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Type 'q()' to quit R. > x <- c(14731798.37,16471559.62,15213975.95,17637387.4,17972385.83,16896235.55,16697955.94,19691579.52,15930700.75,17444615.98,17699369.88,15189796.81,15672722.75,17180794.3,17664893.45,17862884.98,16162288.88,17463628.82,16772112.17,19106861.48,16721314.25,18161267.85,18509941.2,17802737.97,16409869.75,17967742.04,20286602.27,19537280.81,18021889.62,20194317.23,19049596.62,20244720.94,21473302.24,19673603.19,21053177.29,20159479.84,18203628.31,21289464.94,20432335.71,17180395.07,15816786.32,15071819.75,14521120.61,15668789.39,14346884.11,13881008.13,15465943.69,14238232.92,13557713.21,16127590.29,16793894.2,16014007.43,16867867.15,16014583.21,15878594.85,18664899.14,17962530.06,17332692.2,19542066.35,17203555.19) > par7 = '0.95' > par6 = 'White Noise' > par5 = '12' > par4 = '0' > par3 = '1' > par2 = '1' > par1 = 'Default' > #'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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/13su71291399849.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2djbs1291399849.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.00000000 -0.37010445 -0.16924158 0.29905775 -0.11854026 -0.09772778 [7] 0.30694213 -0.24640091 0.05443743 0.06979689 -0.21743135 -0.13385054 [13] 0.40038985 -0.21396705 -0.09708112 0.03782944 -0.01970336 -0.06324553 > (mypacf <- c(rpacf$acf)) [1] -0.37010445 -0.35482136 0.10985960 0.01300124 -0.05344049 0.23639487 [7] -0.06708630 0.06937456 -0.06142531 -0.19544583 -0.40998851 0.11973040 [13] 0.10102220 0.02913265 -0.19044208 -0.05123266 -0.03983624 > 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/3zkrx1291399849.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/42k831291399849.tab") > > try(system("convert tmp/13su71291399849.ps tmp/13su71291399849.png",intern=TRUE)) character(0) > try(system("convert tmp/2djbs1291399849.ps tmp/2djbs1291399849.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.541 0.326 1.129