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Type 'q()' to quit R. > x <- c(-3.5527136788005E-15 + ,-3.5527136788005E-15 + ,-3.5527136788005E-15 + ,-3.5527136788005E-15 + ,-3.5527136788005E-15 + ,-3.5527136788005E-15 + ,-3.5527136788005E-15 + ,-3.5527136788005E-15 + ,-0.027018803106504 + ,4.7517545453957E-14 + ,4.7517545453957E-14 + ,4.7517545453957E-14 + ,4.7517545453957E-14 + ,0.027018803106547 + ,-0.027018803106504 + ,4.7517545453957E-14 + ,4.7517545453957E-14 + ,4.7517545453957E-14 + ,4.7517545453957E-14 + ,4.7517545453957E-14 + ,4.7517545453957E-14 + ,4.7517545453957E-14 + ,0.027018803106547 + ,-0.027018803106504 + ,0.027018803106547 + ,-3.5527136788005E-15 + ,-3.5527136788005E-15 + ,-3.5527136788005E-15 + ,-3.5527136788005E-15 + ,-3.5527136788005E-15 + ,-3.5527136788005E-15 + ,-3.5527136788005E-15 + ,-0.027018803106504 + ,4.7517545453957E-14 + ,4.7517545453957E-14 + ,4.7517545453957E-14 + ,4.7517545453957E-14 + ,4.7517545453957E-14 + ,0.027018803106547 + ,-3.5527136788005E-15 + ,-3.5527136788005E-15 + ,-3.5527136788005E-15 + ,-3.5527136788005E-15 + ,-3.5527136788005E-15 + ,-3.5527136788005E-15 + ,-3.5527136788005E-15 + ,-0.027018803106504 + ,4.7517545453957E-14 + ,4.7517545453957E-14 + ,4.7517545453957E-14 + ,4.7517545453957E-14 + ,4.7517545453957E-14 + ,0.027018803106547 + ,-3.5527136788005E-15 + ,-3.5527136788005E-15 + ,-3.5527136788005E-15 + ,-3.5527136788005E-15 + ,-3.5527136788005E-15 + ,-3.5527136788005E-15 + ,-3.5527136788005E-15 + ,-3.5527136788005E-15 + ,-3.5527136788005E-15 + ,-3.5527136788005E-15 + ,-3.5527136788005E-15 + ,-3.5527136788005E-15 + ,-3.5527136788005E-15 + ,-3.5527136788005E-15 + ,-0.027018803106504 + ,4.7517545453957E-14 + ,4.7517545453957E-14 + ,4.7517545453957E-14 + ,4.7517545453957E-14 + ,0.027018803106547 + ,-3.5527136788005E-15 + ,-3.5527136788005E-15 + ,-3.5527136788005E-15 + ,-3.5527136788005E-15 + ,-3.5527136788005E-15 + ,-3.5527136788005E-15 + ,-3.5527136788005E-15 + ,-3.5527136788005E-15 + ,-3.5527136788005E-15 + ,-0.027018803106504 + ,0.027018803106547 + ,-0.0061427474094038 + ,5.3290705182008E-15 + ,5.3290705182008E-15 + ,0.026467925613205 + ,-0.026467925613225 + ,5.3290705182008E-15 + ,0.026467925613205 + ,-2.5313084961454E-14 + ,-2.5313084961454E-14 + ,-2.5313084961454E-14 + ,-2.5313084961454E-14 + ,-0.026467925613225 + ,5.3290705182008E-15 + ,5.3290705182008E-15 + ,5.3290705182008E-15 + ,0.026467925613205 + ,-2.5313084961454E-14 + ,-2.5313084961454E-14 + ,-2.5313084961454E-14 + ,-2.5313084961454E-14 + ,-2.5313084961454E-14 + ,-2.5313084961454E-14 + ,-2.5313084961454E-14 + ,-0.026467925613225 + ,0.026467925613205 + ,-2.5313084961454E-14 + ,-2.5313084961454E-14 + ,-2.5313084961454E-14 + ,-2.5313084961454E-14 + ,-2.5313084961454E-14 + ,-2.5313084961454E-14 + ,-2.5313084961454E-14 + ,-2.5313084961454E-14 + ,-2.5313084961454E-14 + ,-2.5313084961454E-14 + ,-2.5313084961454E-14 + ,-2.5313084961454E-14 + ,-2.5313084961454E-14 + ,-2.5313084961454E-14 + ,-2.5313084961454E-14 + ,-2.5313084961454E-14 + ,-2.5313084961454E-14 + ,-2.5313084961454E-14 + ,-0.026467925613225 + ,5.3290705182008E-15 + ,5.3290705182008E-15 + ,5.3290705182008E-15 + ,5.3290705182008E-15 + ,5.3290705182008E-15 + ,5.3290705182008E-15 + ,5.3290705182008E-15 + ,5.3290705182008E-15 + ,5.3290705182008E-15 + ,5.3290705182008E-15 + ,5.3290705182008E-15 + ,5.3290705182008E-15 + ,5.3290705182008E-15 + ,5.3290705182008E-15 + ,0.026467925613205 + ,-0.026467925613225 + ,5.3290705182008E-15 + ,0.026467925613205 + ,-2.5313084961454E-14 + ,-2.5313084961454E-14 + ,-0.026467925613225 + ,0.026467925613205 + ,-0.026467925613225 + ,5.3290705182008E-15 + ,5.3290705182008E-15 + ,5.3290705182008E-15 + ,5.3290705182008E-15 + ,0.026467925613205 + ,-2.5313084961454E-14 + ,-0.026467925613225 + ,0.026467925613205 + ,-0.026467925613225 + ,5.3290705182008E-15 + ,5.3290705182008E-15 + ,0.026467925613205 + ,-2.5313084961454E-14 + ,-2.5313084961454E-14 + ,-2.5313084961454E-14 + ,-2.5313084961454E-14 + ,-2.5313084961454E-14 + ,-0.026467925613225 + ,5.3290705182008E-15 + ,5.3290705182008E-15 + ,5.3290705182008E-15 + ,5.3290705182008E-15 + ,5.3290705182008E-15 + ,5.3290705182008E-15 + ,0.026467925613205 + ,-2.5313084961454E-14 + ,-2.5313084961454E-14 + ,-2.5313084961454E-14 + ,-2.5313084961454E-14 + ,-2.5313084961454E-14 + ,-2.5313084961454E-14 + ,-0.026467925613225 + ,5.3290705182008E-15 + ,0.026467925613205 + ,-2.5313084961454E-14 + ,-0.026467925613225 + ,0.026467925613205 + ,-2.5313084961454E-14 + ,-2.5313084961454E-14 + ,-2.5313084961454E-14 + ,-0.026467925613225 + ,5.3290705182008E-15 + ,5.3290705182008E-15 + ,5.3290705182008E-15 + ,5.3290705182008E-15 + ,5.3290705182008E-15 + ,5.3290705182008E-15 + ,5.3290705182008E-15 + ,5.3290705182008E-15) > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/rcomp/tmp/19qik1290437141.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/22hhn1290437141.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.0000000000 -0.3052332985 -0.0423522924 0.0434925839 0.0308205305 [6] -0.1753345433 -0.0554496057 0.0497149081 -0.2250670674 0.2738085138 [11] -0.1517176970 0.0570404486 -0.0308954653 0.0743486880 0.0513008474 [16] -0.0543573459 -0.0256177034 -0.0192657717 0.0754119343 -0.0994037492 [21] -0.0004616921 0.1000166677 -0.0255893504 0.0303470103 > (mypacf <- c(rpacf$acf)) [1] -0.30523330 -0.14944286 -0.01915402 0.03807484 -0.16558894 -0.18781383 [7] -0.07498693 -0.29316791 0.12780188 -0.12634070 -0.03925916 -0.10499393 [13] -0.07484880 0.09323160 -0.01492087 -0.11349199 -0.01735073 -0.05257356 [19] 0.01055784 -0.07049946 0.08851040 0.02040715 0.02782388 > 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/35igb1290437141.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/4riez1290437141.tab") > > try(system("convert tmp/19qik1290437141.ps tmp/19qik1290437141.png",intern=TRUE)) character(0) > try(system("convert tmp/22hhn1290437141.ps tmp/22hhn1290437141.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.730 0.500 1.223