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Type 'q()' to quit R. > x <- c(1.1591,1.1203,1.0886,1.0701,1.0630,1.0377,1.0370,1.0605,1.0497,1.0706,1.0328,1.0110,1.0131,0.9834,0.9643,0.9449,0.9059,0.9505,0.9386,0.9045,0.8695,0.8525,0.8552,0.8983,0.9376,0.9205,0.9083,0.8925,0.8753,0.8530,0.8615,0.9014,0.9114,0.9050,0.8883,0.8912,0.8832,0.8707,0.8766,0.8860,0.9170,0.9561,0.9935,0.9781,0.9806,0.9812,1.0013,1.0194,1.0622,1.0785,1.0797,1.0862,1.1556,1.1674,1.1365,1.1155,1.1267,1.1714,1.1710,1.2298,1.2638,1.2640,1.2261,1.1989,1.2000,1.2146,1.2266,1.2191,1.2224,1.2507,1.2997,1.3406,1.3123,1.3013,1.3185,1.2943,1.2697,1.2155,1.2041,1.2295,1.2234,1.2022,1.1789,1.1861,1.2126,1.1940,1.2028,1.2273,1.2767,1.2661,1.2681,1.2810,1.2722,1.2617,1.2888,1.3205,1.2993,1.3080,1.3246,1.3513,1.3518,1.3421,1.3726,1.3626,1.3910,1.4233,1.4683,1.4559,1.4728,1.4759,1.5520,1.5754,1.5554,1.5562,1.5759,1.4955,1.4342,1.3266,1.2744,1.3511,1.3244,1.2797,1.3050,1.3199,1.3646,1.4014,1.4092,1.4266,1.4575,1.4821,1.4908,1.4579) > par7 = '0.95' > par6 = 'White Noise' > par5 = '12' > par4 = '0' > par3 = '0' > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/rcomp/tmp/1ch441274966169.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/2ch441274966169.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.00000000 0.98089774 0.95277473 0.92519247 0.89853300 0.87208000 [7] 0.84441552 0.81826790 0.79801617 0.77979145 0.76138076 0.74466854 [13] 0.72620163 0.70908548 0.69715734 0.68002463 0.65583576 0.62811388 [19] 0.59398041 0.55814555 0.51999183 0.48080207 0.44465510 0.41314181 [25] 0.38245223 0.35154544 0.32026048 0.29219754 0.26643467 0.24221009 [31] 0.21872186 0.19883499 0.17882906 0.16088235 0.14721443 0.13452959 [37] 0.11875457 0.10091042 0.08671945 0.07420564 0.05960131 0.04120413 [43] 0.02323904 0.00504237 -0.01410223 -0.02900729 -0.04249118 -0.05416139 [49] -0.06429434 > (mypacf <- c(rpacf$acf)) [1] 0.9808977438 -0.2480378078 0.0593546729 -0.0105264889 -0.0144482859 [6] -0.0478101008 0.0453514037 0.1243106317 -0.0273607861 -0.0131119807 [11] 0.0495521465 -0.0885456111 0.0538601787 0.1208952378 -0.2086588792 [16] -0.1204872794 -0.0316230903 -0.1943304720 -0.0252550625 -0.0620651514 [21] 0.0002944112 0.0019280201 0.0525268381 -0.0511565109 -0.1039387486 [26] -0.0060967230 0.0964950084 -0.0997724104 0.0571764672 0.0473764148 [31] 0.0446118158 -0.0214400763 0.1307497876 0.1346947796 0.0231334369 [36] -0.0666058264 -0.0090206699 0.0692225481 -0.0331100885 -0.0413629112 [41] -0.0858426534 0.0115767978 -0.0760712965 -0.0774618292 0.1191588058 [46] -0.0905226187 0.0143884852 -0.0705089824 > 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/38rju1274966169.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/4j0ix1274966169.tab") > try(system("convert tmp/1ch441274966169.ps tmp/1ch441274966169.png",intern=TRUE)) character(0) > try(system("convert tmp/2ch441274966169.ps tmp/2ch441274966169.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.70 0.52 1.02