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Type 'q()' to quit R. > x <- c(476,475,470,461,455,456,517,525,523,519,509,512,519,517,510,509,501,507,569,580,578,565,547,555,562,561,555,544,537,543,594,611,613,611,594,595,591,589,584,573,567,569,621,629,628,612,595,597,593,590,580,574,573,573,620,626,620,588,566,557,561,549,532,526,511,499,555,565,542,527,510,514,517,508,493,490,469,478,528,534,518,506,502,516,528,533,536,537,524,536,587,597,581,564,558) > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/1epo11261146081.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/25wa01261146081.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.000000000 0.144622125 0.203042672 0.216271995 0.136418025 [6] 0.087304973 0.155873133 0.013409814 0.160618738 0.093965737 [11] -0.078847111 0.196224334 -0.156477318 -0.006593467 0.206928750 [16] 0.090986600 0.010964151 0.044975994 -0.021643311 0.050615833 [21] -0.028219488 -0.107490262 -0.020430895 -0.038771925 -0.207893789 [26] -0.103405929 -0.184633650 -0.112947334 -0.122348615 -0.011025695 [31] -0.132125891 -0.055753270 -0.057134955 -0.036168562 -0.013310022 [36] 0.020144544 0.001064799 > (mypacf <- c(rpacf$acf)) [1] 1.446221e-01 1.860178e-01 1.750599e-01 6.450118e-02 5.306688e-06 [6] 8.608419e-02 -6.017391e-02 1.153225e-01 3.671410e-02 -1.567260e-01 [11] 1.744001e-01 -2.459101e-01 2.569507e-02 2.464138e-01 6.755623e-02 [16] -2.167618e-02 -1.264671e-01 -2.221157e-04 1.111827e-02 -6.447889e-02 [21] -2.053994e-02 -1.628795e-01 5.447007e-02 -2.076851e-01 -1.088637e-01 [26] 7.520860e-03 4.323882e-02 -3.780569e-02 4.524319e-02 -8.514820e-02 [31] 3.386908e-02 5.641890e-02 1.483853e-02 -5.160915e-03 1.603283e-01 [36] -2.694308e-02 > 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/3f1gd1261146081.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/4uma71261146081.tab") > try(system("convert tmp/1epo11261146081.ps tmp/1epo11261146081.png",intern=TRUE)) character(0) > try(system("convert tmp/25wa01261146081.ps tmp/25wa01261146081.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.561 0.321 1.000