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Type 'q()' to quit R. > x <- c(1.8,1.6,1.9,1.7,1.6,1.3,1.1,1.9,2.6,2.3,2.4,2.2,2,2.9,2.6,2.3,2.3,2.6,3.1,2.8,2.5,2.9,3.1,3.1,3.2,2.5,2.6,2.9,2.6,2.4,1.7,2,2.2,1.9,1.6,1.6,1.2,1.2,1.5,1.6,1.7,1.8,1.8,1.8,1.3,1.3,1.4,1.1,1.5,2.2,2.9,3.1,3.5,3.6,4.4,4.2,5.2,5.8,5.9,5.4,5.5) > par7 = '0.95' > par6 = 'White Noise' > par5 = '12' > par4 = '1' > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/16xs11261044528.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2x2ty1261044528.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.000000000 0.882436999 0.761307243 0.663301637 0.564141711 [6] 0.476702698 0.379337158 0.267855570 0.214121453 0.136976964 [11] 0.060211483 -0.034740049 -0.150263331 -0.181400133 -0.182291854 [16] -0.231510911 -0.270021839 -0.303976818 -0.337472585 -0.370568900 [21] -0.407054263 -0.416417815 -0.400873838 -0.388715763 -0.344189538 [26] -0.292477905 -0.269836588 -0.223309960 -0.184725183 -0.160799016 [31] -0.117219523 -0.066475065 -0.030925490 -0.010553497 -0.007529336 [36] 0.020465260 0.046775554 > (mypacf <- c(rpacf$acf)) [1] 0.8824369993 -0.0785694822 0.0365790507 -0.0684441039 -0.0004680891 [6] -0.1097480830 -0.1228358290 0.1773464024 -0.1902820229 -0.0114176715 [11] -0.2021651496 -0.1511859943 0.2827892618 -0.0063497806 -0.1708522070 [16] -0.0596088661 -0.0219897294 -0.1044725734 -0.1743158284 0.0960420132 [21] 0.0524678211 -0.0332450928 -0.0942402537 0.0458610313 0.1717475442 [26] -0.1287535726 -0.0009580358 -0.0581741324 0.0158330807 0.0195512259 [31] -0.0608875824 -0.0134374763 -0.0532823981 -0.0158932230 -0.0127476110 [36] 0.0257484614 > 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/36sdq1261044528.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/48w0v1261044528.tab") > > try(system("convert tmp/16xs11261044528.ps tmp/16xs11261044528.png",intern=TRUE)) character(0) > try(system("convert tmp/2x2ty1261044528.ps tmp/2x2ty1261044528.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.560 0.324 2.877