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Type 'q()' to quit R. > x <- c(132.1,125,127.1,101.5,85.7,79.3,70.9,77.1,83.9,96.2,111.7,127.2,143.6,134.9,135.6,105.3,86.4,74.6,67.6,73.4,78.5,98.2,118.6,136.9,137.9,115.6,119.3,98.5,84.3,73.5,60.7,69.5,77.9,113.9,126.3,135.1,130.5,113.1,110,90.8,85.4,72.5,64.7,67.2,77.9,105.2,107.2,120.7,121.3,107.9,105.6,81.3,71.7,64.8,57.3,61.9,70.1,88.8,106.8,110.7,114.1,108,111.5,86.8,78.4,68,57.3,65.3,73.3,88.6,101.3,122.9,126.6,114.1,124.7,93.3,77.2,66.5,57.9,63.7,65.8,85,101,105.3,121,117.9,106,86.6,79.9,65.2,61.2,67.6,78.9,95.5,113.1,124.4,122,110.3,114,93.3,75.5,65.4,59.2,63.8,74.2,91.7,107,120.7,127.4,119.7,112.7,84.4,75.6,66.5,59.9,64.8,74.3,100.4,105.9,131.1) > par7 = '0.95' > par6 = 'White Noise' > par5 = '12' > par4 = '1' > par3 = '0' > par2 = '1' > par1 = '36' > #'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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/1gd3y1290438121.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2gd3y1290438121.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.000000000 0.529416377 0.241611406 0.224703670 0.110260160 [6] 0.046482401 0.060302518 0.060402346 -0.041743898 -0.032674262 [11] 0.113217042 -0.014294570 -0.310765646 -0.162817178 -0.112621321 [16] -0.260876032 -0.135713581 -0.075517560 -0.048716546 0.022312737 [21] 0.168768995 0.230128805 0.054434876 0.004324396 0.035942864 [26] -0.045156833 -0.003238669 0.157149381 0.077933287 0.107585373 [31] 0.141421739 0.105731809 0.039019999 -0.097664467 -0.035223135 [36] -0.069616125 -0.158967265 > (mypacf <- c(rpacf$acf)) [1] 0.52941638 -0.05372976 0.16493398 -0.09911069 0.02493558 0.02176041 [7] 0.02707330 -0.12211762 0.04906832 0.15774678 -0.18720442 -0.35798226 [13] 0.22011227 -0.07002119 -0.19603294 0.11792009 -0.02349870 0.12517738 [19] 0.05685640 0.08913381 0.14389620 -0.05079205 -0.14905618 -0.11856870 [25] 0.11650789 0.02633188 -0.01294823 -0.03267928 0.17983121 -0.06066501 [31] -0.02489008 0.03376818 -0.01976376 0.08228660 -0.13618525 -0.14768592 > 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/3um171290438121.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/4g5hv1290438121.tab") > > try(system("convert tmp/1gd3y1290438121.ps tmp/1gd3y1290438121.png",intern=TRUE)) character(0) > try(system("convert tmp/2gd3y1290438121.ps tmp/2gd3y1290438121.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.530 0.313 1.198