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Type 'q()' to quit R. > x <- c(8.00,8.10,7.70,7.50,7.60,7.80,7.80,7.80,7.50,7.50,7.10,7.50,7.50,7.60,7.70,7.70,7.90,8.10,8.20,8.20,8.20,7.90,7.30,6.90,6.60,6.70,6.90,7.00,7.10,7.20,7.10,6.90,7.00,6.80,6.40,6.70,6.60,6.40,6.30,6.20,6.50,6.80,6.80,6.40,6.10,5.80,6.10,7.20,7.30,6.90,6.10,5.80,6.20,7.10,7.70,7.90,7.70,7.40,7.50,8.00) > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/1hsrx1259864719.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/22l4c1259864719.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.0000000000 0.0008606529 -0.1692953031 -0.4020082950 -0.3202478429 [6] 0.0629362267 0.3881717655 0.2335295895 -0.0712312214 -0.1690655858 [11] -0.2441311969 -0.0477969174 0.3351133796 -0.0373148888 0.0226806427 [16] 0.0241800983 -0.0815936711 -0.0648542082 0.0088755814 0.0075460536 [21] 0.0010148467 0.1224723238 -0.0095836139 -0.0797213184 0.0697978488 [26] -0.1901555154 0.0451001001 0.0818705905 0.0689057278 0.0236356999 [31] -0.0586848846 -0.0173971465 -0.1036874335 -0.0060481714 0.0224635127 [36] 0.0939118641 0.1322793613 > (mypacf <- c(rpacf$acf)) [1] 0.0008606529 -0.1692961692 -0.4135452148 -0.4672302123 -0.3109451922 [6] -0.0224159745 -0.0526812560 -0.1931476113 -0.0521020585 -0.0701011191 [11] -0.1235053409 0.1963533191 -0.2248966387 -0.1469781469 0.1794011569 [16] 0.1589164811 -0.0320559713 -0.0828119362 0.0880648810 0.0813258673 [21] 0.0580585585 0.0233751574 -0.0809778481 0.1601608868 0.0386718446 [26] -0.0237800656 -0.1253929358 0.0195780447 0.1617063777 -0.0616685998 [31] 0.0315629857 0.0052819112 -0.1225560619 -0.0396819730 0.0196762405 [36] -0.0311080342 > 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/33go01259864720.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/4joto1259864720.tab") > system("convert tmp/1hsrx1259864719.ps tmp/1hsrx1259864719.png") > system("convert tmp/22l4c1259864719.ps tmp/22l4c1259864719.png") > > > proc.time() user system elapsed 0.547 0.316 1.284