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Type 'q()' to quit R. > x <- c(364,351,380,319,322,386,221,187,343,342,365,313,356,337,389,326,343,357,220,218,391,425,332,298,360,336,325,393,301,426,265,210,429,440,357,431,442,422,544,420,396,482,261,211,448,468,464,425,415,433,531,457,380,481,302,216,509,417,370) > par8 = '' > par7 = '0.95' > par6 = 'White Noise' > par5 = '12' > par4 = '1' > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/1b5o61293495158.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/24fnr1293495158.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.000000000 0.206268755 0.231700995 0.245674523 -0.072064896 [6] 0.158765327 0.117444941 -0.162382041 0.208442004 0.036423388 [11] -0.081677501 0.074790997 -0.413370560 -0.143638213 -0.086352367 [16] -0.131096427 0.019360445 -0.031698262 -0.123809701 -0.043201873 [21] -0.285879911 -0.153616795 -0.138683359 -0.258559921 -0.026530605 [26] -0.009280716 -0.007055616 0.032735181 -0.115750781 -0.024065036 [31] 0.057690247 0.007792934 0.066894212 0.022976529 0.010258574 [36] 0.120842642 0.042720368 -0.053250664 -0.017146646 -0.002508310 [41] 0.062541392 0.042375432 0.005901636 0.013736658 0.022408669 [46] 0.047757908 0.026116444 > (mypacf <- c(rpacf$acf)) [1] 0.206268755 0.197559730 0.181041475 -0.202394660 0.134702683 [6] 0.094574095 -0.228806888 0.202839906 0.054768851 -0.140745956 [11] -0.054549081 -0.382834892 0.051724080 -0.023105250 0.177243114 [16] -0.038671152 -0.016947130 -0.012880897 -0.260064706 -0.156469676 [21] 0.078773608 -0.038660858 -0.144647489 -0.129716998 0.160511260 [26] 0.001511246 -0.035349331 -0.036255596 0.110280792 0.017408587 [31] -0.064188144 -0.188321598 -0.027251383 -0.041023943 -0.038851455 [36] -0.007421318 -0.010659307 0.010309910 -0.028944634 -0.068596417 [41] 0.031923258 -0.030438939 -0.047340156 -0.134402888 0.087883039 [46] -0.030872894 > 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/3ipos1293495159.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/4th5v1293495159.tab") > > try(system("convert tmp/1b5o61293495158.ps tmp/1b5o61293495158.png",intern=TRUE)) character(0) > try(system("convert tmp/24fnr1293495158.ps tmp/24fnr1293495158.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.587 0.343 3.254