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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 = '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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/129mm1272910387.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/229mm1272910387.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.000000000 -0.315495702 -0.086029784 0.071248524 -0.085985936 [6] 0.051446523 -0.193569310 -0.008560395 -0.019607438 0.048935073 [11] -0.105943359 -0.248522392 0.794486204 -0.250211197 -0.061976373 [16] 0.071389385 -0.113798198 0.093331046 -0.193299094 -0.019852649 [21] 0.018781435 -0.010362085 -0.096649157 -0.154402341 0.644920698 [26] -0.186976996 -0.032284181 0.022990305 -0.086604216 0.107437852 [31] -0.209948038 0.018586374 0.007804750 -0.023287274 -0.050248027 [36] -0.149130203 0.514472155 -0.141644051 -0.032127667 0.021101244 [41] -0.062570687 0.073009986 -0.178444379 0.040733706 -0.012284654 [46] -0.040101391 -0.015265042 -0.157252170 0.473646539 > (mypacf <- c(rpacf$acf)) [1] -0.315495702 -0.206080020 -0.030739569 -0.100831768 -0.003301352 [6] -0.233305824 -0.184345605 -0.206715801 -0.077683820 -0.243859559 [11] -0.589306562 0.569488195 0.162780767 0.038850809 -0.028176704 [16] -0.031006763 -0.031746827 -0.056270494 0.029444680 -0.016665861 [21] -0.158258051 -0.112501229 0.058897432 0.109310689 0.073030436 [26] 0.080548911 -0.101972046 0.001863199 0.024772202 -0.007220472 [31] 0.099719871 -0.055553440 0.028596474 0.151004798 0.004142861 [36] -0.044220800 -0.075666393 -0.094215755 0.022752970 0.068417683 [41] -0.072425682 -0.004886305 -0.032712103 0.011519359 0.013093730 [46] -0.023444000 -0.105569222 0.036130246 > 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/3n92s1272910387.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/4rsjy1272910387.tab") > > try(system("convert tmp/129mm1272910387.ps tmp/129mm1272910387.png",intern=TRUE)) character(0) > try(system("convert tmp/229mm1272910387.ps tmp/229mm1272910387.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.575 0.315 0.848