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Type 'q()' to quit R. > x <- c(2953,2635,2404,2413,2136,1565,1451,2037,2477,2785,2994,2681,3098,2708,2517,2445,2087,1801,1216,2173,2286,3121,3458,3511,3524,2767,2744,2603,2527,1846,1066,2327,3066,3048,3806,4042,3583,3438,2957,2885,2744,1837,1447,2504,3248,3098,4318,3561,3316,3379,2717,2354,2445,1542,1606,2590,3588,3202,4704,4005,3810,3488,2781,2944,2817,1960,1937,2903,3357,3552,4581,3905,4581,4037,3345,3175,2808,2050,1719,3143,3756,4776,4540,4309,4563,3506,3665,3361,3094,2440,1633,2935,4159,4159,4894,4921,4577,4155,3851,3429,3370,2726) > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/freestat/rcomp/tmp/1xatr1273074870.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/2xatr1273074870.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.000000000 0.771352527 0.506744155 0.224729232 -0.080215947 [6] -0.266698007 -0.340833464 -0.292765513 -0.116497147 0.140415749 [11] 0.374146592 0.630359897 0.776390225 0.611347729 0.393455904 [16] 0.128118622 -0.128530608 -0.306087089 -0.369067086 -0.325612968 [21] -0.162460834 0.068416289 0.275534723 0.494472707 0.587386480 [26] 0.458010498 0.245210811 0.029056133 -0.173654619 -0.321020791 [31] -0.371062974 -0.335765409 -0.192911425 -0.008634444 0.174432897 [36] 0.355977508 0.435403336 0.339607745 0.151096247 -0.026387590 [41] -0.189760455 -0.304725327 -0.341623190 -0.305614616 -0.187422351 [46] -0.041738635 0.118299067 0.237489136 0.302797774 > (mypacf <- c(rpacf$acf)) [1] 0.771352527 -0.217869721 -0.215804675 -0.289888309 0.018192322 [6] 0.032827294 0.118926498 0.190709066 0.254998147 0.127623581 [11] 0.403301830 0.274385775 -0.442621560 -0.113856883 0.013626069 [16] 0.126545647 -0.097156942 0.033734148 -0.043002533 -0.006998345 [21] 0.043564384 -0.025276974 -0.084167671 -0.039053589 -0.015898581 [26] -0.129399072 0.139514558 0.096787244 -0.020673238 -0.123910045 [31] -0.016131989 -0.034872132 -0.072508047 0.033670258 0.004032005 [36] 0.045439303 0.034629699 -0.019709458 -0.069081112 0.039505929 [41] 0.026626355 -0.017738166 -0.030835478 0.011465374 -0.023484618 [46] 0.046574981 -0.132854068 0.002804979 > 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/34ucd1273074871.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/4fmtg1273074871.tab") > > try(system("convert tmp/1xatr1273074870.ps tmp/1xatr1273074870.png",intern=TRUE)) character(0) > try(system("convert tmp/2xatr1273074870.ps tmp/2xatr1273074870.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.793 0.428 0.876