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Type 'q()' to quit R. > x <- c(-3.3306690738755E-14 + ,0.0053840193399668 + ,3.3750779948605E-14 + ,3.3750779948605E-14 + ,-0.0053840193399664 + ,-3.3306690738755E-14 + ,-3.3306690738755E-14 + ,0.0053840193399668 + ,-0.021066849967766 + ,-4.6185277824407E-14 + ,0.021066849967754 + ,3.3750779948605E-14 + ,3.3750779948605E-14 + ,3.3750779948605E-14 + ,3.3750779948605E-14 + ,3.3750779948605E-14 + ,3.3750779948605E-14 + ,3.3750779948605E-14 + ,3.3750779948605E-14 + ,3.3750779948605E-14 + ,3.3750779948605E-14 + ,3.3750779948605E-14 + ,3.3750779948605E-14 + ,3.3750779948605E-14 + ,3.3750779948605E-14 + ,-0.0053840193399664 + ,0.0053840193399668 + ,3.3750779948605E-14 + ,3.3750779948605E-14 + ,3.3750779948605E-14 + ,3.3750779948605E-14 + ,3.3750779948605E-14 + ,-0.0053840193399664 + ,-3.3306690738755E-14 + ,-3.3306690738755E-14 + ,-3.3306690738755E-14 + ,0.0053840193399668 + ,3.3750779948605E-14 + ,-0.0053840193399664 + ,-3.3306690738755E-14 + ,-3.3306690738755E-14 + ,-3.3306690738755E-14 + ,-3.3306690738755E-14 + ,-3.3306690738755E-14 + ,-3.3306690738755E-14 + ,0.0053840193399668 + ,3.3750779948605E-14 + ,3.3750779948605E-14 + ,-0.0053840193399664 + ,0.0053840193399668 + ,3.3750779948605E-14 + ,3.3750779948605E-14 + ,-0.0053840193399664 + ,-3.3306690738755E-14 + ,-3.3306690738755E-14 + ,-3.3306690738755E-14 + ,-3.3306690738755E-14 + ,0.0053840193399668 + ,3.3750779948605E-14 + ,3.3750779948605E-14 + ,3.3750779948605E-14 + ,-0.0053840193399664 + ,-3.3306690738755E-14 + ,-3.3306690738755E-14 + ,-3.3306690738755E-14 + ,0.0053840193399668 + ,3.3750779948605E-14 + ,3.3750779948605E-14 + ,3.3750779948605E-14 + ,3.3750779948605E-14 + ,3.3750779948605E-14 + ,3.3750779948605E-14 + ,3.3750779948605E-14 + ,3.3750779948605E-14 + ,3.3750779948605E-14 + ,0.0003158060976336 + ,-4.8405723873657E-14 + ,-4.8405723873657E-14 + ,-4.8405723873657E-14 + ,-4.8405723873657E-14 + ,-0.0056998254376484 + ,-3.3306690738755E-14 + ,0.0056998254375666 + ,-0.0056998254376484 + ,-3.3306690738755E-14 + ,-3.3306690738755E-14 + ,0.0056998254375666 + ,-4.8405723873657E-14 + ,-4.8405723873657E-14 + ,-0.010155593471648 + ,-0.0051167364592297 + ,-1.1990408665952E-14 + ,-1.1990408665952E-14 + ,-1.1990408665952E-14 + ,0.005116736459188 + ,-2.9753977059954E-14 + ,-2.9753977059954E-14 + ,-2.9753977059954E-14 + ,-2.9753977059954E-14 + ,-2.9753977059954E-14 + ,-2.9753977059954E-14 + ,-2.9753977059954E-14 + ,-0.0051167364592297 + ,-1.1990408665952E-14 + ,-1.1990408665952E-14 + ,0.005116736459188 + ,-2.9753977059954E-14 + ,-0.0051167364592297 + ,-1.1990408665952E-14 + ,-1.1990408665952E-14 + ,0.005116736459188 + ,-2.9753977059954E-14 + ,-0.0051167364592297 + ,-1.1990408665952E-14 + ,0.005116736459188 + ,-2.9753977059954E-14 + ,-0.0051167364592297 + ,-0.070734872477612 + ,-3.6859404417555E-14 + ,-3.6859404417555E-14 + ,-3.6859404417555E-14 + ,0.0061749767394632 + ,-0.0061749767394774 + ,-3.6859404417555E-14 + ,-3.6859404417555E-14 + ,-3.6859404417555E-14 + ,-3.6859404417555E-14 + ,-3.6859404417555E-14 + ,-3.6859404417555E-14 + ,0.0061749767394632 + ,-0.0061749767394774 + ,-3.6859404417555E-14 + ,-3.6859404417555E-14 + ,-0.038587740776537 + ,-9.7699626167014E-15 + ,-9.7699626167014E-15 + ,-9.7699626167014E-15 + ,-0.0068186160469095 + ,0.0068186160468917 + ,-9.7699626167014E-15 + ,-0.0068186160469095 + ,-7.9936057773011E-15 + ,-7.9936057773011E-15 + ,-7.9936057773011E-15 + ,0.0068186160468917 + ,-9.7699626167014E-15 + ,-0.0068186160469095 + ,-7.9936057773011E-15 + ,-0.028119435314408 + ,-2.9309887850104E-14 + ,-2.9309887850104E-14 + ,0.028119435314371 + ,-7.9936057773011E-15 + ,-7.9936057773011E-15 + ,-7.9936057773011E-15 + ,-7.9936057773011E-15 + ,0.0068186160468917 + ,-9.7699626167014E-15 + ,-0.0068186160469095 + ,-7.9936057773011E-15 + ,-7.9936057773011E-15 + ,0.0068186160468917 + ,-0.0068186160469095 + ,-7.9936057773011E-15 + ,-7.9936057773011E-15 + ,0.0068186160468917 + ,-0.0068186160469095 + ,-7.9936057773011E-15 + ,-7.9936057773011E-15 + ,-7.9936057773011E-15 + ,-7.9936057773011E-15 + ,-7.9936057773011E-15 + ,-7.9936057773011E-15 + ,-7.9936057773011E-15 + ,0.0068186160468917 + ,-0.0068186160469095 + ,-7.9936057773011E-15 + ,0.0068186160468917 + ,-9.7699626167014E-15 + ,-9.7699626167014E-15 + ,-0.0068186160469095 + ,-7.9936057773011E-15 + ,-7.9936057773011E-15 + ,0.0068186160468917 + ,-9.7699626167014E-15 + ,0.0099644952593905 + ,-4.1300296516056E-14 + ,-4.1300296516056E-14 + ,-4.1300296516056E-14 + ,-4.1300296516056E-14 + ,-0.034585579649741 + ,3.8635761256955E-14 + ,3.8635761256955E-14 + ,0.034585579649739 + ,-4.1300296516056E-14 + ,0.015809217368258 + ,2.6201263381154E-14 + ,2.6201263381154E-14 + ,-1.1179688669752 + ,-3.3306690738755E-14) > par7 = '0.95' > par6 = 'White Noise' > par5 = '12' > par4 = '0' > par3 = '0' > par2 = '1' > par1 = 'Default' > #'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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/11j9h1290525438.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2bb821290525438.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.0000000000 -0.0059095968 -0.0005249638 -0.0164781851 -0.0009075671 [6] -0.0317841268 -0.0007060108 -0.0013849171 0.0300587061 -0.0005147990 [11] 0.0001853503 -0.0011039208 -0.0016153098 -0.0095256969 -0.0008609325 [16] -0.0061354671 0.0011198907 -0.0010476655 0.0043275035 -0.0014718732 [21] -0.0008309173 -0.0075142573 -0.0012276443 0.0047693304 > (mypacf <- c(rpacf$acf)) [1] -0.0059095968 -0.0005599067 -0.0164851789 -0.0011032577 -0.0318253486 [6] -0.0013596562 -0.0014898667 0.0290270314 -0.0002686447 -0.0008120104 [11] -0.0002289132 -0.0016611243 -0.0077119190 -0.0009570209 -0.0061734942 [16] -0.0001444222 -0.0011894224 0.0036047947 -0.0014700837 -0.0011864373 [21] -0.0069055407 -0.0013948708 0.0053088401 > 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/3wto81290525438.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/40cnw1290525438.tab") > > try(system("convert tmp/11j9h1290525438.ps tmp/11j9h1290525438.png",intern=TRUE)) character(0) > try(system("convert tmp/2bb821290525438.ps tmp/2bb821290525438.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.526 0.309 7.039