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Type 'q()' to quit R. > x <- c(1.5,1.7,1.6,1.8,2.1,2.1,2.3,2.8,2.5,2.5,2.3,2.3,2.2,2.1,2.2,2,1.6,1.6,1.3,1.3,1.5,1.4,2,2.1,2.1,1.7,2.3,2.5,2.2,2.3,2.9,3.1,2.4,2,1.6,1.9,1.6,1.7,1.2,1.6,1.6,1.9,2.1,1.8,2.1,2.7,3.2,3,3.1,3.7,3.7,2.5,2.8,2.8,2.5,2.8,2.5,1.6,1.5,1.7,1.3) > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/109we1261569596.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2mjfd1261569596.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.000000000 -0.020103582 -0.180964347 0.119268783 0.193645476 [6] -0.082635341 0.003844543 -0.043983304 -0.131806126 0.017576849 [11] -0.068528911 -0.155220984 -0.374043052 0.041819527 -0.102624452 [16] 0.093244828 -0.067657816 0.008854734 0.071923947 0.267835106 [21] 0.051525812 -0.190916325 0.131554848 0.192027529 0.066345590 [26] -0.033873580 0.087617612 -0.115834660 -0.023826674 -0.088908898 [31] -0.079194237 -0.186323534 0.040075942 0.017752743 -0.115341877 [36] 0.041328140 -0.002353631 > (mypacf <- c(rpacf$acf)) [1] -0.020103582 -0.181441831 0.115159212 0.171891418 -0.039121741 [6] 0.051247082 -0.112673630 -0.159055007 0.006198846 -0.119751367 [11] -0.100559928 -0.419255461 -0.057969821 -0.253223952 0.220373654 [16] -0.018432103 0.085410375 0.067261120 0.241181995 0.100514881 [21] -0.205413555 -0.094817501 -0.131312022 -0.132737315 0.038820817 [26] -0.049192870 0.105314664 -0.077655600 0.055663729 0.015825585 [31] 0.004778813 0.079752180 -0.143007220 -0.084469595 0.032721955 [36] 0.035233314 > 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/344yr1261569596.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/48r2m1261569596.tab") > > try(system("convert tmp/109we1261569596.ps tmp/109we1261569596.png",intern=TRUE)) character(0) > try(system("convert tmp/2mjfd1261569596.ps tmp/2mjfd1261569596.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.542 0.335 0.683