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Type 'q()' to quit R. > x <- c(1.38,1.38,1.38,1.38,1.38,1.38,1.38,1.38,1.38,1.38,1.38,1.38,1.38,1.38,1.38,1.38,1.38,1.38,1.38,1.38,1.38,1.38,1.38,1.43,1.43,1.43,1.43,1.43,1.43,1.43,1.43,1.43,1.43,1.43,1.43,1.43,1.43,1.43,1.43,1.43,1.43,1.43,1.44,1.48,1.48,1.48,1.48,1.48,1.48,1.48,1.48,1.48,1.48,1.48,1.48,1.48,1.48,1.48,1.48,1.48,1.48,1.48,1.48,1.48,1.48,1.48,1.48,1.48,1.48,1.48,1.48,1.48,1.48,1.57,1.58,1.58,1.58,1.58,1.59,1.6,1.6,1.61,1.61,1.61,1.62,1.63,1.63,1.64,1.64,1.64,1.64,1.64,1.65,1.65,1.65,1.65,1.65,1.66,1.66,1.67,1.68,1.68,1.68,1.68,1.69,1.7,1.7,1.71,1.72,1.73,1.74,1.74,1.75,1.75,1.75,1.76,1.79,1.83,1.84,1.85,1.87,1.87,1.87,1.88,1.88,1.88,1.88,1.89,1.89,1.89,1.9,1.89) > par7 = '0.95' > par6 = 'White Noise' > par5 = '12' > par4 = '0' > par3 = '0' > par2 = '1' > par1 = '48' > #'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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/1y76o1260256813.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2d8kh1260256813.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.000000000 0.976241370 0.950271067 0.924688927 0.898389341 [6] 0.871581564 0.844982589 0.817696061 0.789751873 0.760970665 [11] 0.732786876 0.704005215 0.674506107 0.646231731 0.618405307 [16] 0.591176301 0.567652291 0.546817347 0.526669502 0.506103147 [21] 0.484849240 0.463564985 0.442071476 0.421414534 0.404137382 [26] 0.387397862 0.371345441 0.354814723 0.338881425 0.323724907 [31] 0.308389027 0.291678041 0.274010461 0.256790831 0.240258301 [36] 0.223337154 0.206774278 0.189523849 0.171825016 0.153677778 [41] 0.135022350 0.117263276 0.099265054 0.081177604 0.064227922 [46] 0.046052603 0.028474703 0.010538079 -0.006920699 > (mypacf <- c(rpacf$acf)) [1] 0.9762413704 -0.0591263391 -0.0028760988 -0.0294856714 -0.0231914642 [6] -0.0092379730 -0.0295401603 -0.0273527612 -0.0327295949 -0.0019400155 [11] -0.0300326147 -0.0302665344 0.0096642846 -0.0100160095 -0.0030959555 [16] 0.0609784422 0.0355709093 -0.0019302409 -0.0245405383 -0.0312766649 [21] -0.0166863826 -0.0211123483 -0.0003441501 0.0515250770 -0.0070593540 [26] 0.0016355788 -0.0288742925 0.0015646752 0.0049628798 -0.0164010695 [31] -0.0376737298 -0.0287888180 0.0009596201 -0.0036360943 -0.0277740647 [36] -0.0066755643 -0.0307990329 -0.0180118413 -0.0137777197 -0.0184466929 [41] 0.0094045793 -0.0238928814 -0.0187988099 0.0079217413 -0.0443964515 [46] -0.0026488501 -0.0299960040 -0.0050344822 > 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/37ij91260256813.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/4e0jv1260256813.tab") > > system("convert tmp/1y76o1260256813.ps tmp/1y76o1260256813.png") > system("convert tmp/2d8kh1260256813.ps tmp/2d8kh1260256813.png") > > > proc.time() user system elapsed 0.575 0.318 0.705