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Type 'q()' to quit R. > x <- c(41086,39690,43129,37863,35953,29133,24693,22205,21725,27192,21790,13253,37702,30364,32609,30212,29965,28352,25814,22414,20506,28806,22228,13971,36845,35338,35022,34777,26887,23970,22780,17351,21382,24561,17409,11514,31514,27071,29462,26105,22397,23843,21705,18089,20764,25316,17704,15548,28029,29383,36438,32034,22679,24319,18004,17537,20366,22782,19169,13807,29743,25591,29096,26482,22405,27044,17970,18730,19684,19785,18479,10698,31956,29506,34506,27165,26736,23691,18157,17328,18205,20995,17382,9367,31124,26551,30651,25859,25100,25778,20418,18688,20424,24776,19814,12738,31566,30111,30019,31934,25826,26835,20205,17789,20520,22518,15572,11509,25447,24090,27786,26195,20516,22759,19028,16971,20036,22485,18730,14538) > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/freestat/rcomp/tmp/1b5gu1272910300.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/2b5gu1272910300.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.000000000 0.470067987 0.263449015 0.137393310 -0.048317827 [6] -0.149292534 -0.277304050 -0.193610965 -0.097984727 0.028696963 [11] 0.093056339 0.272220826 0.726290217 0.293245826 0.136822592 [16] 0.046741905 -0.110833237 -0.160419428 -0.293746867 -0.216267828 [21] -0.110613444 -0.006653787 0.078808389 0.280276433 0.662857165 [26] 0.302562012 0.143736308 0.025995365 -0.122311289 -0.164518851 [31] -0.301615619 -0.217791823 -0.137045637 -0.075043479 0.008805891 [36] 0.156957362 0.479321176 0.191530957 0.071023842 -0.019208505 [41] -0.125755642 -0.161177888 -0.272440915 -0.190946974 -0.133449856 [46] -0.071292569 0.029728891 0.160204080 0.457571385 > (mypacf <- c(rpacf$acf)) [1] 0.470067987 0.054535474 -0.006858854 -0.156276896 -0.105640995 [6] -0.188293405 0.054635534 0.055218988 0.120015922 0.013281255 [11] 0.214315712 0.673896253 -0.565816425 -0.140631206 0.055179382 [16] 0.033730857 0.024152446 -0.041502683 0.012037123 -0.004244182 [21] 0.052110771 0.225232878 0.145915621 -0.096454572 -0.046033857 [26] -0.074443750 -0.093462945 0.071995087 0.001054426 0.011561226 [31] 0.025061966 -0.118794642 -0.025538654 0.025528644 -0.205653661 [36] 0.014927947 0.006701595 0.057594844 0.058896159 -0.027087187 [41] -0.056222901 0.066586140 -0.063518871 0.020787651 0.078096548 [46] -0.066364093 0.043375373 0.063401367 > 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/3pwdk1272910300.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/4h6v51272910300.tab") > > try(system("convert tmp/1b5gu1272910300.ps tmp/1b5gu1272910300.png",intern=TRUE)) character(0) > try(system("convert tmp/2b5gu1272910300.ps tmp/2b5gu1272910300.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.802 0.415 0.930