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Type 'q()' to quit R. > x <- c(100.00,100.00,93.55,88.17,89.25,91.40,92.47,91.40,88.17,87.10,84.95,92.47,93.55,93.55,91.40,90.32,91.40,93.55,93.55,92.47,91.40,89.25,86.02,88.17,87.10,87.10,86.02,84.95,84.95,86.02,86.02,84.95,86.02,82.80,77.42,80.65,78.49,75.27,75.27,75.27,77.42,78.49,76.34,73.12,68.82,65.59,69.89,82.80,84.95,80.65,74.19,70.97,74.19,82.80,86.02,86.02,82.80,78.49,79.57,87.10,89.25) > par7 = '0.95' > par6 = 'White Noise' > par5 = '12' > par4 = '0' > par3 = '0' > par2 = '1' > par1 = '60' > #'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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/1b1vs1261136291.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2e2k01261136291.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.0000000000 0.8529458705 0.6342313162 0.5183375331 0.5421748459 [6] 0.6319333529 0.6758196060 0.5977249086 0.4511604357 0.3423596500 [11] 0.3155622863 0.3632671951 0.3710121608 0.2881635181 0.1894278683 [16] 0.1307987962 0.0985659369 0.0752189074 0.0361818897 -0.0286441912 [21] -0.0979207417 -0.1502675646 -0.1776702070 -0.1788783769 -0.2001260760 [26] -0.2571912800 -0.2942514138 -0.2916235593 -0.2760095086 -0.2617375350 [31] -0.2692519037 -0.3067395476 -0.3482005838 -0.3671413419 -0.3350809736 [36] -0.2814105581 -0.2809219442 -0.3218296698 -0.3443982788 -0.3251347996 [41] -0.2679027337 -0.2147825205 -0.2031045860 -0.2410681564 -0.2797694780 [46] -0.2540194788 -0.1545972919 -0.0614010283 -0.0580547805 -0.1096548736 [51] -0.1509944452 -0.1304877431 -0.0658988583 -0.0033879021 0.0102562114 [56] -0.0104145046 -0.0397365415 -0.0386505365 0.0006259768 0.0318545603 [61] 0.0207326881 > (mypacf <- c(rpacf$acf)) [1] 0.852945871 -0.342352458 0.349952476 0.281235068 0.206602671 [6] 0.045274812 -0.174320380 -0.090474343 -0.051149654 -0.072101434 [11] 0.092914272 -0.200203733 -0.076853213 0.115080943 -0.041399503 [16] -0.138482971 -0.081390799 -0.064053141 -0.031943740 -0.089880734 [21] -0.060155233 -0.022029023 0.070434951 -0.036512959 -0.063603826 [26] 0.082106120 0.067253601 0.019872341 0.043879166 -0.036088117 [31] -0.041872185 -0.061200470 -0.061845941 0.073714350 -0.035143394 [36] -0.121035627 0.050238159 0.005155740 0.018110828 0.060864624 [41] -0.081146923 -0.006433968 -0.116288701 -0.040271931 0.123780979 [46] 0.066055795 0.040173609 -0.037910225 0.038539574 -0.039180247 [51] -0.015803029 -0.080935288 -0.041549310 -0.026139470 0.076467099 [56] -0.075836160 -0.023329151 -0.045423200 -0.025431904 -0.041549931 > 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/392l11261136291.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/41f4u1261136291.tab") > > try(system("convert tmp/1b1vs1261136291.ps tmp/1b1vs1261136291.png",intern=TRUE)) character(0) > try(system("convert tmp/2e2k01261136291.ps tmp/2e2k01261136291.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.580 0.332 0.801