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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 = '1' > par3 = '1' > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/1ayjk1261136501.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2544m1261136501.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.000000e+00 5.378469e-01 -8.552981e-02 -4.858762e-01 -5.096405e-01 [6] -1.526391e-01 2.225558e-01 4.067807e-01 2.815393e-01 -3.189779e-02 [11] -1.866825e-01 -2.445580e-01 -2.456217e-01 -7.021717e-02 1.116483e-01 [16] 1.391760e-01 4.124634e-02 -4.455379e-02 -8.332196e-02 -9.509483e-02 [21] 1.817800e-02 1.115468e-01 3.271966e-03 -1.271390e-01 -1.549177e-01 [26] -5.942763e-02 5.403057e-02 7.247075e-02 1.344308e-02 -9.147221e-02 [31] -1.519790e-01 -1.302228e-02 9.423315e-02 1.045371e-01 5.525428e-02 [36] -8.353032e-03 -1.914331e-02 -9.955241e-03 5.925966e-02 7.635905e-02 [41] 6.775534e-02 4.198308e-02 -3.308086e-04 -3.341534e-02 -6.693890e-02 [46] -4.210721e-02 6.269121e-04 9.189126e-05 > (mypacf <- c(rpacf$acf)) [1] 0.537846916 -0.527364860 -0.257227202 -0.135860462 0.135441724 [6] 0.010811194 0.101825629 -0.029702618 -0.037326008 0.162486733 [11] -0.146810369 -0.236372760 0.068141972 0.009733247 -0.187751570 [16] -0.101787245 0.088478295 -0.021265935 -0.037493814 0.155096663 [21] -0.045456108 -0.220166409 0.003816841 -0.063885465 -0.094669557 [26] -0.030289579 -0.148846811 -0.204893938 0.045975159 -0.019703552 [31] -0.014861100 -0.053142783 0.070737083 -0.094963477 -0.011474877 [36] 0.075364472 -0.081450527 0.016156435 -0.051599391 0.079791276 [41] -0.089416349 -0.009318616 0.049164251 -0.077362205 -0.015592345 [46] -0.086949110 -0.113314865 > 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/3ykhf1261136501.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/4srky1261136501.tab") > > try(system("convert tmp/1ayjk1261136501.ps tmp/1ayjk1261136501.png",intern=TRUE)) character(0) > try(system("convert tmp/2544m1261136501.ps tmp/2544m1261136501.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.587 0.330 1.209