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Type 'q()' to quit R. > x <- c(1.1,1.2,1.1,1.2,1.4,1.5,1.5,1.8,1.6,1.5,1.4,1.4,1.4,1.4,1.5,1.4,1.1,1.1,0.9,0.9,0.9,0.9,1.1,1.3,1,1.1,1.4,1.4,1.3,1.4,1,1.8,1.5,1.5,1.4,1.6,1.6,1.6,1.4,1.7,1.8,1.9,2.2,2.1,2.4,2.6,2.8,2.7,2.6,2.9,2.8,2.2,2.2,2.2,2,2,1.7,1.4,1.3,1.4,1.3,2.5,2.4,2.4,2.1,1.7,1.4,1.2,1.1,0.8,0.5,0.6,0.4,0.4,0.3,0.6,0.7,0.8,0.9,0.7,0.6,0.6,0.6,0.5,0.8,0.9,1,1,1.2,1.3,1.3,1.3,1.3,1.4,1.7,1.8,1.4,1.5,1.7,1.6,1.7,1.8,1.7,2.2,2.7,3,2.8,2.7,2.7,2.5,2,1.8,1.4,1.5,1.6,1.3,1.1,0.8,1.1,1.3,1.5,1.8) > par7 = '0.95' > par6 = 'MA' > par5 = '12' > par4 = '0' > par3 = '0' > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/1q97r1261568342.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2l4la1261568342.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.000000000 0.918651348 0.831574036 0.728230775 0.624434684 [6] 0.528077946 0.438574757 0.346908046 0.283607912 0.228814517 [11] 0.183199918 0.138943809 0.109404681 0.097037161 0.078560028 [16] 0.042339858 -0.004403223 -0.071987274 -0.148602772 -0.220715125 [21] -0.301010767 -0.369672985 -0.428265123 -0.480923748 -0.518631788 [26] -0.549396433 -0.551661526 -0.550756809 -0.553374103 -0.549691308 [31] -0.526497282 -0.526818081 -0.495016688 -0.477946651 -0.453875716 [36] -0.416036587 -0.366988114 > (mypacf <- c(rpacf$acf)) [1] 0.918651348 -0.079102307 -0.151233296 -0.057551371 -0.005361135 [6] -0.020127464 -0.088900372 0.112992948 0.001322720 -0.023684347 [11] -0.053266287 0.058081836 0.086875019 -0.102852423 -0.152601963 [16] -0.078602009 -0.138758783 -0.130039779 -0.023058973 -0.090739875 [21] -0.029207751 -0.064978872 -0.082887039 -0.022535517 -0.076691798 [26] 0.074736938 -0.108521357 -0.150843933 -0.056189391 0.101521322 [31] -0.207532280 0.132273555 -0.054525736 0.003643540 0.025466581 [36] 0.051421911 > 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/35gyw1261568342.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/4hbbj1261568342.tab") > > try(system("convert tmp/1q97r1261568342.ps tmp/1q97r1261568342.png",intern=TRUE)) character(0) > try(system("convert tmp/2l4la1261568342.ps tmp/2l4la1261568342.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.528 0.319 0.680