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Type 'q()' to quit R. > x <- c(112,118,129,99,116,168,118,129,205,147,150,267,126,129,124,97,102,127,222,214,118,141,154,226,89,77,82,97,127,121,117,117,106,112,134,169,75,108,115,85,101,108,109,124,105,95,135,164,88,85,112,87,91,87,87,142,95,108,139,159,61,82,124,93,108,75,87,103,90,108,123,129,57,65,67,71,76,67,110,118,99,85,107,141,58,65,70,86,93,74,87,73,101,100,96,157,63,115,70,66,67,83,79,77,102,116,100,135,71,60,89,74,73,91,86,74,87,87,109,137,43,69,73,77,69,76,78,70,83,65,110,132,54,55,66,65,60,65,96,55,71,63,74,106,34,47,56,53,53,55,67,52,46,51,58,91,33,40,46,45,41,55,57,54,46,52,48,77,30,35,42,48,44,45) > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/rcomp/tmp/11se91273093689.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/21se91273093689.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.000000000 -0.365346139 -0.205887026 0.120999262 -0.030313086 [6] 0.040937228 -0.107643245 0.023913076 -0.005673428 0.044126171 [11] -0.064559977 -0.203268089 0.553762341 -0.234411609 -0.097201950 [16] 0.061694308 -0.023023920 0.045797576 -0.063598689 -0.010406220 [21] -0.004701994 0.067056372 -0.123280057 -0.160167537 0.497678978 [26] -0.213417657 -0.085560505 0.076905088 -0.014785019 0.032798746 [31] -0.059436346 -0.027232107 -0.004870274 0.088113711 -0.135784451 [36] -0.117481773 0.436996428 -0.189269805 -0.089495179 0.059463412 [41] 0.030201881 0.006788336 -0.078741651 0.009826798 -0.012437981 [46] 0.048667181 -0.066594291 -0.127598898 0.379885107 > (mypacf <- c(rpacf$acf)) [1] -0.365346139 -0.391640084 -0.172794215 -0.172059403 -0.040936169 [6] -0.173649371 -0.129170274 -0.189260393 -0.090986035 -0.190157686 [11] -0.511590536 0.188588533 -0.024793820 0.127892655 -0.007554159 [16] 0.042304495 0.007629510 0.088889757 0.036503944 0.033746764 [21] 0.116011009 -0.117674949 -0.264834533 -0.015876798 -0.080008669 [26] -0.043516955 -0.028033695 -0.008230248 -0.019873931 -0.000209114 [31] -0.043204663 -0.046250731 0.060004154 -0.048539365 -0.084710381 [36] 0.037828163 0.027302432 -0.010185830 -0.034545205 0.051886093 [41] 0.011620762 -0.019289088 0.008903031 -0.020349766 -0.074746586 [46] 0.015243679 -0.091378195 0.026218266 > lengthx <- length(x) > sqrtn <- sqrt(lengthx) > > #Note: the /var/www/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/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/rcomp/tmp/3x2th1273093689.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/rcomp/tmp/48bt21273093689.tab") > > try(system("convert tmp/11se91273093689.ps tmp/11se91273093689.png",intern=TRUE)) character(0) > try(system("convert tmp/21se91273093689.ps tmp/21se91273093689.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.660 0.440 0.879