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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 = '0' > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/1r36o1260485015.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/293lf1260485015.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.00000000 0.94721103 0.88991617 0.83202054 0.77322372 0.71752595 [7] 0.65822348 0.59822510 0.54896073 0.49639204 0.44722279 0.39775315 [13] 0.34867903 0.30060120 0.25192259 0.20024006 0.15225736 0.10427466 [19] 0.05999179 0.01910835 -0.02447861 -0.06806558 -0.11165254 -0.15153968 [25] -0.15812836 -0.16471704 -0.17130572 -0.17789440 -0.18448308 -0.19107177 [31] -0.19766045 -0.21506324 -0.23637113 -0.25797941 -0.27958770 -0.30119598 [37] -0.32400583 -0.34831764 -0.34675068 -0.34347649 -0.34050269 -0.33752889 [43] -0.33575666 -0.33257760 -0.32679013 -0.32220423 -0.31500992 -0.30781562 [49] -0.30062131 -0.29051821 -0.27870788 -0.26719794 -0.25277921 -0.23836048 [55] -0.20914243 -0.17622456 -0.14330668 -0.10748001 -0.07165334 -0.03582667 > (mypacf <- c(rpacf$acf)) [1] 0.947211027 -0.070945284 -0.034419595 -0.040033158 -0.002077804 [6] -0.070172083 -0.039872925 0.068543950 -0.072054044 -0.001620787 [11] -0.040692942 -0.024560881 -0.037411186 -0.041371229 -0.060400382 [16] -0.010950138 -0.037161526 -0.010848329 -0.010620157 -0.068680080 [21] -0.046728112 -0.052042938 -0.004942980 0.277356272 -0.046220440 [26] -0.027012311 -0.037089491 -0.010218114 -0.054264800 -0.025111190 [31] -0.081859516 -0.095676145 -0.020670801 -0.042725285 -0.038699562 [36] -0.059291609 -0.067793977 0.207935094 -0.018453721 -0.028255002 [41] -0.018944600 -0.016570071 -0.053917756 -0.012278198 -0.001119535 [46] -0.007326827 0.089169659 -0.047973341 0.004958627 -0.008059173 [51] -0.026299576 0.003030428 -0.009186203 0.116429254 -0.005229975 [56] 0.018951577 0.006493438 -0.003149872 -0.020625965 > 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/3dyec1260485015.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/4a3aw1260485015.tab") > > system("convert tmp/1r36o1260485015.ps tmp/1r36o1260485015.png") > system("convert tmp/293lf1260485015.ps tmp/293lf1260485015.png") > > > proc.time() user system elapsed 0.575 0.318 3.465