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Type 'q()' to quit R. > x <- c(3.253,3.233,3.196,3.138,3.091,3.17,3.378,3.468,3.33,3.413,3.356,3.525,3.633,3.597,3.6,3.522,3.503,3.532,3.686,3.748,3.672,3.843,3.905,3.999,4.07,4.084,4.042,3.951,3.933,3.958,4.147,4.221,4.058,4.057,4.089,4.268,4.309,4.303,4.177,4.117,4.065,3.983,4.091,4.067,4.024,3.868,3.8,3.804,3.862,3.792,3.674,3.56,3.489,3.412,3.674,3.672,3.463,3.429,3.4,3.533) > par5 = '12' > par4 = '0' > par3 = '0' > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: Write here your technical program description (don't use hard returns!) > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/147j31228241344.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x,par1,main='Autocorrelation',xlab='lags',ylab='ACF') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/295og1228241344.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.00000000 0.93222046 0.84359379 0.76827378 0.71419921 0.67174709 [7] 0.60763112 0.52481434 0.43247421 0.34791028 0.29001955 0.24270831 [13] 0.20050863 0.12080116 0.02595354 -0.05524556 -0.11984168 -0.17130572 [19] -0.22878589 -0.29299862 -0.36366274 -0.42046588 -0.43992584 -0.42779013 [25] -0.41249958 -0.42857911 -0.45527276 -0.47166909 -0.46657735 -0.44992830 [31] -0.44017429 -0.43301440 -0.42304767 -0.40900388 -0.38543253 -0.33958470 [37] -0.27681993 > (mypacf <- c(rpacf$acf)) [1] 0.932220461 -0.194259505 0.080798126 0.089856114 0.024018277 [6] -0.196841819 -0.107867229 -0.108354695 -0.032341688 0.087219242 [11] -0.008695611 0.042311524 -0.300039797 -0.073530270 -0.025339218 [16] -0.057962151 -0.063397060 -0.056347849 -0.018884147 -0.111904122 [21] 0.036921019 0.109310395 0.145299980 -0.054307211 -0.165777074 [26] -0.002675443 -0.074903614 -0.021939894 -0.072556027 -0.013846798 [31] 0.040479674 0.082657452 -0.021028733 -0.094860729 0.070612891 [36] 0.071368398 > 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/3p1es1228241344.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/4bpml1228241344.tab") > > system("convert tmp/147j31228241344.ps tmp/147j31228241344.png") > system("convert tmp/295og1228241344.ps tmp/295og1228241344.png") > > > proc.time() user system elapsed 0.543 0.303 0.745