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Type 'q()' to quit R. > x <- c(2.05,2.11,2.09,2.05,2.08,2.06,2.06,2.08,2.07,2.06,2.07,2.06,2.09,2.07,2.09,2.28,2.33,2.35,2.52,2.63,2.58,2.70,2.81,2.97,3.04,3.28,3.33,3.50,3.56,3.57,3.69,3.82,3.79,3.96,4.06,4.05,4.03,3.94,4.02,3.88,4.02,4.03,4.09,3.99,4.01,4.01,4.19,4.30,4.27,3.82,3.15,2.49,1.81,1.26,1.06,0.84,0.78,0.70,0.36,0.35) > par7 = '0.95' > par6 = 'MA' > par5 = '12' > par4 = '0' > par3 = '2' > par2 = '1.7' > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/1ib1r1259958539.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2eaym1259958539.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.000000000 -0.190364643 0.193360400 -0.260824575 -0.046662813 [6] -0.318592542 0.143811961 -0.015282934 0.103985145 -0.073430569 [11] -0.040977085 -0.028543121 -0.076643509 0.190660438 -0.122565555 [16] 0.216974300 -0.145044432 0.054983278 -0.123459149 0.092328672 [21] -0.133472047 0.147055566 -0.111035780 0.146981831 -0.083176835 [26] -0.034571184 0.026475832 -0.040647703 -0.079929797 0.092065195 [31] 0.017796792 -0.032281005 0.035628834 0.010384884 -0.023359646 [36] -0.054257908 0.040246049 -0.026162022 0.018429995 0.014124204 [41] -0.007229355 0.025115367 0.010590610 -0.030677684 0.009738666 [46] -0.007953935 -0.001323875 0.039583515 0.006159116 -0.003059364 [51] 0.005958960 -0.017651052 -0.008303770 0.002102166 -0.009967768 [56] 0.005577090 0.002339927 -0.005007138 > (mypacf <- c(rpacf$acf)) [1] -0.190364643 0.163029686 -0.212100785 -0.161357004 -0.312481993 [6] 0.017397229 0.049612105 -0.069602484 -0.152015813 -0.186090809 [11] 0.014064515 -0.103031055 0.118803872 -0.194132722 0.062636524 [16] -0.030745025 -0.056798599 0.009214795 -0.050314539 -0.051753972 [21] -0.002982279 -0.054933866 0.066664460 -0.005234940 -0.149146799 [26] 0.032094212 -0.010259641 -0.187183659 0.074862130 -0.043442003 [31] -0.082437812 -0.028498290 0.006887887 -0.061668371 -0.052122243 [36] -0.096814910 -0.024047493 -0.013130510 -0.085181430 -0.034619411 [41] 0.009973204 -0.062096323 0.003519310 -0.082037239 -0.061110399 [46] 0.015381353 0.005869622 -0.027786567 -0.028512455 -0.020003655 [51] 0.040406948 -0.034738769 -0.042561726 -0.004811211 -0.024236548 [56] -0.048444440 0.034249713 > 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/3eviz1259958539.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/4qnyj1259958539.tab") > > system("convert tmp/1ib1r1259958539.ps tmp/1ib1r1259958539.png") > system("convert tmp/2eaym1259958539.ps tmp/2eaym1259958539.png") > > > proc.time() user system elapsed 0.578 0.346 0.704