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Type 'q()' to quit R. > x <- c(101.76,102.37,102.38,102.86,102.87,102.92,102.95,103.02,104.08,104.16,104.24,104.33,104.73,104.86,105.03,105.62,105.63,105.63,105.94,106.61,107.69,107.78,107.93,108.48,108.14,108.48,108.48,108.89,108.93,109.21,109.47,109.80,111.73,111.85,112.12,112.15,112.17,112.67,112.80,113.44,113.53,114.53,114.51,115.05,116.67,117.07,116.92,117.00,117.02,117.35,117.36,117.82,117.88,118.24,118.50,118.80,119.76,120.09,120.16) > par8 = '' > par7 = '0.95' > par6 = 'White Noise' > par5 = '12' > par4 = '1' > par3 = '1' > par2 = '1' > par1 = '48' > #'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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/rcomp/tmp/10yhk1292704072.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/20yhk1292704072.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.000000000 -0.244989463 0.108787668 -0.002915260 0.299192337 [6] -0.130581098 -0.174062564 0.244183460 -0.289147032 0.278790428 [11] -0.249154483 0.290918100 -0.325781810 0.155526585 -0.054853915 [16] -0.096529848 -0.068915191 -0.174103496 0.266638397 -0.202434393 [21] 0.090026411 -0.130109239 0.321991495 -0.133933492 -0.129549835 [26] 0.049012355 0.062246483 -0.045885747 -0.141418336 0.175650671 [31] -0.125455658 0.025362761 0.003311860 -0.015040438 -0.128444792 [36] 0.007369724 0.003140871 -0.087169736 -0.038103267 0.017884060 [41] 0.077660501 -0.049246899 0.001499749 0.065311763 0.013656741 [46] -0.020336432 > (mypacf <- c(rpacf$acf)) [1] -0.244989463 0.051881767 0.037403930 0.321623187 0.011610639 [6] -0.298782970 0.144125637 -0.310025039 0.316289211 -0.043681556 [11] 0.136324592 -0.202863771 -0.114974413 -0.030233214 -0.064824110 [16] -0.101532543 -0.043310593 0.062836521 0.221950289 -0.180073294 [21] 0.079104111 0.049789159 0.001225476 -0.196906853 -0.076600706 [26] 0.143394100 -0.042786781 0.063402441 -0.055472824 -0.115316368 [31] -0.055717632 -0.058126330 -0.060331904 0.049605802 -0.024528481 [36] -0.092875582 0.003795656 0.042413809 -0.051957231 0.048662962 [41] -0.106706392 0.081195740 0.067709113 -0.125700520 0.080280296 > lengthx <- length(x) > sqrtn <- sqrt(lengthx) > > #Note: the /var/www/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/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/rcomp/tmp/3e7xb1292704072.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/rcomp/tmp/4aigu1292704073.tab") > > try(system("convert tmp/10yhk1292704072.ps tmp/10yhk1292704072.png",intern=TRUE)) character(0) > try(system("convert tmp/20yhk1292704072.ps tmp/20yhk1292704072.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.670 0.230 0.889