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Type 'q()' to quit R. > x <- c(7.14,7.24,7.33,7.61,7.66,7.69,7.7,7.68,7.71,7.71,7.72,7.68,7.72,7.74,7.76,7.9,7.97,7.96,7.95,7.97,7.93,7.99,7.96,7.92,7.97,7.98,8,8.04,8.17,8.29,8.26,8.3,8.32,8.28,8.27,8.32,8.31,8.34,8.32,8.36,8.33,8.35,8.34,8.37,8.31,8.33,8.34,8.25,8.27,8.31,8.25,8.3,8.3,8.35,8.78,8.9) > par8 = '' > par7 = '0.95' > par6 = 'White Noise' > par5 = '12' > par4 = '0' > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/rcomp/tmp/1nkje1293186102.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/2nkje1293186102.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.000000000 0.227080731 0.064755308 0.092960145 -0.120290678 [6] -0.052912456 -0.019484501 -0.150584762 -0.098137845 -0.039389122 [11] -0.085329851 0.008447826 0.067877824 0.094493017 0.016134893 [16] -0.056545929 -0.051277393 -0.062529806 -0.097399796 -0.073339389 [21] -0.067162484 -0.120824344 -0.043056659 -0.002134666 -0.008050414 [26] 0.193709549 0.217145452 0.095355967 0.013591461 -0.043760645 [31] 0.004371523 -0.118894062 -0.114022936 0.021142273 -0.069989781 [36] -0.082491200 -0.023515385 -0.090007948 0.034938117 0.113387078 [41] 0.017599637 -0.066719655 -0.021596457 -0.105972522 -0.133689111 [46] -0.070001135 -0.035608039 -0.125036902 -0.040513228 > (mypacf <- c(rpacf$acf)) [1] 0.227080731 0.013906761 0.079411470 -0.168513907 0.007224047 [6] -0.009898663 -0.125262229 -0.055386537 -0.005200470 -0.052473134 [11] 0.018551783 0.046793572 0.082675513 -0.069133815 -0.085967382 [16] -0.030512499 -0.034352406 -0.082389117 -0.040979875 -0.022473539 [21] -0.100165166 -0.026785221 -0.001048992 -0.027538723 0.150069234 [26] 0.120240826 0.017387435 -0.091054015 -0.050841217 0.068696492 [31] -0.152357965 -0.054359074 0.120109553 -0.032935822 -0.099219678 [36] -0.045694484 -0.067306881 -0.020195081 0.013368390 0.040804151 [41] -0.110782353 -0.034006629 -0.071888525 -0.092228060 -0.081604863 [46] 0.027644145 -0.111286123 -0.040721583 > 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/31uy51293186102.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/4b3g71293186102.tab") > > try(system("convert tmp/1nkje1293186102.ps tmp/1nkje1293186102.png",intern=TRUE)) character(0) > try(system("convert tmp/2nkje1293186102.ps tmp/2nkje1293186102.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.660 0.420 1.062