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Type 'q()' to quit R. > x <- c(8.9,8.9,8.6,8.3,8.3,8.3,8.4,8.5,8.4,8.6,8.5,8.5,8.4,8.5,8.5,8.5,8.5,8.5,8.5,8.5,8.5,8.6,8.4,8.1,8.0,8.0,8.0,8.0,7.9,7.8,7.8,7.9,8.1,8.0,7.6,7.3,7.0,6.8,7.0,7.1,7.2,7.1,6.9,6.7,6.7,6.6,6.9,7.3,7.5,7.3,7.1,6.9,7.1,7.5,7.7,7.8,7.8,7.7,7.8,7.8,7.9) > par7 = '0.95' > par6 = 'MA' > par5 = '12' > par4 = '0' > par3 = '2' > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/1xlsh1259774640.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2bqzs1259774640.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.000000000 -0.048929535 -0.113893522 -0.324267074 -0.297330749 [6] -0.054066772 0.281005892 0.064401810 0.248659007 -0.048575457 [11] -0.178227001 -0.145884776 0.059354646 -0.146346009 0.199721707 [16] 0.167651252 -0.032460252 -0.032278554 -0.151209922 -0.151303100 [21] 0.151334160 0.091592823 0.048160814 0.059520815 -0.210592522 [26] -0.048417054 0.130067741 0.075640679 -0.038159664 0.005269239 [31] -0.248626395 0.124562450 0.037791610 0.064453058 0.069949031 [36] 0.015888472 -0.221789460 > (mypacf <- c(rpacf$acf)) [1] -0.0489295354 -0.1165666936 -0.3416419548 -0.4142675840 -0.3470551517 [6] -0.0855381541 -0.3211848463 -0.0446943377 -0.0492503733 -0.1086530670 [11] -0.0976873283 0.1155392416 -0.2199670896 -0.0918983948 0.1581379674 [16] -0.0487946188 -0.0285955273 -0.0365044470 -0.0517292569 -0.0299255413 [21] 0.0570670961 -0.0113977643 -0.0157783305 -0.1814826926 0.0006337739 [26] 0.1044975468 0.1177601740 0.0055605984 0.0503391950 -0.1924085978 [31] 0.0478593744 -0.0649790341 -0.0853826532 -0.0291489837 -0.0093133596 [36] -0.1401934164 > 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/3v4s41259774640.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/40ss81259774641.tab") > > system("convert tmp/1xlsh1259774640.ps tmp/1xlsh1259774640.png") > system("convert tmp/2bqzs1259774640.ps tmp/2bqzs1259774640.png") > > > proc.time() user system elapsed 0.550 0.336 2.175