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Type 'q()' to quit R. > x <- c(2.14,2.45,2.52,2.3,2.2541086,39690,43129,37863,35953,29133,24693,22205,21725,27192,21790,13253,37702,30364,32609,30212,29965,28352,25814,22414,20506,28806,22228,13971,36845,35338,35022,34777,26887,23970,22780,17351,21382,24561,17409,11514,31514,27071,29462,26105,22397,23843,21705,18089,20764,25316,17704,15548,28029,29383,36438,32034,22679,24319,18004,17537,20366,22782,19169,13807,29743,25591,29096,26482,22405,27044,17970,18730,19684,19785,18479,10698,2.06,1.99,2.25,2.26,2.36,2.3,2.19,2.31,2.21,2.21,2.26,2.18,2.21,2.33,2.12,2.08,1.97,2.09,2.11,2.24,2.45,2.68,2.73,2.76,2.83,3.16,3.22,3.22,3.34,3.35,3.42,3.58,3.71,3.68,3.83,3.94,3.88,4.03,4.15,4.32,4.4,4.37,4.14,4.11,4.16,3.98,4.13,3.76,3.66,3.85,4.03,4.31,4.58,4.46,4.41,3.84,2.84,2.66,2.17,1.43,1.47,1.29,1.23,1.09,0.94,0.76,0.67) > par7 = '0.95' > par6 = 'White Noise' > par5 = '12' > par4 = '0' > par3 = '1' > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/1d00p1260698868.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2b7rq1260698868.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.000000000 -0.150315281 -0.121051472 0.078757865 -0.145475271 [6] -0.011174189 -0.061946094 -0.060237159 0.035420386 0.015168534 [11] -0.159525184 0.063488207 0.365696527 -0.099360315 -0.075371637 [16] 0.080897912 -0.131966791 0.024445642 -0.053886814 -0.089268542 [21] 0.139426195 -0.044226528 -0.170554270 0.113752846 0.295952856 [26] -0.099880104 0.013468505 -0.060904946 -0.098190874 0.070034000 [31] -0.114979235 -0.014582957 0.072765446 -0.042227095 -0.102699350 [36] 0.120574507 0.122412147 -0.030048190 0.004390531 -0.027949190 [41] -0.065922441 0.074667258 -0.110002956 0.026822607 0.086333211 [46] -0.095462118 -0.006967662 0.038512568 0.098081732 0.046986881 [51] -0.041271195 -0.068837471 -0.015980939 0.008967326 -0.051595039 [56] 0.023313313 0.042334671 -0.056860489 -0.022994646 0.107818720 [61] -0.062570604 > (mypacf <- c(rpacf$acf)) [1] -0.150315281 -0.146966825 0.037432446 -0.150491862 -0.046108054 [6] -0.122072738 -0.092273490 -0.040892290 -0.012774143 -0.202159116 [11] -0.033995762 0.341085855 0.035701147 -0.066139149 0.040924269 [16] -0.042226592 0.016687493 -0.024675691 -0.069796101 0.040550006 [21] -0.003332630 -0.109109438 -0.033093924 0.225150275 0.029690053 [26] 0.035859516 -0.109834067 -0.032985581 0.043222795 -0.013668241 [31] -0.025715603 -0.101618913 0.022824655 -0.002043091 -0.007792903 [36] -0.041426047 0.017895329 0.004387826 0.039110046 -0.042251968 [41] 0.027319799 0.015236346 0.053554951 -0.026446653 -0.018401408 [46] 0.044742623 -0.006717510 0.022025106 0.047586956 -0.018092362 [51] -0.012794766 0.009190358 -0.029393540 0.019648993 -0.007352142 [56] 0.009002749 -0.025398904 -0.023268847 0.090756778 -0.127792727 > 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/36cqb1260698868.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/4t6rb1260698868.tab") > > try(system("convert tmp/1d00p1260698868.ps tmp/1d00p1260698868.png",intern=TRUE)) character(0) > try(system("convert tmp/2b7rq1260698868.ps tmp/2b7rq1260698868.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.594 0.327 0.716