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Type 'q()' to quit R. > x <- c(1038.00,934.00,988.00,870.00,854.00,834.00,872.00,954.00,870.00,1238.00,1082.00,1053.00,934.00,787.00,1081.00,908.00,995.00,825.00,822.00,856.00,887.00,1094.00,990.00,936.00,1097.00,918.00,926.00,907.00,899.00,971.00,1087.00,1000.00,1071.00,1190.00,1116.00,1070.00,1314.00,1068.00,1185.00,1215.00,1145.00,1251.00,1363.00,1368.00,1535.00,1853.00,1866.00,2023.00,1373.00,1968.00,1424.00,1160.00,1243.00,1375.00,1539.00,1773.00,1906.00,2076.00,2004.00) > par7 = '0.95' > par6 = 'White Noise' > par5 = '12' > par4 = '0' > par3 = '0' > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/12ci51292185023.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/22ci51292185023.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.00000000 0.79818611 0.70758516 0.57518490 0.45240507 0.39433270 [7] 0.36206752 0.39670654 0.45028911 0.46777775 0.43829331 0.45252704 [13] 0.36555638 0.28661785 0.18397505 0.12031379 0.06484541 0.01752338 [19] -0.03152326 -0.03817428 -0.05631641 -0.06731276 -0.06024670 -0.08911055 [25] -0.10332862 -0.11571620 -0.17415142 -0.21352879 -0.23392051 -0.26766708 [31] -0.27443634 -0.25243001 -0.25126366 -0.21704080 -0.22351049 -0.21129722 [37] -0.22479263 -0.24547734 -0.26567908 -0.29263879 -0.27386685 -0.29850384 [43] -0.28441984 -0.26969593 -0.24896503 -0.22391653 -0.16985729 -0.12702503 [49] -0.12129301 > (mypacf <- c(rpacf$acf)) [1] 0.798186108 0.194225140 -0.100032237 -0.092026993 0.109172416 [6] 0.116422810 0.197972857 0.163754583 -0.012479498 -0.139281913 [11] 0.145494613 -0.109966279 -0.114273221 -0.141973855 -0.004883617 [16] -0.088490537 -0.085943387 -0.163375153 -0.030864450 -0.046709729 [21] 0.057366823 0.040368403 -0.047054760 -0.020368393 0.146244076 [26] -0.077118705 -0.048212963 0.044679087 0.016979135 -0.057652803 [31] 0.101153123 -0.083606962 -0.026107246 -0.052091374 0.090158934 [36] -0.138274500 -0.034986508 -0.034703966 -0.049254678 0.023765237 [41] -0.089656978 -0.079113924 0.030528422 -0.010805737 0.082154879 [46] 0.107139647 0.080070522 -0.086356658 > 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/3ymgw1292185023.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/49vfz1292185023.tab") > > try(system("convert tmp/12ci51292185023.ps tmp/12ci51292185023.png",intern=TRUE)) character(0) > try(system("convert tmp/22ci51292185023.ps tmp/22ci51292185023.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.573 0.327 1.334