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Type 'q()' to quit R. > x <- c(8.2,8.21,8.22,8.2,8.18,8.2,8.19,8.24,8.31,8.27,8.36,8.32,8.29,8.27,8.27,8.43,8.46,8.48,8.46,8.46,8.43,8.4,8.38,8.3,8.39,8.53,8.52,8.54,8.62,8.52,8.49,8.44,8.31,8.26,8.21,8.03,7.89,7.83,7.85,7.84,7.88,8.01,8.08,8.11,8.11,8.07,8.06,7.95,7.95,8.07,8.17,8.21,8.2,8.19,8.18,8.16,8.17,8.17,8.19,8.01,8.04,8.13,8.14,8.17,8.25,8.27,8.27,8.26,8.24,8.21,8.25,8.06,8.16,8.32,8.43,8.39,8.41) > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/1ujvw1264428507.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2uke51264428507.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.000000000 0.244211802 0.016845725 0.055282116 -0.078409038 [6] -0.180128925 -0.141695942 -0.114395993 -0.028663801 0.065158327 [11] -0.007841262 -0.040779650 0.209828450 -0.009641931 -0.099056527 [16] -0.029228183 0.030918817 -0.058093667 -0.072494036 -0.128829856 [21] -0.101093718 -0.115500902 -0.037592845 0.192500756 0.262979976 [26] 0.028989283 -0.006038038 -0.061399249 -0.129137313 -0.165871905 [31] -0.072622274 -0.020497056 0.026438199 0.112044304 0.055681223 [36] 0.052025408 0.159154698 -0.115016467 -0.129726939 0.019242386 [41] -0.036602722 -0.065441617 -0.004868651 -0.085058538 -0.121953293 [46] 0.026763860 0.014401310 -0.019770673 0.155087131 > (mypacf <- c(rpacf$acf)) [1] 0.24421180 -0.04550773 0.06616968 -0.11537849 -0.13978877 -0.07789996 [7] -0.06550772 0.02442026 0.05829136 -0.06910664 -0.06890035 0.21198627 [13] -0.13309896 -0.04632120 -0.03254158 0.07119598 -0.04922047 -0.05593626 [19] -0.13373506 -0.06016950 -0.13974658 0.03538101 0.25941718 0.08600973 [25] -0.14355055 -0.06616844 -0.09368037 -0.08973430 -0.03902573 0.07171481 [31] 0.05520882 -0.07574099 0.07103243 -0.01322973 -0.09834416 0.07868685 [37] -0.08350253 -0.03334753 0.02450661 -0.07511447 -0.01227510 -0.03739870 [43] -0.11119495 -0.01546118 0.08103985 -0.08134340 -0.11765235 0.01274050 > 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/3fp611264428507.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/4jjmc1264428507.tab") > > try(system("convert tmp/1ujvw1264428507.ps tmp/1ujvw1264428507.png",intern=TRUE)) character(0) > try(system("convert tmp/2uke51264428507.ps tmp/2uke51264428507.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.592 0.300 0.811