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Type 'q()' to quit R. > x <- c(2.11,2.09,2.05,2.08,2.06,2.06,2.08,2.07,2.06,2.07,2.06,2.09,2.07,2.09,2.28,2.33,2.35,2.52,2.63,2.58,2.70,2.81,2.97,3.04,3.28,3.33,3.50,3.56,3.57,3.69,3.82,3.79,3.96,4.06,4.05,4.03,3.94,4.02,3.88,4.02,4.03,4.09,3.99,4.01,4.01,4.19,4.30,4.27,3.82,3.15,2.49,1.81,1.26,1.06,0.84,0.78,0.70,0.36,0.35,0.36) > par7 = '0.95' > par6 = 'MA' > par5 = '12' > par4 = '0' > par3 = '1' > par2 = '1' > par1 = '36' > #'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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/1oie11260730872.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2t51o1260730872.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.000000000 0.755320138 0.621016635 0.426520870 0.262870979 [6] 0.156961733 0.173561052 0.135788701 0.135513934 0.071949172 [11] 0.021556379 0.004774746 0.020597893 0.070420286 0.044782923 [16] 0.070018196 -0.002355003 -0.032603495 -0.079290693 -0.053757748 [21] -0.107280962 -0.067680946 -0.112191942 -0.091809829 -0.157722581 [26] -0.181797168 -0.170523250 -0.202827623 -0.206241157 -0.147008029 [31] -0.157386244 -0.159088862 -0.141862207 -0.161815294 -0.167611592 [36] -0.169650829 -0.135686405 > (mypacf <- c(rpacf$acf)) [1] 0.7553201376 0.1175998268 -0.1799281786 -0.1025498065 0.0363821666 [6] 0.2471737315 -0.0694375049 -0.0571641342 -0.1299077145 0.0021452006 [11] 0.1390003079 0.0692575875 0.0637441236 -0.2441272639 0.0661485221 [16] -0.0725191024 0.0742400083 -0.0364275074 0.0137042679 -0.1695900171 [21] 0.0337951746 -0.0009588877 0.0886188704 -0.1792513035 -0.1545803704 [26] 0.1333397598 -0.1025222089 0.0258700700 0.1015309548 -0.1377330075 [31] -0.0972571671 -0.0144984050 0.1330944765 -0.1264240885 -0.0163650498 [36] -0.0098605531 > 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/3wm381260730872.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/46i7e1260730872.tab") > > try(system("convert tmp/1oie11260730872.ps tmp/1oie11260730872.png",intern=TRUE)) character(0) > try(system("convert tmp/2t51o1260730872.ps tmp/2t51o1260730872.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.535 0.328 0.659