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Type 'q()' to quit R. > x <- c(92,95.9,108.8,103.4,102.1,110.1,83.2,82.7,106.8,113.7,102.5,96.6,92.1,95.6,102.3,98.6,98.2,104.5,84,73.8,103.9,106,97.2,102.6,89,93.8,116.7,106.8,98.5,118.7,90,91.9,113.3,113.1,104.1,108.7,96.7,101,116.9,105.8,99,129.4,83,88.9,115.9,104.2,113.4,112.2,100.8,107.3,126.6,102.9,117.9,128.8,87.5,93.8,122.7,126.2,124.6,116.7,115.2,111.1,129.9,113.3,118.5,137.9,103.6,101.7,127.4,137.5,128.3,118.2,117.1) > par5 = '12' > par4 = '1' > par3 = '0' > par2 = '-0.4' > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: Write here your technical program description (don't use hard returns!) > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/freestat/rcomp/tmp/17obw1228325887.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x,par1,main='Autocorrelation',xlab='lags',ylab='ACF') > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/2i4j41228325887.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.00000000 0.28009244 0.36402595 0.44553971 0.15753491 0.27101102 [7] 0.19627550 -0.11171121 0.06597823 -0.04658986 -0.17470713 -0.11194534 [13] -0.36209463 -0.24197535 -0.21540204 -0.24372819 -0.20591834 -0.08896499 [19] -0.11030124 -0.02558105 0.03724157 0.11043164 -0.02440728 0.19088048 [25] 0.02472660 0.11469925 0.27875569 0.04831209 0.11197152 0.17288129 [31] 0.06196751 0.07910448 0.04714646 -0.09791518 0.07727718 -0.03512879 [37] -0.06589444 > (mypacf <- c(rpacf$acf)) [1] 0.2800924377 0.3098852232 0.3461706041 -0.0902853716 0.0425637646 [6] -0.0080121300 -0.3161852527 -0.0573088268 -0.0081869070 -0.0624713832 [11] -0.0948878261 -0.2683437236 -0.0076626955 -0.0094698852 0.1328969194 [16] 0.0231823524 0.1808336544 0.0856756631 -0.0573775620 0.0353938910 [21] 0.1653316234 -0.2272959866 0.0235230231 -0.2558754669 0.0273915660 [26] 0.1537559255 0.0007517702 -0.0102819747 0.0538170604 0.1624711019 [31] -0.0645785899 -0.0089311691 0.0821967883 -0.0315279029 -0.0188193153 [36] -0.1551531109 > lengthx <- length(x) > sqrtn <- sqrt(lengthx) > > #Note: the /var/www/html/freestat/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/freestat/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/freestat/rcomp/tmp/3jp4m1228325887.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/freestat/rcomp/tmp/47nxa1228325887.tab") > > system("convert tmp/17obw1228325887.ps tmp/17obw1228325887.png") > system("convert tmp/2i4j41228325887.ps tmp/2i4j41228325887.png") > > > proc.time() user system elapsed 0.771 0.433 0.888