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Type 'q()' to quit R. > x <- c(6.9,6.8,6.7,6.6,6.5,6.5,7.0,7.5,7.6,7.6,7.6,7.8,8.0,8.0,8.0,7.9,7.9,8.0,8.5,9.2,9.4,9.5,9.5,9.6,9.7,9.7,9.6,9.5,9.4,9.3,9.6,10.2,10.2,10.1,9.9,9.8,9.8,9.7,9.5,9.3,9.1,9.0,9.5,10.0,10.2,10.1,10.0,9.9,10.0,9.9,9.7,9.5,9.2,9.0,9.3,9.8,9.8,9.6,9.4,9.3,9.2,9.2,9.0,8.8,8.7,8.7,9.1,9.7,9.8,9.6,9.4,9.4,9.5,9.4,9.3,9.2,9.0,8.9,9.2,9.8,9.9,9.6,9.2,9.1,9.1,9.0,8.9,8.7,8.5,8.3,8.5,8.7,8.4,8.1,7.8,7.7,7.5,7.2,6.8,6.7,6.4,6.3,6.8,7.3,7.1,7.0,6.8,6.6,6.3,6.1,6.1,6.3,6.3,6.0,6.2,6.4,6.8,7.5,7.5,7.6,7.6,7.4,7.3,7.1,6.9,6.8,7.5,7.6,7.8,8.0,8.1,8.2,8.3,8.2,8.0,7.9,7.6,7.6,8.3,8.4,8.4,8.4,8.4,8.6,8.9,8.8,8.3,7.5,7.2,7.4,8.8,9.3,9.3,8.7,8.2,8.3,8.5,8.6,8.5,8.2,8.1,7.9,8.6,8.7,8.7,8.5,8.4,8.5,8.7,8.7,8.6,8.5,8.3,8.0,8.2,8.1,8.1,8.0,7.9,7.9) > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/1j3xa1259260523.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2f1zl1259260523.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.00000000 0.96030802 0.88679636 0.81263793 0.76342194 0.73405619 [7] 0.70821070 0.67177143 0.61511072 0.54394026 0.46194141 0.38453263 [13] 0.32097317 0.27744954 0.24017789 0.19743482 0.14303381 0.08263191 [19] 0.02608049 -0.01985546 -0.05309102 -0.08025737 -0.10384598 -0.12751090 [25] -0.15135860 -0.17211987 -0.19042783 -0.20285502 -0.20909852 -0.20686049 [31] -0.19681220 -0.18273865 -0.17155226 -0.17440079 -0.18771216 -0.20432288 [37] -0.20906274 > (mypacf <- c(rpacf$acf)) [1] 0.9603080175 -0.4549004968 0.1700395376 0.2665977908 -0.0450110723 [6] -0.0847863939 -0.0582231183 -0.1778138086 -0.0756492995 -0.1864442341 [11] 0.0161267623 0.0320224605 0.0850065070 -0.0990877665 -0.0107321925 [16] -0.0185101342 0.0059231676 -0.0224507115 0.0007238246 -0.0064945033 [21] -0.0382015056 0.0165114675 0.0178651298 -0.0053932061 0.0589737347 [26] -0.0787865788 0.0236183506 0.0115710276 0.0492930927 0.0612132252 [31] 0.0100639269 -0.0604973073 -0.1908483194 -0.0347878610 -0.0443895322 [36] 0.0673837059 > 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/3cxql1259260523.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/421qy1259260523.tab") > system("convert tmp/1j3xa1259260523.ps tmp/1j3xa1259260523.png") > system("convert tmp/2f1zl1259260523.ps tmp/2f1zl1259260523.png") > > > proc.time() user system elapsed 0.546 0.332 0.647