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Type 'q()' to quit R. > x <- c(695,638,762,635,721,854,418,367,824,687,601,676,740,691,683,594,729,731,386,331,707,715,657,653,642,643,718,654,632,731,392,344,792,852,649,629,685,617,715,715,629,916,531,357,917,828,708,858) > par8 = '' > par7 = '0.95' > par6 = 'White Noise' > par5 = '12' > par4 = '1' > par3 = '0' > par2 = '1' > par1 = '48' > 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/18y1h1324649673.ps",horizontal=F,onefile=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/2188k1324649673.ps",horizontal=F,onefile=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$acf)) [1] 1.000000000 0.221429745 0.039196285 0.329597639 0.002711248 [6] 0.221107457 0.270696022 -0.050656348 0.115687410 0.094394583 [11] 0.080502567 0.159728176 -0.092560139 -0.169437709 0.135786393 [16] 0.035995904 -0.190588003 -0.064352664 -0.148909622 -0.187576627 [21] 0.112064498 -0.057504754 -0.202523172 -0.148336218 -0.233815637 [26] -0.066322033 -0.061256629 -0.296743578 -0.064507719 -0.056173194 [31] -0.155205982 0.015448144 -0.065708481 -0.089092254 0.039953958 [36] 0.026970735 > (mypacf <- c(rpacf$acf)) [1] 0.221429745 -0.010341923 0.339814729 -0.171264028 0.338992626 [6] -0.007360622 -0.023681342 -0.002406735 -0.013884569 0.140709765 [11] -0.048752615 -0.128276502 -0.207329899 0.219295105 -0.053433929 [16] -0.217929325 -0.054043505 -0.044012230 -0.033425924 0.099875618 [21] -0.016767913 -0.034053812 -0.169863189 -0.084331615 -0.010708264 [26] 0.001166307 -0.090088117 0.058996476 -0.035599683 0.018243956 [31] -0.028403418 0.074954378 0.142355086 -0.057390773 0.013537417 > 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/3mkhx1324649673.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/4qiyg1324649673.tab") > > try(system("convert tmp/18y1h1324649673.ps tmp/18y1h1324649673.png",intern=TRUE)) character(0) > try(system("convert tmp/2188k1324649673.ps tmp/2188k1324649673.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.110 0.090 1.194