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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 = '1' > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/19e3h1260256990.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2cply1260256990.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.000000000 0.131115566 -0.001006020 0.023483684 -0.022025641 [6] 0.036759215 0.016704082 0.009376045 0.046592845 -0.047347452 [11] -0.003767105 0.020722599 0.031076482 -0.011955431 -0.042260248 [16] -0.065132829 -0.052301535 -0.044425063 -0.019935360 0.036372084 [21] 0.107884036 -0.064896250 -0.076110423 -0.030392700 0.002937963 [26] -0.027366853 0.009849946 -0.007727775 -0.044396140 -0.051724176 [31] 0.201853257 0.111799096 0.024222346 -0.025173115 -0.007046959 [36] 0.045374348 0.057136956 0.005264083 0.004299594 0.016062202 [41] -0.071514547 -0.040661296 0.043577752 0.135249035 0.178829383 [46] 0.002162961 -0.005165076 0.028165588 -0.072138257 > (mypacf <- c(rpacf$acf)) [1] 0.131115566 -0.018515619 0.026510397 -0.029203419 0.044978271 [6] 0.004595631 0.009133947 0.042438293 -0.058737118 0.010747673 [11] 0.015844345 0.031695274 -0.027492202 -0.034909723 -0.056884486 [16] -0.038546101 -0.031556381 -0.013093525 0.041600499 0.104662367 [21] -0.086040423 -0.053565779 -0.017209064 0.014351719 -0.039147750 [26] 0.023321556 -0.009397134 -0.044338339 -0.029987014 0.218540172 [31] 0.044619781 -0.007268931 -0.031621412 0.019956143 0.045029719 [36] 0.045620055 -0.015191635 -0.035549412 0.013950556 -0.087914150 [41] -0.007755190 0.044879945 0.133442984 0.159924487 -0.005562298 [46] -0.003117777 0.035178782 -0.057088049 > 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/38jjq1260256990.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/4iai21260256990.tab") > > system("convert tmp/19e3h1260256990.ps tmp/19e3h1260256990.png") > system("convert tmp/2cply1260256990.ps tmp/2cply1260256990.png") > > > proc.time() user system elapsed 0.572 0.316 0.830