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Type 'q()' to quit R. > x <- c(152,151,150,148,146,145,146,148,149,149,150,152,154,164,167,162,164,172,169,174,181,181,172,181,183,200,199,190,197,194,190,195,204,197,185,193,192,211,210,197,191,182,170,166,175,163,153,171,165,184,179,163,163,148,132,127,130,118,113,137,133,155,151,132,134,118,102,98,91,77,74,102,98,113,114,96,102,90,72,67,62,48,43,75) > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/1lqbg1282229201.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2lqbg1282229201.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.000000000 -0.009345943 -0.021370948 0.192498240 -0.232204676 [6] -0.135012172 -0.077175670 -0.089125227 -0.276711301 0.100066620 [11] 0.048300698 -0.007171154 0.780170840 -0.032020408 -0.047820397 [16] 0.183751063 -0.188397473 -0.108110556 -0.070668176 -0.105233112 [21] -0.232516624 0.018372219 0.043760736 -0.015955416 0.534271014 [26] -0.099052217 -0.080296778 0.166331141 -0.137454628 -0.086341997 [31] -0.040416133 -0.094821476 -0.167549303 -0.003937791 0.030441889 [36] -0.008820037 0.312319065 -0.132955726 -0.082821368 0.123973560 [41] -0.082111471 -0.065744809 -0.007219040 -0.064619305 -0.124125736 [46] -0.004046750 0.038233287 -0.009655348 0.145269352 > (mypacf <- c(rpacf$acf)) [1] -0.009345943 -0.021460169 0.192198952 -0.238728806 -0.131201487 [6] -0.132413989 -0.004079712 -0.323016784 0.091966199 -0.036010925 [11] 0.081668468 0.738391837 -0.126283400 -0.003967783 -0.134989451 [16] 0.059458724 0.088191305 0.011494331 -0.129669503 0.145163659 [21] -0.128789375 -0.065720933 -0.093151750 -0.170871358 -0.108213263 [26] -0.079626233 -0.053556297 0.101576559 -0.070235615 -0.015969276 [31] 0.009173508 0.042286695 0.042099355 -0.035249494 0.035823701 [36] -0.055417674 0.051879282 -0.030993499 -0.031929791 0.022639134 [41] -0.018444351 -0.031189255 0.013035450 -0.130294748 -0.020067057 [46] 0.015565130 -0.057449062 -0.020323495 > 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/36qrm1282229201.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/4srqa1282229201.tab") > > try(system("convert tmp/1lqbg1282229201.ps tmp/1lqbg1282229201.png",intern=TRUE)) character(0) > try(system("convert tmp/2lqbg1282229201.ps tmp/2lqbg1282229201.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.580 0.318 0.773