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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 = '1' > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/1uomm1260715201.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2r12b1260715201.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.000000000 -0.196958605 -0.147577532 0.299314521 -0.176194596 [6] -0.043358179 0.166711034 -0.086616531 -0.078963131 0.019100226 [11] -0.120025289 -0.076500732 0.045354718 0.077166245 -0.056834820 [16] -0.023559164 0.104884866 0.083621722 -0.128710236 0.092339944 [21] 0.079495541 -0.230200985 0.102122987 0.061094104 -0.127079728 [26] 0.002096366 0.018534540 -0.198189804 -0.005324105 0.123119925 [31] -0.156195927 0.004458938 0.053107946 -0.148243045 0.069878877 [36] 0.069113537 -0.041095435 -0.037468388 -0.045920405 0.055437242 [41] -0.073805404 0.022427792 0.097431119 -0.100625582 0.093338214 [46] 0.044988686 -0.083521895 0.105317450 0.059530148 > (mypacf <- c(rpacf$acf)) [1] -0.1969586051 -0.1938918097 0.2447631040 -0.1057070926 -0.0167159367 [6] 0.0556707546 0.0131088185 -0.0767643305 -0.0854169011 -0.1253518195 [11] -0.1087897850 -0.0353446854 0.1221775478 0.0061204658 -0.0384408454 [16] 0.0641981451 0.1778895251 -0.1040760065 -0.0166105043 0.0301609700 [21] -0.1504841749 -0.0198931528 0.0318767823 0.0518654931 -0.0944220517 [26] -0.0124148031 -0.1112154778 -0.0933078580 0.0041776611 -0.0880109543 [31] -0.0408252228 -0.0886088408 -0.1001145132 0.0558324230 -0.0077760841 [36] -0.0207851997 -0.1313122189 -0.1081072140 -0.0187880105 -0.0878797630 [41] -0.0009185255 0.0045013560 -0.0128348620 0.1529676526 0.0449587851 [46] -0.0297222359 0.0325926146 -0.0029315472 > 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/3j99f1260715202.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/4016l1260715202.tab") > > try(system("convert tmp/1uomm1260715201.ps tmp/1uomm1260715201.png",intern=TRUE)) character(0) > try(system("convert tmp/2r12b1260715201.ps tmp/2r12b1260715201.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.585 0.326 0.696