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Type 'q()' to quit R. > x <- c(101.09,102.71,102.11,101.68,101.7,101.53,101.76,101.15,100.92,100.73,100.55,102.15,100.79,99.93,100.03,100.25,99.6,100.16,100.49,99.72,100.14,98.48,100.38,101.45,98.42,98.6,100.06,98.62,100.84,100.02,97.95,98.32,98.27,97.22,99.28,100.38,99.02,100.32,99.81,100.6,101.19,100.47,101.77,102.32,102.39,101.16,100.63,101.48,101.44,100.09,100.7,100.78,99.81,98.45,98.49,97.48,97.91,96.94,98.53,96.82,95.76) > par7 = '0.95' > par6 = 'MA' > par5 = '12' > par4 = '0' > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/1fdoy1261297481.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/25fls1261297481.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.000000000 -0.311204572 -0.221042152 0.289019889 -0.182628092 [6] 0.016784319 0.230765460 -0.189899135 0.126249393 0.110780009 [11] -0.288130354 0.108599015 0.114170227 -0.243010680 0.092911243 [16] -0.044547990 -0.019920370 0.163130924 -0.197576545 -0.003304240 [21] -0.037911978 0.025547039 0.043796106 -0.108265578 0.084636772 [26] 0.012698092 -0.088821829 -0.032602677 0.067011684 -0.036809874 [31] 0.046633461 -0.064418682 -0.018694415 0.103310414 -0.073816362 [36] -0.049127159 0.163844947 > (mypacf <- c(rpacf$acf)) [1] -0.3112045721 -0.3519790003 0.1092947748 -0.1352865764 0.0269698087 [6] 0.1753405179 0.0052547675 0.1789595860 0.1384283241 -0.1163931720 [11] -0.0674947997 -0.0168349061 -0.1687999044 -0.1383143631 -0.2237529552 [16] 0.0100082793 0.1162670801 -0.0225592925 0.1010138827 -0.1989318453 [21] 0.0966229952 0.0262603119 -0.1617583719 0.0459609411 -0.0777959157 [26] 0.0419619249 -0.0981323636 -0.0573544526 -0.0016458653 0.0147095926 [31] -0.0687219033 0.0048660926 -0.0910990083 0.0201474419 -0.0004350969 [36] 0.0849305991 > 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/309vz1261297481.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/46xgt1261297481.tab") > > try(system("convert tmp/1fdoy1261297481.ps tmp/1fdoy1261297481.png",intern=TRUE)) character(0) > try(system("convert tmp/25fls1261297481.ps tmp/25fls1261297481.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.546 0.311 0.968