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Type 'q()' to quit R. > x <- c(102.1,102.86,102.99,103.73,105.02,104.43,104.63,104.93,105.87,105.66,106.76,106,107.22,107.33,107.11,108.86,107.72,107.88,108.38,107.72,108.41,109.9,111.45,112.18,113.34,113.46,114.06,115.54,116.39,115.94,116.97,115.94,115.91,116.43,116.26,116.35,117.9,117.7,117.53,117.86,117.65,116.51,115.93,115.31,115,115.45,115.83) > par7 = '0.95' > par6 = 'White Noise' > par5 = '12' > par4 = '0' > par3 = '0' > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/1tdtz1260923744.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2lj951260923744.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.00000000 0.94514369 0.89558381 0.84271042 0.78519386 0.73549692 [7] 0.67733009 0.60931551 0.54125606 0.47989376 0.40973636 0.34569449 [13] 0.27964986 0.21610601 0.15118400 0.08419216 0.02607130 -0.04336327 [19] -0.10726776 -0.17441595 -0.24211764 -0.30042188 -0.34728822 -0.38258225 [25] -0.40994761 -0.43072726 -0.44533109 -0.45230785 -0.44574503 -0.43453479 [31] -0.42475125 -0.40643156 -0.39865231 -0.38627432 -0.37091456 -0.35534316 [37] -0.33526342 > (mypacf <- c(rpacf$acf)) [1] 0.9451436889 0.0214353139 -0.0549474062 -0.0751019464 0.0382166803 [6] -0.0997139791 -0.1378664836 -0.0545546750 0.0362228203 -0.1234903014 [11] -0.0121377688 -0.0492516777 -0.0046349765 -0.0884650604 -0.0745174463 [16] 0.0309033777 -0.1566354133 -0.0500991970 -0.0939477850 -0.0726821159 [21] -0.0130864818 0.0390727710 0.0692252678 0.0293286992 -0.0016607264 [26] 0.0444661011 -0.0009802597 0.0849530207 -0.0022589861 -0.0521983950 [31] 0.0481979829 -0.1499300962 0.0009108386 -0.0391684967 -0.0137241217 [36] 0.0064834821 > 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/3tvag1260923744.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/4mrg71260923744.tab") > > try(system("convert tmp/1tdtz1260923744.ps tmp/1tdtz1260923744.png",intern=TRUE)) character(0) > try(system("convert tmp/2lj951260923744.ps tmp/2lj951260923744.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.542 0.334 0.812