19906072 [37] 0.26005664 -0.03557408 -0.14690366 0.15460079 -0.12620212 0.01705593 [43] 0.05503789 0.03618939 -0.08727064 -0.01570879 0.13067281 -0.23179126 [49] 0.21594158 > (mypacf <- c(rpacf$acf)) [1] -0.528257280 -0.554843838 0.024098240 -0.354470394 -0.479888941 [6] -0.328558081 0.317496726 -0.222849056 -0.177514499 0.032951419 [11] -0.469126881 -0.164850769 -0.097142240 0.321949043 0.058957866 [16] -0.127121301 0.185335399 0.094406278 0.053910904 0.058072360 [21] 0.004060551 -0.054433221 -0.039044133 -0.131750859 0.081489518 [26] -0.107073591 -0.070187562 0.044216423 0.130367594 0.067654906 [31] -0.048492248 0.074975068 0.011804965 0.067097284 -0.019011061 [36] 0.054835509 -0.014015264 -0.078445240 -0.115221693 0.035596538 [41] 0.038961294 -0.089874845 -0.102709426 -0.020959053 0.010255743 [46] -0.009728655 0.007850873 0.106298447 > lengthx <- length(x) > sqrtn <- sqrt(lengthx) > > #Note: the /var/www/html/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/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/rcomp/tmp/3vnsy1272908001.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/rcomp/tmp/4g59m1272908001.tab") > > try(system("convert tmp/1olac1272908000.ps tmp/1olac1272908000.png",intern=TRUE)) character(0) > try(system("convert tmp/2hcrf1272908000.ps tmp/2hcrf1272908000.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.573 0.313 0.853