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Type 'q()' to quit R. > x <- c(668,667,666,664,684,683,668,658,659,659,660,662,659,655,655,655,674,674,665,644,638,648,641,637,651,649,652,650,661,666,652,624,613,623,615,613,621,612,611,609,631,632,624,596,584,587,581,574,593,582,571,572,594,588,571,546,535,537,527,515,545,538,520,523,541,529,504,473,455,458,450,442,469,455,439,443,461,451,425,393,366,359,351,343,366,355,344,351,367,364,353,313,278,274,261,255,274,262,265,274,291,289,277,238,203,198,190,187,201,181,181,196,207,202,186,154,120,107,99,100) > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/1pjyh1282226931.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2pjyh1282226931.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.00000000 0.29671119 -0.13555975 -0.11543024 -0.11396996 -0.16936791 [7] -0.09055451 -0.14939302 -0.09032136 -0.13656686 -0.15068936 0.25882343 [13] 0.84906643 0.26904764 -0.09583400 -0.09420995 -0.09613099 -0.15049014 [19] -0.08860202 -0.12186669 -0.08371110 -0.15734997 -0.14202192 0.21402655 [25] 0.69325207 0.21877140 -0.06951059 -0.07774142 -0.09091874 -0.13029027 [31] -0.05916049 -0.07191596 -0.06687757 -0.18692703 -0.14118689 0.17036074 [37] 0.55540590 0.18233809 -0.03636667 -0.05921127 -0.10166994 -0.13363056 [43] -0.04666026 -0.04683871 -0.04462733 -0.17222388 -0.12047426 0.13618005 [49] 0.41865199 > (mypacf <- c(rpacf$acf)) [1] 0.2967111859 -0.2451825476 0.0086357134 -0.1252052391 -0.1357548548 [6] -0.0352158091 -0.2153060844 -0.0345015727 -0.2543325133 -0.1771206767 [11] 0.2851928818 0.7752091125 -0.1664138394 0.1017713513 -0.0397428991 [16] 0.1347345447 0.0434396022 -0.0067304637 0.0445769428 -0.0603019147 [21] 0.0270814549 0.0545543282 -0.0636868170 -0.0702376494 -0.0873426892 [26] 0.0216734308 -0.0357468230 -0.0638651552 -0.0005903381 0.0449840009 [31] 0.0706742439 0.0038960649 -0.0881614171 0.0148955415 -0.0182991273 [36] 0.0163291246 0.0175799191 0.0090019041 0.0073735284 -0.0682984521 [41] -0.0264425529 -0.0479947796 -0.0799725674 0.0395727607 0.0536074244 [46] 0.0194232816 -0.0236340421 -0.1046499755 > 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/3qd3w1282226931.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/4bwj21282226931.tab") > > try(system("convert tmp/1pjyh1282226931.ps tmp/1pjyh1282226931.png",intern=TRUE)) character(0) > try(system("convert tmp/2pjyh1282226931.ps tmp/2pjyh1282226931.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.564 0.321 1.091