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Type 'q()' to quit R. > x <- c(15.5,15.1,11.7,16.3,16.7,15,14.9,14.6,15.3,17.9,16.4,15.4,17.9,15.9,13.9,17.8,17.9,17.4,16.7,16,16.6,19.1,17.8,17.2,18.6,16.3,15.1,19.2,17.7,19.1,18,17.5,17.8,21.1,17.2,19.4,19.8,17.6,16.2,19.5,19.9,20,17.3,18.9,18.6,21.4,18.6,19.8,20.8,19.6,17.7,19.8,22.2,20.7,17.9,20.9,21.2,21.4,23,21.3,23.9,22.4,18.3,22.8,22.3,17.8,16.4,16,16.4,17.7,16.6,16.2,18.3) > par7 = '0.95' > par6 = 'MA' > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/11qx01261054344.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2la5t1261054344.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.00000000 0.61334851 0.46778360 0.54172993 0.50445751 0.43522887 [7] 0.42294960 0.25419355 0.31086600 0.21710739 0.08526275 0.20959114 [13] 0.38691717 0.15407114 0.06369531 0.10521656 0.14579476 0.10699365 [19] 0.11459249 0.04914005 0.06639664 -0.01487941 -0.07801827 0.02149351 [25] 0.12266046 -0.01722179 -0.11979921 -0.08892580 -0.01761740 -0.08864638 [31] -0.08310849 -0.09780012 -0.13050012 -0.17922761 -0.19607964 -0.18305276 [37] -0.06948467 > (mypacf <- c(rpacf$acf)) [1] 0.613348507 0.146820577 0.338962942 0.100557747 0.056984568 [6] 0.051533373 -0.258116011 0.160359515 -0.246860613 -0.079032415 [11] 0.244773961 0.394609483 -0.196348755 -0.210747625 -0.066904802 [16] 0.009144502 -0.115705709 0.147872698 0.127054120 -0.097303519 [21] -0.094635127 0.007296864 0.024280477 -0.085513563 0.085418967 [26] -0.067834080 -0.078778820 0.039992493 -0.100706750 -0.004621576 [31] -0.030443901 0.004440331 -0.001602715 0.003421159 -0.109580273 [36] 0.003003031 > 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/3kybm1261054344.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/4kj7b1261054344.tab") > > try(system("convert tmp/11qx01261054344.ps tmp/11qx01261054344.png",intern=TRUE)) character(0) > try(system("convert tmp/2la5t1261054344.ps tmp/2la5t1261054344.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.530 0.314 0.672