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Type 'q()' to quit R. > x <- c(8.6,8.3,8.3,8.3,8.4,8.5,8.4,8.6,8.5,8.5,8.4,8.5,8.5,8.5,8.5,8.5,8.5,8.5,8.5,8.6,8.4,8.1,8.0,8.0,8.0,8.0,7.9,7.8,7.8,7.9,8.1,8.0,7.6,7.3,7.0,6.8,7.0,7.1,7.2,7.1,6.9,6.7,6.7,6.6,6.9,7.3,7.5,7.3,7.1,6.9,7.1,7.5,7.7,7.8,7.8,7.7,7.8,7.8,7.9,7.9) > par7 = '0.95' > par6 = 'MA' > par5 = '1' > par4 = '1' > par3 = '1' > par2 = '1' > par1 = '36' > #'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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/186rk1259162241.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2fd1p1259162241.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.000000000 -0.056854360 -0.062231680 -0.350635226 -0.287863965 [6] -0.051260199 0.265971431 0.129074173 0.196622660 -0.057560354 [11] -0.202842130 -0.118329618 0.068259523 -0.142148507 0.202186564 [16] 0.151571845 -0.028222946 -0.045494582 -0.157725758 -0.135999637 [21] 0.117860637 0.078262784 0.089849489 0.055613828 -0.225965110 [26] -0.050685318 0.113285124 0.096890937 -0.005493305 0.016525300 [31] -0.249844513 0.071871859 -0.012378426 0.089390593 0.072411440 [36] 0.033983520 -0.169892386 > (mypacf <- c(rpacf$acf)) [1] -0.056854360 -0.065676392 -0.360857661 -0.397787618 -0.284748624 [6] -0.021789094 -0.151018157 0.015742323 0.046201696 -0.057653698 [11] -0.002039069 0.160981072 -0.230889153 -0.040022412 0.195495841 [16] -0.034795394 -0.072236139 -0.028461968 -0.061018983 -0.036603226 [21] -0.007932258 -0.030990554 -0.066400873 -0.234592617 0.025882727 [26] 0.111704567 0.061817751 -0.031354216 0.059659495 -0.171119085 [31] 0.035183263 -0.048882062 -0.084953708 -0.100950326 0.006851419 [36] -0.073430223 > 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/3jyf21259162242.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/4qfg31259162242.tab") > > system("convert tmp/186rk1259162241.ps tmp/186rk1259162241.png") > system("convert tmp/2fd1p1259162241.ps tmp/2fd1p1259162241.png") > > > proc.time() user system elapsed 0.544 0.295 0.723