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Type 'q()' to quit R. > x <- c(110.75,110.64,110.46,110.66,110.48,110.5,110.96,111.17,111.07,111.75,111.45,111.24,111.09,111.29,111.15,110.88,111.22,110.62,110.2,109.49,109.32,108.71,107.85,107.44,106.93,106.19,105.71,105.67,105.7,105.28,105.34,105.58,105.23,105.46,104.92,104.68,104.58,104.32,104.36,104.38,104.25,103.93,103.95,103.6,103.23,103.31,102.82,102.76,102.68,102.37,102.54,102.65,102.63,102.22,102.04,101.85,101.88,101.33,100.8) > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/1v0pu1262021897.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2o0ux1262021897.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.00000000 0.96011646 0.92161966 0.88473186 0.84161328 0.79758272 [7] 0.75224921 0.70549308 0.65448170 0.60169688 0.54169887 0.48430291 [13] 0.42687815 0.36910018 0.31372936 0.25693447 0.20302355 0.15036926 [19] 0.09913375 0.05172455 0.00835572 -0.03557702 -0.07808675 -0.11560385 [25] -0.15137786 -0.18487254 -0.21078784 -0.23641146 -0.26002346 -0.28627851 [31] -0.31177359 -0.33509686 -0.36107388 -0.38638137 -0.41064018 -0.42696401 [37] -0.43898622 > (mypacf <- c(rpacf$acf)) [1] 0.9601164602 -0.0026088741 0.0008440171 -0.0985927536 -0.0375214568 [6] -0.0451391894 -0.0397083746 -0.0823319062 -0.0546454058 -0.1293029702 [11] -0.0041079987 -0.0399359718 -0.0288006570 -0.0132126991 -0.0545237443 [16] -0.0036168050 -0.0217739604 -0.0209503456 0.0083965130 0.0039956343 [21] -0.0499367955 -0.0314323593 0.0045435924 -0.0157062353 -0.0228575137 [26] 0.0456904800 -0.0413635098 -0.0214900238 -0.0934694810 -0.0399302418 [31] -0.0321102550 -0.0874829895 -0.0559498654 -0.0523054109 0.0451996863 [36] 0.0292639716 > 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/38w5j1262021897.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/4ex211262021897.tab") > > try(system("convert tmp/1v0pu1262021897.ps tmp/1v0pu1262021897.png",intern=TRUE)) character(0) > try(system("convert tmp/2o0ux1262021897.ps tmp/2o0ux1262021897.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.555 0.312 0.764