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Type 'q()' to quit R. > x <- c(1.43,1.43,1.43,1.43,1.43,1.43,1.44,1.48,1.48,1.48,1.48,1.48,1.48,1.48,1.48,1.48,1.48,1.48,1.48,1.48,1.48,1.48,1.48,1.48,1.48,1.48,1.48,1.48,1.48,1.48,1.48,1.48,1.48,1.48,1.48,1.48,1.48,1.57,1.58,1.58,1.58,1.58,1.59,1.6,1.6,1.61,1.61,1.61,1.62,1.63,1.63,1.64,1.64,1.64,1.64,1.64,1.65,1.65,1.65,1.65) > par7 = '0.95' > par6 = 'MA' > par5 = '12' > par4 = '0' > par3 = '1' > par2 = '1' > par1 = '60' > #'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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/1gd231259940662.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2quxz1259940662.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.000000e+00 6.807567e-02 -6.627501e-02 -5.747143e-02 -6.530564e-02 [6] 3.552566e-02 3.791675e-02 -4.028141e-02 4.009929e-02 -5.976265e-02 [11] -6.118438e-02 4.345974e-02 2.540023e-02 -4.759863e-02 3.278207e-02 [16] -6.707987e-02 -6.850160e-02 -6.611051e-02 -5.349411e-02 2.688658e-02 [21] -6.656288e-02 -6.798461e-02 -6.559351e-02 -3.269982e-02 -3.412155e-02 [26] -3.554328e-02 -3.696501e-02 -3.838675e-02 -3.980848e-02 -4.123021e-02 [31] 3.254590e-01 8.885527e-02 -3.527010e-02 -4.691713e-02 -4.833887e-02 [36] -8.859384e-03 -5.581177e-05 -8.063332e-03 2.500367e-02 -7.093969e-03 [41] -1.874100e-02 2.073848e-02 3.335487e-02 -5.155245e-03 2.409893e-02 [46] -4.185883e-03 -1.583292e-02 -1.725465e-02 -1.486355e-02 2.842875e-02 [51] -3.668889e-03 -1.150310e-02 -1.292483e-02 9.047381e-04 3.295832e-03 [56] 1.874100e-03 4.265194e-03 2.843463e-03 1.421731e-03 > (mypacf <- c(rpacf$acf)) [1] 0.0680756690 -0.0712394466 -0.0482560328 -0.0632739726 0.0377282593 [6] 0.0219661078 -0.0466577235 0.0503912743 -0.0657424461 -0.0490383619 [11] 0.0407772421 0.0142601166 -0.0601633330 0.0409529158 -0.0625111740 [16] -0.0676795069 -0.0732145199 -0.0488094409 0.0013639814 -0.0992113599 [21] -0.0492635268 -0.0879266170 -0.0419852250 -0.0635562991 -0.0702626416 [26] -0.0648940884 -0.0692847959 -0.0680030794 -0.0792128820 0.3111761427 [31] 0.0122323943 -0.0189576519 -0.0345916468 -0.0150828274 -0.0613964550 [36] -0.0629133658 -0.0155648467 -0.0620923820 -0.0160847871 -0.0266295800 [41] -0.0322584688 -0.0520604850 -0.0179859604 -0.0528942308 -0.0285011317 [46] -0.0048684300 -0.0148280887 -0.0050516591 -0.0221668560 0.0011216854 [51] -0.0208972058 0.0117066274 -0.0132891016 -0.0020514537 0.0102737903 [56] 0.0018510452 -0.0004448157 -0.0050626943 > 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/349161259940662.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/4trk01259940662.tab") > > system("convert tmp/1gd231259940662.ps tmp/1gd231259940662.png") > system("convert tmp/2quxz1259940662.ps tmp/2quxz1259940662.png") > > > proc.time() user system elapsed 0.599 0.320 0.701