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Type 'q()' to quit R. > x <- c(9.0,9.1,8.7,8.2,7.9,7.9,9.1,9.4,9.4,9.1,9.0,9.3,9.9,9.8,9.3,8.3,8.0,8.5,10.4,11.1,10.9,10.0,9.2,9.2,9.5,9.6,9.5,9.1,8.9,9.0,10.1,10.3,10.2,9.6,9.2,9.3,9.4,9.4,9.2,9.0,9.0,9.0,9.8,10.0,9.8,9.3,9.0,9.0,9.1,9.1,9.1,9.2,8.8,8.3,8.4,8.1,7.7,7.9,7.9,8.0) > par7 = '0.95' > par6 = 'MA' > par5 = '12' > par4 = '1' > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/19ytf1261103059.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2i0wt1261103059.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.000000000 0.573169148 -0.042102893 -0.566512093 -0.646782099 [6] -0.368077746 0.049311996 0.279244134 0.306761403 0.193660031 [11] 0.002143247 -0.099799531 -0.169860610 -0.143666092 -0.018027809 [16] 0.037775988 0.102872961 0.084467017 0.006808597 -0.113924032 [21] -0.128870473 -0.071777841 0.067901956 0.190385986 0.176762297 [26] 0.082450777 -0.080745561 -0.221319461 -0.212354627 -0.098756773 [31] 0.086608821 0.216452775 0.267202984 0.147657438 -0.010451395 [36] -0.220181447 -0.283866186 > (mypacf <- c(rpacf$acf)) [1] 0.573169148 -0.551955903 -0.455541676 -0.082076266 -0.107297106 [6] -0.112286269 -0.242362631 -0.068179417 0.031577990 -0.162343221 [11] 0.009468755 -0.150087991 -0.060309767 0.106575547 -0.253955399 [16] 0.083520692 -0.062924734 -0.153596699 -0.169143549 -0.135157308 [21] -0.037261545 -0.129858801 -0.035451822 -0.056702759 -0.040990328 [26] -0.019215970 -0.242960641 -0.035775870 -0.113422530 -0.096050317 [31] -0.091144109 0.017783496 0.034340018 -0.035596734 -0.129905769 [36] 0.014022565 > 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/3h4z01261103059.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/4eae31261103059.tab") > try(system("convert tmp/19ytf1261103059.ps tmp/19ytf1261103059.png",intern=TRUE)) character(0) > try(system("convert tmp/2i0wt1261103059.ps tmp/2i0wt1261103059.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.567 0.331 0.724