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Type 'q()' to quit R. > x <- c(8.4,8.4,8.4,8.6,8.9,8.8,8.3,7.5,7.2,7.4,8.8,9.3,9.3,8.7,8.2,8.3,8.5,8.6,8.5,8.2,8.1,7.9,8.6,8.7,8.7,8.5,8.4,8.5,8.7,8.7,8.6,8.5,8.3,8.00,8.2,8.1,8.1,8.00,7.9,7.9,8.00,8.00,7.9,8.00,7.7,7.2,7.5,7.3,7.00,7.00,7.00,7.2,7.3,7.1,6.8,6.4,6.1,6.5,7.7,7.9,7.5,6.9,6.6,6.9,7.7,8.00,8.00,7.7,7.3,7.4,8.1,8.3,8.2) > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/1xxqt1259228969.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/216rp1259228969.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.00000000 0.85342949 0.59565464 0.41678922 0.41837430 0.54263910 [7] 0.63898167 0.59941614 0.46972188 0.35877505 0.33933180 0.38267021 [13] 0.41491144 0.33321834 0.22230696 0.13609541 0.09896835 0.09502650 [19] 0.08366683 0.03259442 -0.03170639 -0.07981640 -0.09827875 -0.09732790 [25] -0.09916613 -0.14557827 -0.17982566 -0.19270593 -0.18706724 -0.17967159 [31] -0.18898279 -0.22837499 -0.27783226 -0.29985580 -0.28196568 -0.24722296 [37] -0.22714650 > (mypacf <- c(rpacf$acf)) [1] 0.8534294927 -0.4884347490 0.3721997849 0.3820705450 0.1634874152 [6] -0.0392429351 -0.1071989333 0.1113340142 0.0344433394 -0.0160517578 [11] -0.0854149206 -0.0021854317 -0.3608697316 0.3180438483 -0.3081329244 [16] -0.1518018362 -0.0262290458 -0.0058900859 -0.0694756410 -0.0571005590 [21] 0.0001256563 -0.0043739591 0.1091913359 -0.1035525595 0.0830885108 [26] 0.0628724588 0.0477505676 0.0480785059 -0.0364058542 0.0057546733 [31] -0.0673188001 -0.1145161039 0.0591720074 -0.0411333596 -0.1492511171 [36] -0.0056053911 > 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/3812y1259228969.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/417y91259228969.tab") > > system("convert tmp/1xxqt1259228969.ps tmp/1xxqt1259228969.png") > system("convert tmp/216rp1259228969.ps tmp/216rp1259228969.png") > > > proc.time() user system elapsed 0.540 0.302 0.671