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Type 'q()' to quit R. > x <- c(0.9383,0.9217,0.9095,0.8920,0.8742,0.8607,0.8607,0.9005,0.9111,0.9059,0.8883,0.8924,0.8833,0.8700,0.8758,0.8858,0.9170,0.9554,0.9922,0.9778,0.9808,0.9811,1.0014,1.0183,1.0622,1.0773,1.0807,1.0848,1.1582,1.1663,1.1372,1.1139,1.1222,1.1692,1.1702,1.2286,1.2613,1.2646,1.2262,1.1985,1.2007,1.2138,1.2266,1.2176,1.2218,1.2490,1.2991,1.3408,1.3119,1.3014,1.3201,1.2938,1.2694,1.2165,1.2037,1.2292,1.2256,1.2015,1.1786,1.1856,1.2103,1.1938,1.2020,1.2271,1.2770,1.2650,1.2684,1.2811,1.2727,1.2611,1.2881,1.3213,1.2999,1.3074,1.3242,1.3516,1.3511,1.3419,1.3716,1.3622,1.3896,1.4227,1.4684,1.4570,1.4718,1.4748,1.5527,1.5751,1.5557,1.5553,1.5770,1.4975,1.4370,1.3322,1.2732,1.3449,1.3239,1.2785,1.3050,1.3190,1.3650,1.4016,1.4088,1.4268,1.4562,1.4816,1.4914,1.4614) > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/1qq9j1275834011.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2qq9j1275834011.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.0000000000 0.3021922955 -0.0268271444 0.0013923621 0.0862639347 [6] 0.0575122691 -0.1254401892 -0.2532430339 -0.0542972744 0.0027877254 [11] -0.0620581569 -0.0628170317 -0.1505728891 -0.0830671695 0.0393037051 [16] -0.0131527571 -0.0579374981 0.0230527079 0.0592491221 0.0827368903 [21] 0.0035773049 -0.0741589555 -0.0188194651 -0.0760301114 -0.0265943365 [26] -0.0743853365 -0.0307523171 -0.0239997900 0.0031967258 -0.0845794276 [31] -0.0682232269 0.0131995093 -0.0808055831 -0.1671543839 -0.0277345678 [36] 0.1119859214 0.0623079431 -0.0404928201 0.0730277205 0.1549880621 [41] 0.2146736904 0.0479522067 0.0001924295 -0.0029292638 -0.0679613252 [46] 0.0283164049 -0.0312062214 -0.1208893283 -0.0326271111 > (mypacf <- c(rpacf$acf)) [1] 0.302192296 -0.130020856 0.055797243 0.072897161 0.007629167 [6] -0.151004658 -0.183164657 0.068121625 -0.040647929 -0.040025808 [11] 0.012832940 -0.161253351 -0.048490637 0.029537270 -0.037337275 [16] -0.038259154 0.050762430 0.001658920 -0.008783861 -0.036685044 [21] -0.057633467 -0.031249225 -0.125265153 0.049166873 -0.107407196 [26] 0.038497273 -0.051330497 -0.025039340 -0.122019910 -0.050092777 [31] 0.033414995 -0.188574556 -0.155206278 0.044555422 0.026575572 [36] -0.087853941 -0.076141028 0.117603966 -0.050312207 0.134524715 [41] -0.051849670 0.008491204 -0.096049127 -0.145352713 0.092771335 [46] -0.130223009 0.014865734 -0.018371370 > 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/3m0p91275834011.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/4e9ou1275834011.tab") > > try(system("convert tmp/1qq9j1275834011.ps tmp/1qq9j1275834011.png",intern=TRUE)) character(0) > try(system("convert tmp/2qq9j1275834011.ps tmp/2qq9j1275834011.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.561 0.309 0.731