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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 = '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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/13w931293186272.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/23w931293186272.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.000000000 0.122539190 0.014868952 0.165029072 -0.071553256 [6] -0.046227880 0.053305193 -0.050720144 -0.039708724 0.019508046 [11] -0.049235893 -0.030564004 -0.122530282 -0.071999494 -0.169025388 [16] -0.168942490 -0.037142783 0.021956609 -0.083854112 0.057342024 [21] 0.078590054 -0.112912889 0.028283248 0.085158633 0.019806305 [26] 0.204568265 0.142323369 -0.021719267 -0.029117681 0.019312655 [31] 0.025622772 -0.014431477 -0.007577715 0.073520813 -0.048086535 [36] 0.033178793 -0.012923520 -0.053725283 -0.004133521 -0.169807095 [41] -0.120820756 -0.109061823 -0.019091979 > (mypacf <- c(rpacf$acf)) [1] 0.1225391895 -0.0001491408 0.1657133775 -0.1166937223 -0.0218860500 [6] 0.0350897911 -0.0336607245 -0.0249353732 0.0059633232 -0.0338224825 [11] -0.0135616216 -0.1404435073 -0.0209435528 -0.1696767697 -0.1056705890 [16] -0.0175660626 0.0611461197 -0.0873334140 0.0483313608 0.0395908736 [21] -0.1062492102 -0.0022376676 0.0585458709 0.0406326217 0.1753661103 [26] 0.0318550900 -0.0502047112 -0.1410301282 -0.0035329588 0.0426314077 [31] 0.0024463299 -0.0082176613 0.0852079882 -0.0495366787 0.0559725813 [36] -0.0928458945 0.0559371390 0.0505340199 -0.1377615597 -0.0251781462 [41] -0.1003451210 -0.0127968498 > 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/37e7r1293186272.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/4ax6f1293186272.tab") > > try(system("convert tmp/13w931293186272.ps tmp/13w931293186272.png",intern=TRUE)) character(0) > try(system("convert tmp/23w931293186272.ps tmp/23w931293186272.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.587 0.338 1.355