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Type 'q()' to quit R. > x <- c(1775,2197,2920,4240,5415,6136,6719,6234,7152,3646,2165,2803,1615,2350,3350,3536,5834,6767,5993,7276,5641,3477,2247,2466,1567,2237,2598,3729,5715,5776,5852,6878,5488,3583,2054,2282,1552,2261,2446,3519,5161,5085,5711,6057,5224,3363,1899,2115,1491,2061,2419,3430,4778,4862,6176,5664,5529,3418,1941,2402,1579,2146,2462,3695,4831,5134,6250,5760,6249,2917,1741,2359,1511,2059,2635,2867,4403,5720,4502,5749,5627,2846,1762,2429,1169,2154,2249,2687,4359,5382,4459,6398,4596,3024,1887,2070,1351,2218,2461,3028,4784,4975,4607,6249,4809,3157,1910,2228,1594,2467,2222,3607,4685,4962,5770,5480,5000,3228,1993,2288,1588,2105,2191,3591,4668,4885,5822,5599,5340,3082,2010,2301) > par8 = '' > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/1oi601293614315.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2oi601293614315.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.0000000000 0.7570339241 0.4188464941 0.0219978579 -0.4121410156 [6] -0.7034330488 -0.7991305424 -0.7008941211 -0.3757550423 0.0416993852 [11] 0.3869442004 0.7121219534 0.8702321446 0.6720751865 0.3772044085 [16] 0.0014776572 -0.3793786508 -0.6367542983 -0.7303188369 -0.6340519232 [21] -0.3359786574 0.0149347394 0.3294537072 0.6364120112 0.7510061686 [26] 0.6027739309 0.3244221329 -0.0120649996 -0.3363512016 -0.5668605653 [31] -0.6610283870 -0.5633649271 -0.3070840356 -0.0004366345 0.2960236361 [36] 0.5534299519 0.6536144187 0.5404769579 0.2740107436 -0.0143616840 [41] -0.2977802989 -0.5080231894 -0.5895189858 -0.4920954132 -0.2803989319 [46] -0.0029666082 0.2664539375 0.4726192794 0.5825793359 > (mypacf <- c(rpacf$acf)) [1] 0.757033924 -0.361335205 -0.366720096 -0.501885031 -0.270245884 [6] -0.182532370 -0.122052334 0.156496856 0.165915309 -0.070244480 [11] 0.327517887 0.414135607 -0.306580994 0.020781385 0.161908445 [16] 0.163586518 -0.048511379 0.051857551 0.074939724 -0.118002625 [21] -0.136289892 0.077984045 0.122853942 -0.085598910 -0.053017113 [26] -0.126371797 0.047203010 0.034813506 0.010461755 -0.035798426 [31] 0.028314141 -0.110161707 0.008571609 0.092396677 -0.038259010 [36] -0.020083613 0.029329241 -0.092386674 0.013111400 0.035782362 [41] 0.039179547 -0.064192176 0.030799153 -0.041894629 -0.010433424 [46] 0.048371974 -0.056330006 0.069641304 > 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/32amr1293614315.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/4d1mc1293614315.tab") > try(system("convert tmp/1oi601293614315.ps tmp/1oi601293614315.png",intern=TRUE)) character(0) > try(system("convert tmp/2oi601293614315.ps tmp/2oi601293614315.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.569 0.337 1.280