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Type 'q()' to quit R. > x <- c(1.19,1.18,1.18,1.33,1.3,1.25,1.22,1.17,1.18,1.19,1.21,1.21,1.2,1.2,1.29,1.83,1.85,1.54,1.52,1.43,1.4,1.4,1.39,1.37,1.33,1.36,1.34,1.75,1.84,1.73,1.63,1.5,1.45,1.38,1.38,1.27,1.31,1.29,1.32,1.48,1.39,1.45,1.44,1.44,1.42,1.39,1.4,1.39,1.3,1.32,1.35,1.51,1.37,1.25,1.15,1.09,1.09,1.06,1.02,1.01,1,1,1.05,1.3,1.34,1.24,1.22,1.06,1,1,1,1.01) > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/1k7z21261068675.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2kges1261068675.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.00000000 0.82677304 0.60203361 0.42876010 0.30218921 0.23903738 [7] 0.20002789 0.17462248 0.16224266 0.19840353 0.23725453 0.32365451 [13] 0.40998609 0.32017087 0.17622857 0.04874671 -0.03286749 -0.07500645 [19] -0.11271742 -0.13464854 -0.14541304 -0.10973900 -0.07604457 -0.03741632 [25] -0.03475343 -0.11512326 -0.18428609 -0.24054113 -0.26232787 -0.25966450 [31] -0.25303384 -0.23760183 -0.23022075 -0.19268774 -0.15218486 -0.10065499 [37] -0.10109116 > (mypacf <- c(rpacf$acf)) [1] 0.8267730369 -0.2576109547 0.0533977036 -0.0174737478 0.0958050832 [6] -0.0199221193 0.0326610260 0.0264018046 0.1736522179 0.0015935866 [11] 0.2705337799 0.0525210166 -0.4306287524 0.0065587207 -0.0428942858 [16] 0.0156262296 -0.0720819168 -0.0988428496 0.0396877016 -0.0379358402 [21] 0.0355263876 -0.0029828117 -0.1089747957 -0.2017857515 -0.0043171280 [26] 0.1348407062 -0.0482132975 -0.0557396691 0.0006816626 0.0483599216 [31] 0.0148755385 -0.0714650333 0.0163062565 -0.0230319799 0.0217729670 [36] -0.0271406419 > 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/3r00m1261068675.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/4tjy61261068675.tab") > > try(system("convert tmp/1k7z21261068675.ps tmp/1k7z21261068675.png",intern=TRUE)) character(0) > try(system("convert tmp/2kges1261068675.ps tmp/2kges1261068675.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.552 0.316 0.688