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Type 'q()' to quit R. > x <- c(153.3 + ,154.5 + ,155.2 + ,156.9 + ,157 + ,157.4 + ,157.2 + ,157.5 + ,158 + ,158.5 + ,159 + ,159.3 + ,160 + ,160.8 + ,161.9 + ,162.5 + ,162.7 + ,162.8 + ,162.9 + ,163 + ,164 + ,164.7 + ,164.8 + ,164.9 + ,165 + ,165.8 + ,166.1 + ,167.2 + ,167.7 + ,168.3 + ,168.6 + ,168.9 + ,169.1 + ,169.5 + ,169.6 + ,169.7 + ,169.8 + ,170.4 + ,170.9 + ,171.9 + ,171.9 + ,172 + ,172 + ,172.4 + ,173 + ,173.7 + ,173.8 + ,173.8 + ,173.9 + ,174.6 + ,175 + ,175.9 + ,176 + ,175.1 + ,175.6 + ,175.9 + ,176.7 + ,176.1 + ,176.1 + ,176.2 + ,176.3 + ,177.8 + ,178.5 + ,179.4 + ,179.5 + ,179.6 + ,179.7 + ,179.7 + ,179.8 + ,179.9 + ,180.2 + ,180.4 + ,180.4 + ,181.3 + ,181.9 + ,182.5 + ,182.7 + ,183.1 + ,183.6 + ,183.7 + ,183.8 + ,183.9 + ,184.1 + ,184.4 + ,184.5 + ,185.9 + ,186.6 + ,187.6 + ,187.8 + ,187.9 + ,188 + ,188.3 + ,188.4 + ,188.5 + ,188.5 + ,188.6 + ,188.6 + ,189.4 + ,190 + ,191.9 + ,192.5 + ,193 + ,193.5 + ,193.9 + ,194.2 + ,194.9 + ,194.9 + ,194.9 + ,194.9 + ,195.5 + ,196 + ,196.2 + ,196.2 + ,196.2 + ,196.2 + ,197 + ,197.7 + ,198 + ,198.2 + ,198.5 + ,198.6 + ,199.5 + ,200 + ,201.3 + ,202.2 + ,202.9 + ,203.5 + ,203.5 + ,204 + ,204.1 + ,204.3 + ,204.5 + ,204.8 + ,205.1 + ,205.7 + ,206.5 + ,206.9 + ,207.1 + ,207.8 + ,208 + ,208.5 + ,208.6 + ,209 + ,209.1 + ,209.7 + ,209.8 + ,209.9 + ,210 + ,210.8 + ,211.4 + ,211.7 + ,212 + ,212.2 + ,212.4 + ,212.9 + ,213.4 + ,213.7 + ,214 + ,214.3 + ,214.8 + ,215 + ,215.9 + ,216.4 + ,216.9 + ,217.2 + ,217.5 + ,217.9 + ,218.1 + ,218.6 + ,218.9 + ,219.3 + ,220.4 + ,220.9 + ,221 + ,221.8 + ,222 + ,222.2 + ,222.5 + ,222.9 + ,223.1 + ,223.4 + ,224 + ,225.1 + ,225.5 + ,225.9 + ,226.3 + ,226.5 + ,227 + ,227.3 + ,227.8 + ,228.1 + ,228.4 + ,228.5 + ,228.8 + ,229 + ,229.1 + ,229.3 + ,229.6 + ,229.9 + ,230 + ,230.2 + ,230.8 + ,231 + ,231.7 + ,231.9 + ,233 + ,235.1 + ,236 + ,236.9 + ,237.1 + ,237.5 + ,238.2 + ,238.9 + ,239.1 + ,240 + ,240.2 + ,240.5 + ,240.7 + ,241.1 + ,241.4 + ,242.2 + ,242.9 + ,243.2 + ,243.9) > par20 = '' > par19 = '' > par18 = '' > par17 = '' > par16 = '' > par15 = '' > par14 = '' > par13 = '' > par12 = '' > par11 = '' > par10 = '' > par9 = '' > par8 = '' > par7 = '0.95' > par6 = 'MA' > par5 = '12' > par4 = '1' > par3 = '1' > par2 = '1' > par1 = '36' > ylab = '' > xlab = '' > main = '' > #'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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/1lqru1259936528.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2955z1259936528.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.000000000 0.203900239 0.172076687 -0.026951669 -0.019062691 [6] -0.047273614 -0.009296987 -0.034237298 -0.058204343 -0.040536523 [11] -0.090459513 -0.154206171 -0.541245216 -0.138251159 -0.093390192 [16] 0.027460262 0.139427057 0.102852650 0.038112931 0.053781433 [21] 0.025084428 0.035050805 0.003503287 0.091668517 0.097712140 [26] 0.077125680 -0.008300054 -0.006422228 -0.191052853 -0.055219611 [31] -0.050679326 -0.037895428 -0.008216302 -0.005940372 0.052777256 [36] -0.025433117 0.037439309 > (mypacf <- c(rpacf$acf)) [1] 0.203900239 0.136162372 -0.090388293 -0.023284306 -0.021427942 [6] 0.008455300 -0.026947479 -0.055910403 -0.012959733 -0.071521119 [11] -0.133809518 -0.521430602 0.056453843 0.080301911 -0.047070088 [16] 0.127430616 0.030943656 -0.033547654 0.007341665 -0.059730272 [21] 0.003633574 -0.047705797 -0.001077636 -0.254346797 0.073173614 [26] -0.007981379 -0.011865414 -0.048574324 0.065174674 -0.003511354 [31] -0.039929113 -0.036371165 -0.009833199 0.056552680 -0.020832617 [36] -0.082128406 > 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/3x3ga1259936528.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/4p5w31259936528.tab") > > system("convert tmp/1lqru1259936528.ps tmp/1lqru1259936528.png") > system("convert tmp/2955z1259936528.ps tmp/2955z1259936528.png") > > > proc.time() user system elapsed 0.557 0.318 1.969