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Type 'q()' to quit R. > x <- c(2.06,2.06,2.05,2.04,2.04,2.03,2.03,2.03,2.02,2.02,2.02,2.02,2.01,2.01,2.01,2,2,1.99,1.99,1.99,1.98,1.97,1.97,1.96,1.96,1.96,1.96,1.95,1.94,1.94,1.93,1.93,1.93,1.92,1.92,1.9,1.9,1.9,1.9,1.89,1.88,1.88,1.87,1.86,1.86,1.85,1.83,1.82,1.8,1.8,1.79,1.78,1.78,1.78,1.77,1.77,1.76,1.75,1.75,1.75,1.75,1.75,1.74,1.74,1.74,1.74,1.73,1.73,1.73,1.73,1.73,1.72,1.71,1.71,1.71,1.7,1.7,1.7,1.7,1.7,1.69,1.68,1.67,1.65,1.61) > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/freestat/rcomp/tmp/1canz1272798822.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/2canz1272798822.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.000000000 0.091671865 0.050592639 0.143137867 -0.021958827 [6] 0.021678104 -0.009794136 -0.065720524 0.013724267 0.055614473 [11] -0.060573924 -0.067592015 0.109669370 -0.006519027 -0.171615721 [16] 0.054553961 -0.099189021 -0.190923269 0.119962570 -0.118496569 [21] -0.087960075 -0.081877729 -0.088895820 -0.069713038 -0.101185278 [26] -0.034840923 -0.090767311 0.135402371 -0.041048035 -0.108328135 [31] -0.004429195 -0.071709295 -0.103181535 0.074079850 0.006799750 [36] -0.009825328 0.178789769 0.075701809 0.106238303 0.016250780 [41] -0.013474735 0.028415471 0.047598253 -0.006581410 0.010854648 [46] 0.103399875 -0.059950094 -0.078321896 0.038677480 > (mypacf <- c(rpacf$acf)) [1] 0.091671865 0.042546457 0.136185881 -0.049127999 0.016965097 [6] -0.031034944 -0.055094456 0.019852957 0.066233961 -0.058918239 [11] -0.072404929 0.117874183 -0.004390870 -0.181916031 0.065590628 [16] -0.080748892 -0.171956872 0.154193743 -0.075977716 -0.082048656 [21] -0.138956684 0.009911421 -0.053774460 -0.140049602 0.034445146 [26] -0.046638417 0.102937876 -0.095187204 -0.024545844 -0.119613866 [31] -0.123703113 -0.013058487 0.057525459 -0.006710809 -0.034117739 [36] 0.134403384 0.035238742 0.017309516 -0.082821280 -0.076685218 [41] 0.020209432 0.019553730 -0.008921296 0.071368061 -0.066773569 [46] -0.131307209 -0.073391485 0.022019028 > lengthx <- length(x) > sqrtn <- sqrt(lengthx) > > #Note: the /var/www/html/freestat/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/freestat/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/freestat/rcomp/tmp/38klq1272798822.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/freestat/rcomp/tmp/40b2t1272798822.tab") > > try(system("convert tmp/1canz1272798822.ps tmp/1canz1272798822.png",intern=TRUE)) character(0) > try(system("convert tmp/2canz1272798822.ps tmp/2canz1272798822.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.796 0.422 0.951