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Type 'q()' to quit R. > x <- c(31.514,27.071,29.462,26.105,22.397,23.843,21.705,18.089,20.764,25.316,17.704,15.548,28.029,29.383,36.438,32.034,22.679,24.319,18.004,17.537,20.366,22.782,19.169,13.807,29.743,25.591,29.096,26.482,22.405,27.044,17.970,18.730,19.684,19.785,18.479,10.698,31.956,29.506,34.506,27.165,26.736,23.691,18.157,17.328,18.205,20.995,17.382,9.367,31.124,26.551,30.651,25.859,25.100,25.778,20.418,18.688,20.424,24.776,19.814,12.738,31.566,30.111,30.019,31.934,25.826,26.835,20.205,17.789,20.520,22.518,15.572,11.509,25.447,24.090,27.786,26.195,20.516,22.759,19.028,16.971,20.036,22.485,18.730,14.538,27.561,25.985,34.670,32.066,27.186,29.586,21.359,21.553,19.573,24.256) > par7 = '0.95' > par6 = 'White Noise' > par5 = '12' > par4 = '1' > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/1amv51291826947.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2amv51291826947.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.000000000 -0.370752301 0.168271586 -0.161981676 -0.110398797 [6] 0.025929308 -0.008736743 -0.028594491 0.139598143 0.078482722 [11] -0.063258213 -0.065504207 -0.152152783 -0.148288856 0.050398981 [16] 0.133705234 -0.011602473 0.043281410 -0.006553536 -0.094668174 [21] -0.046259992 0.110962601 -0.277767436 0.422106671 -0.190465918 [26] 0.181992997 0.002895595 -0.075229645 -0.048022644 0.059314955 [31] -0.042237682 0.021120750 0.054224464 -0.101075710 0.114587993 [36] -0.034049556 -0.112620085 0.015598252 -0.061451877 0.027432723 [41] 0.030096205 -0.017587673 0.019932530 0.003016176 0.097374945 [46] -0.157563008 0.147111744 -0.102252578 -0.033411981 > (mypacf <- c(rpacf$acf)) [1] -0.370752301 0.035724975 -0.102825576 -0.241292660 -0.092027725 [6] -0.023312749 -0.112040642 0.068328750 0.201402502 -0.002031953 [11] -0.117613086 -0.154050556 -0.299500139 -0.227169178 0.064572286 [16] -0.046481546 -0.165075202 -0.013856915 -0.073179189 -0.196305520 [21] 0.199882408 -0.237505570 0.039437913 -0.043488423 -0.084160608 [26] 0.005421356 0.109449951 -0.043283531 0.006354864 0.064422741 [31] -0.117594562 -0.084635442 -0.072939367 0.015888754 0.014581157 [36] -0.051901139 0.004551295 -0.132855136 -0.013711422 0.029922956 [41] -0.118234111 0.004058436 0.062776038 -0.046469323 0.028100572 [46] 0.080018141 0.048800445 -0.184525455 > 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/36wse1291826947.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/4h5rh1291826947.tab") > try(system("convert tmp/1amv51291826947.ps tmp/1amv51291826947.png",intern=TRUE)) character(0) > try(system("convert tmp/2amv51291826947.ps tmp/2amv51291826947.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.581 0.326 1.293