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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 = '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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/rcomp/tmp/1jbrr1282210817.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/2jbrr1282210817.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.0000000000 0.0043755278 -0.2400573501 -0.2314258522 -0.1345575186 [6] 0.0004744838 0.3270977446 -0.0296697988 -0.1357926740 -0.2013175652 [11] -0.2805684538 0.0740339646 0.8139047806 0.0003065901 -0.1998892905 [16] -0.1774007565 -0.0991223246 0.0197072610 0.2508551860 -0.0898152013 [21] -0.0944469833 -0.1592608277 -0.2529711015 0.1029404165 0.6135362082 [26] -0.0277914357 -0.1623282596 -0.1050736149 -0.0485240021 0.0203750555 [31] 0.1849917636 -0.1574835228 -0.0416300228 -0.1110065969 -0.2008793658 [36] 0.1232236528 0.4374622386 -0.0479863150 -0.1384180398 -0.0324427209 [41] -0.0218868854 0.0326253955 0.1183459748 -0.2023012466 -0.0065909527 [46] -0.0778686643 -0.1256874142 0.1264525049 0.3137793198 > (mypacf <- c(rpacf$acf)) [1] 4.375528e-03 -2.400811e-01 -2.430886e-01 -2.290184e-01 -1.693893e-01 [6] 1.870569e-01 -1.302649e-01 -8.554835e-02 -2.033572e-01 -4.401572e-01 [11] -2.586984e-01 6.799599e-01 5.551553e-02 1.997469e-02 1.876856e-01 [16] 1.863913e-01 3.464552e-02 -1.427999e-01 -1.490111e-01 1.619009e-02 [21] -3.821042e-03 2.907973e-02 -4.301133e-05 -9.665670e-02 -5.035012e-02 [26] -5.188394e-02 -3.112583e-02 -1.899825e-02 -1.029095e-01 4.553978e-02 [31] -6.747593e-02 2.511543e-03 2.754305e-02 -2.783137e-03 7.185193e-02 [36] -3.159361e-02 4.232423e-02 -8.392251e-03 -7.134677e-03 -2.951976e-02 [41] -4.508015e-02 3.613695e-03 -6.150414e-02 -5.085191e-02 -4.342133e-02 [46] 3.993575e-02 1.367447e-02 -4.886362e-03 > 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/3f3p01282210817.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/48d631282210817.tab") > > try(system("convert tmp/1jbrr1282210817.ps tmp/1jbrr1282210817.png",intern=TRUE)) character(0) > try(system("convert tmp/2jbrr1282210817.ps tmp/2jbrr1282210817.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.74 0.57 1.28