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Type 'q()' to quit R. > x <- c(239,238,237,235,255,254,239,229,230,230,231,233,239,236,231,235,253,257,236,226,226,221,217,219,225,226,225,229,242,252,233,232,225,218,209,211,220,225,215,222,238,246,226,230,222,214,208,203,208,212,199,200,223,225,203,207,195,198,193,189,184,188,180,186,215,212,191,190,180,190,189,181,174,179,165,185,211,209,183,178,170,182,195,188,175,176,162,193,211,207,179,176,167,175,190,173,159,159,147,181,196,199,171,170,156,164,178,155,138,142,113,148,156,158,141,139,119,120,125,102) > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/rcomp/tmp/1b5jo1282210514.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/2b5jo1282210514.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.000000000 0.887637872 0.790244505 0.723011539 0.687825626 [6] 0.679111566 0.671038603 0.631816268 0.597716597 0.576356231 [11] 0.558027927 0.599270455 0.625572311 0.544638304 0.480197303 [16] 0.435288943 0.408150040 0.398917620 0.385489895 0.361653013 [21] 0.351098039 0.342899775 0.334143338 0.370611809 0.391003600 [26] 0.330908790 0.285973501 0.253320097 0.228097033 0.211504434 [31] 0.190247080 0.167402771 0.169775907 0.166885753 0.159271675 [36] 0.192409243 0.205941995 0.162677866 0.129143940 0.108577448 [41] 0.081280943 0.057133803 0.028541733 0.006756554 0.013614249 [46] 0.004668579 -0.005733556 0.012866108 0.010590305 > (mypacf <- c(rpacf$acf)) [1] 0.887637872 0.011049149 0.091965366 0.129883675 0.145599469 [6] 0.064952232 -0.083170923 0.040875532 0.052940760 0.002916799 [11] 0.290123178 0.034815387 -0.437148789 0.047932691 0.053226062 [16] -0.066760438 -0.050944328 0.023028817 0.077977720 0.017681546 [21] 0.059766705 0.026683400 0.016784402 0.068534210 -0.173252871 [26] -0.017349429 0.022429899 -0.086697747 -0.059672433 -0.002786510 [31] 0.019879540 0.051759697 0.010000537 0.012980221 0.033285563 [36] 0.029178724 -0.047303690 -0.058516841 0.044898515 -0.101672220 [41] -0.087434861 0.023903268 -0.019657951 -0.003038447 -0.034077381 [46] 0.020768227 -0.017115001 -0.049516691 > 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/3pxhx1282210514.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/4sfx21282210514.tab") > > try(system("convert tmp/1b5jo1282210514.ps tmp/1b5jo1282210514.png",intern=TRUE)) character(0) > try(system("convert tmp/2b5jo1282210514.ps tmp/2b5jo1282210514.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.820 0.480 1.284