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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 = '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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/13nwe1260485489.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2za6g1260485489.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.000000000 -0.428571429 -0.076923077 0.010989011 -0.060439560 [6] 0.054945055 0.049450549 -0.093406593 0.098901099 -0.054945055 [11] -0.054945055 0.065934066 0.027472527 -0.082417582 0.098901099 [16] -0.054945055 0.000000000 -0.005494505 -0.038461538 0.093406593 [21] -0.049450549 0.000000000 0.000000000 0.000000000 0.000000000 [26] 0.000000000 0.000000000 0.000000000 0.000000000 -0.197802198 [31] 0.324175824 -0.060439560 -0.060439560 -0.005494505 -0.021978022 [36] 0.016483516 0.027472527 -0.038461538 0.032967033 -0.010989011 [41] -0.027472527 0.016483516 0.027472527 -0.038461538 0.032967033 [46] -0.010989011 -0.005494505 0.000000000 -0.021978022 0.038461538 [51] -0.010989011 -0.005494505 0.000000000 0.000000000 0.000000000 [56] 0.000000000 0.000000000 0.000000000 > (mypacf <- c(rpacf$acf)) [1] -0.4285714286 -0.3192307692 -0.2309466159 -0.2694306416 -0.1983213416 [6] -0.0956868601 -0.1763949248 -0.0445562742 -0.0642606996 -0.1391233639 [11] -0.0985590322 -0.0230372524 -0.1192341360 -0.0108535638 -0.0116294899 [16] -0.0099521429 -0.0385613012 -0.0872358910 0.0116432212 -0.0469924176 [21] -0.0083176056 -0.0284226998 -0.0161894771 -0.0136422338 -0.0256702547 [26] -0.0237328861 -0.0357546087 -0.0320555030 -0.3776378911 -0.0508045025 [31] -0.0127958070 0.0043269533 -0.0213889169 0.0193316676 0.0148803217 [36] -0.0124072990 0.0245202074 -0.0220999080 -0.0060293188 -0.0004190026 [41] 0.0137471057 -0.0179079952 0.0160534450 -0.0107512025 -0.0311722222 [46] -0.0179421948 -0.0238719294 -0.0042856823 -0.0246533769 -0.0033294746 [51] -0.0323760465 -0.0115199163 -0.0233773469 -0.0312162095 -0.0165503110 [56] -0.0115909394 -0.0038593117 > 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/3q4m01260485489.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/43ct41260485490.tab") > > system("convert tmp/13nwe1260485489.ps tmp/13nwe1260485489.png") > system("convert tmp/2za6g1260485489.ps tmp/2za6g1260485489.png") > > > proc.time() user system elapsed 0.601 0.324 0.706