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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 = '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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/1hp491273094482.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2hp491273094482.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.00000000 0.56592692 0.44450912 0.49951175 0.45172052 0.42727234 [7] 0.36277485 0.40288697 0.41619968 0.42932942 0.40758400 0.44232728 [13] 0.64311318 0.37871384 0.31244529 0.33053415 0.29777628 0.28319231 [19] 0.22605283 0.22703323 0.23118411 0.24498159 0.19849997 0.25775998 [25] 0.45166744 0.22640546 0.18466811 0.21589979 0.18054422 0.15387965 [31] 0.09697099 0.10460777 0.12960952 0.15747812 0.11072314 0.17574055 [37] 0.34642003 0.14335769 0.09921955 0.13216493 0.11643036 0.07149526 [43] 0.01993656 0.05026996 0.06696700 0.08732282 0.06994542 0.10424227 [49] 0.24719467 > (mypacf <- c(rpacf$acf)) [1] 0.565926923 0.182773211 0.289936740 0.102111767 0.110414927 [6] -0.021851793 0.132532137 0.083364405 0.140325989 0.038187524 [11] 0.135903705 0.411444307 -0.289577138 -0.054329471 -0.167358943 [16] -0.021983040 -0.056037141 -0.021008702 -0.099849768 -0.046165390 [21] -0.019961191 -0.099826034 0.121104389 0.241174173 -0.038752703 [26] 0.032320409 -0.006274574 -0.020642762 -0.039657946 -0.021053607 [31] -0.016995261 0.036163441 0.036853297 -0.058497781 0.037489108 [36] 0.088663087 -0.054956472 -0.036415708 -0.010550409 0.015235598 [41] -0.076684756 -0.027672728 0.011214488 -0.011364410 0.009055621 [46] 0.060480180 -0.033379932 0.059389681 > 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/3vh3j1273094482.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/4o8kl1273094482.tab") > > try(system("convert tmp/1hp491273094482.ps tmp/1hp491273094482.png",intern=TRUE)) character(0) > try(system("convert tmp/2hp491273094482.ps tmp/2hp491273094482.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.582 0.327 2.329