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Type 'q()' to quit R. > x <- c(1.25,1.25,1.26,1.26,1.26,1.26,1.27,1.27,1.29,1.31,1.32,1.32,1.33,1.33,1.32,1.32,1.31,1.3,1.31,1.29,1.3,1.3,1.32,1.31,1.35,1.35,1.36,1.37,1.37,1.37,1.32,1.32,1.31,1.31,1.34,1.31,1.26,1.27,1.24,1.25,1.27,1.25,1.26,1.27,1.26,1.26,1.28,1.27,1.28,1.27,1.26,1.27,1.27,1.28,1.27,1.26,1.3,1.31,1.28,1.29,1.31,1.29,1.29,1.32,1.3,1.29,1.31,1.29,1.33,1.35,1.32,1.33,1.34,1.34,1.33,1.33,1.35,1.32) > par7 = '0.95' > par6 = 'White Noise' > par5 = '12' > par4 = '0' > par3 = '0' > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/113051260714990.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2bbsp1260714990.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.000000000 0.835447230 0.720487264 0.658918570 0.508465715 [6] 0.406542092 0.316469692 0.184918015 0.080684924 0.003405765 [11] -0.063207294 -0.078677775 -0.076492973 -0.076617641 -0.101690650 [16] -0.120898823 -0.125703204 -0.167185596 -0.244282428 -0.272728477 [21] -0.337730986 -0.427864162 -0.448014355 -0.476338853 -0.530736038 [26] -0.526180993 -0.519194927 -0.511084515 -0.435422140 -0.359820541 [31] -0.322203626 -0.265260104 -0.211932723 -0.175014726 -0.094247210 [36] -0.018463284 0.022010079 0.047441507 0.084541831 0.121946031 [41] 0.151054377 0.205931533 0.244399304 0.246948758 0.276512920 [46] 0.279062374 0.267390363 0.288719445 0.272185393 > (mypacf <- c(rpacf$acf)) [1] 0.835447230 0.074546716 0.131784711 -0.287710169 0.035146526 [6] -0.086355550 -0.111799357 -0.083925718 -0.004571370 0.030982430 [11] 0.118158649 0.055512404 0.024426750 -0.167441298 -0.066426511 [16] -0.044813120 -0.140104324 -0.252550224 0.027051781 -0.119554683 [21] -0.091426341 0.023671629 0.011400314 -0.148467161 -0.041156016 [26] -0.073864730 -0.042822965 0.011892665 0.037441745 -0.108542917 [31] -0.060805437 -0.077446642 -0.006709805 0.101681770 0.038420994 [36] -0.033500079 -0.043888342 0.019099430 0.001834330 -0.015703920 [41] 0.039237877 -0.068734479 -0.041969725 0.043983440 -0.127633582 [46] -0.032290085 0.010432794 -0.109078184 > 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/3b32w1260714990.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/4qgnu1260714990.tab") > > try(system("convert tmp/113051260714990.ps tmp/113051260714990.png",intern=TRUE)) character(0) > try(system("convert tmp/2bbsp1260714990.ps tmp/2bbsp1260714990.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.562 0.321 0.673