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Type 'q()' to quit R. > x <- c(464,675,703,887,1139,1077,1318,1260,1120,963,996,960,530,883,894,1045,1199,1287,1565,1577,1076,918,1008,1063,544,635,804,980,1018,1064,1404,1286,1104,999,996,1015,615,722,832,977,1270,1437,1520,1708,1151,934,1159,1209,699,830,996,1124,1458,1270,1753,2258,1208,1241,1265,1828,809,997,1164,1205,1538,1513,1378,2083,1357,1536,1526,1376,779,1005,1193,1522,1539,1546,2116,2326,1596,1356,1553,1613,814,1150,1225,1691,1759,1754,2100,2062,2012,1897,1964,2186,966,1549,1538,1612,2078,2137,2907,2249,1883,1739,1828,1868,1138,1430,1809,1763,2200,2067,2503,2141,2103,1972,2181,2344,970,1199,1718,1683,2025,2051,2439,2353,2230,1852,2147,2286,1007,1665,1642,1518,1831,2207,2822,2393,2306,1785,2047,2171,1212,1335,2011,1860,1954,2152,2835,2224,2182,1992,2389,2724,891,1247,2017,2257,2255,2255,3057,3330,1896,2096,2374,2535,1041,1728,2201,2455,2204,2660,3670,2665,2639,2226,2586,2684,1185,1749,2459,2618,2585,3310,3923) > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/1j19j1272912773.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2j19j1272912773.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.000000000 -0.208239298 -0.233892960 0.050987917 0.182050318 [6] 0.008732182 -0.522238218 0.006218624 0.184775246 0.016837804 [11] -0.226164543 -0.078865061 0.686078370 -0.105038987 -0.212199503 [16] 0.064200779 0.188768152 -0.046521327 -0.468631315 0.072231417 [21] 0.093317140 0.018144455 -0.186831101 -0.061368325 0.616020260 [26] -0.092137164 -0.184869284 0.056240674 0.137511061 -0.057104685 [31] -0.351307392 0.016899007 0.070196163 0.051522888 -0.172129403 [36] -0.058620445 0.545296118 -0.088715540 -0.124934146 0.020714468 [41] 0.127343177 -0.034809197 -0.361682679 0.078176051 0.010305757 [46] 0.036588477 -0.114463186 -0.052644613 0.450309931 > (mypacf <- c(rpacf$acf)) [1] -0.208239298 -0.289824396 -0.082378537 0.122763347 0.103570125 [6] -0.486630891 -0.350313449 -0.220145626 -0.018564461 -0.127103061 [11] -0.327237449 0.398629706 0.159791519 0.061297546 0.040153248 [16] 0.046477943 -0.062407595 -0.107077139 0.076636706 -0.117644414 [21] -0.020750496 0.026382507 -0.120118216 0.158990449 0.122469402 [26] 0.054066738 -0.034112780 -0.131820239 -0.140324137 0.096317445 [31] 0.016784659 -0.033563234 0.078800641 -0.005498312 -0.130283705 [36] 0.119360880 0.008038955 0.006662758 0.002610495 -0.032028615 [41] -0.010534012 -0.048946827 0.120216609 0.008263720 -0.057898616 [46] -0.009242241 0.011081361 -0.041454099 > 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/3yapa1272912773.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/48k7v1272912773.tab") > > try(system("convert tmp/1j19j1272912773.ps tmp/1j19j1272912773.png",intern=TRUE)) character(0) > try(system("convert tmp/2j19j1272912773.ps tmp/2j19j1272912773.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.557 0.320 0.807