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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' > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/1v9zx1260461294.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/20srb1260461294.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.000000e+00 -2.284292e-01 1.325591e-01 -6.743979e-02 -1.226147e-01 [6] -2.455254e-01 1.058671e-01 -6.761177e-02 1.313518e-01 -2.684942e-02 [11] -6.788482e-02 -6.299086e-02 -8.368924e-02 1.375936e-01 -9.863651e-02 [16] 2.072516e-01 -9.982168e-02 4.448679e-02 -1.413308e-01 1.522387e-01 [21] -1.981449e-01 1.804231e-01 -1.358052e-01 1.696651e-01 -7.339200e-02 [26] -7.944087e-02 9.446914e-02 -6.086815e-02 -1.264154e-01 1.354910e-01 [31] -7.343258e-03 -4.899379e-02 8.109302e-02 -2.632688e-02 4.613909e-04 [36] -7.715672e-02 5.627374e-02 -7.755388e-02 6.739422e-02 1.429952e-02 [41] -5.584618e-02 6.957884e-02 3.666701e-02 -9.811573e-02 4.617689e-02 [46] 6.217625e-03 -2.349894e-02 5.673719e-02 -3.248812e-05 1.628753e-03 [51] 2.992245e-02 -3.473022e-02 -1.118620e-02 1.400732e-02 -3.921847e-02 [56] 2.500678e-02 1.183700e-02 -2.180521e-02 > (mypacf <- c(rpacf$acf)) [1] -0.228429244 0.084804280 -0.021631737 -0.161789474 -0.321765269 [6] 0.007119532 0.005309531 0.060705244 -0.082707430 -0.202310564 [11] -0.109616763 -0.103514584 0.173551918 -0.119477154 0.032152707 [16] -0.132877986 -0.020904696 -0.059454378 0.121789882 -0.103577414 [21] -0.047114546 -0.136132902 0.112227225 0.090503598 -0.193925592 [26] 0.049789966 -0.082768540 -0.155363642 0.075826927 0.037836193 [31] -0.045535740 -0.173219008 0.065793154 -0.041447080 -0.026804837 [36] -0.079070669 -0.060449571 -0.086629013 0.007636648 -0.077413759 [41] 0.061527857 -0.054288863 -0.084265347 -0.049782924 -0.070536316 [46] 0.048649745 0.035384865 -0.047515426 -0.090604217 0.001837805 [51] 0.105074202 -0.066832417 -0.002994776 -0.064580328 -0.030955562 [56] -0.027460599 0.063206121 > 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/3phmb1260461294.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/43bae1260461294.tab") > system("convert tmp/1v9zx1260461294.ps tmp/1v9zx1260461294.png") > system("convert tmp/20srb1260461294.ps tmp/20srb1260461294.png") > > > proc.time() user system elapsed 0.591 0.327 0.724