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Type 'q()' to quit R. > x <- c(2.3,2.3,2.6,3.1,2.8,2.5,2.9,3.1,3.1,3.2,2.5,2.6,2.9,2.6,2.4,1.7,2,2.2,1.9,1.6,1.6,1.2,1.2,1.5,1.6,1.7,1.8,1.8,1.8,1.3,1.3,1.4,1.1,1.5,2.2,2.9,3.1,3.5,3.6,4.4,4.2,5.2,5.8,5.9,5.4,5.5,4.7,3.1,2.6,2.3,1.9,0.6,0.6,-0.4,-1.1,-1.7,-0.8,-1.2,-1,-0.1) > par7 = '0.95' > par6 = 'MA' > par5 = '12' > par4 = '1' > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/1qrro1261747282.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2zhgy1261747282.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.000000000 0.942978059 0.843329821 0.716719693 0.573839883 [6] 0.402850367 0.247441441 0.101954828 -0.035240104 -0.166266840 [11] -0.269621516 -0.355010632 -0.426419676 -0.451155706 -0.437878287 [16] -0.407891030 -0.376222451 -0.332134670 -0.293427622 -0.261789658 [21] -0.238806741 -0.201935096 -0.165207994 -0.130785057 -0.097145566 [26] -0.058615685 -0.033443535 -0.012447590 0.008620626 0.031483090 [31] 0.045534922 0.060657279 0.080654468 0.089244259 0.082806540 [36] 0.070812927 0.061615329 > (mypacf <- c(rpacf$acf)) [1] 0.9429780586 -0.4140880226 -0.1889634980 -0.1229974529 -0.3266361477 [6] 0.2318967371 -0.1190611250 -0.1318163703 -0.0541426500 -0.0247677121 [11] -0.0506326614 -0.0955927379 0.3867759646 -0.1147583624 -0.1079150375 [16] -0.1137481294 -0.1876448015 -0.0289176660 0.0007721791 -0.0169858337 [21] 0.0920065486 0.0010720307 -0.1029877053 -0.0638991652 0.1114073438 [26] -0.0615200523 0.0666682200 -0.0231049460 -0.1156874030 -0.0957389376 [31] 0.0190149954 0.0352359498 -0.1036786626 0.0849759286 -0.1058755954 [36] 0.0080899958 > 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/38zrw1261747282.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/4kh3w1261747282.tab") > > try(system("convert tmp/1qrro1261747282.ps tmp/1qrro1261747282.png",intern=TRUE)) character(0) > try(system("convert tmp/2zhgy1261747282.ps tmp/2zhgy1261747282.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.549 0.318 0.812