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Type 'q()' to quit R. > x <- c(565464,547344,554788,562325,560854,555332,543599,536662,542722,593530,610763,612613,611324,594167,595454,590865,589379,584428,573100,567456,569028,620735,628884,628232,612117,595404,597141,593408,590072,579799,574205,572775,572942,619567,625809,619916,587625,565742,557274,560576,548854,531673,525919,511038,498662,555362,564591,541657,527070,509846,514258,516922,507561,492622,490243,469357,477580,528379,533590,517945) > par5 = '12' > par4 = '1' > par3 = '1' > par2 = '1.2' > par1 = '60' > #'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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: Write here your technical program description (don't use hard returns!) > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/freestat/rcomp/tmp/1t1s31228469820.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x,par1,main='Autocorrelation',xlab='lags',ylab='ACF') > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/2vsls1228469820.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.0000000000 -0.0763237216 0.0777203181 0.1788451372 0.0967828856 [6] -0.0638203578 0.0550987923 -0.0074536104 0.0918146157 -0.0399069881 [11] -0.1007346632 0.1990865319 -0.2351978040 -0.1706474768 0.1042805561 [16] -0.1206833675 -0.1632611549 0.0018505706 -0.0067195002 0.0294002104 [21] 0.0109677241 0.0101684769 0.0509973087 0.0435928051 -0.1065237932 [26] 0.0224718513 -0.0645371636 -0.0318990723 -0.0261527542 0.1057646903 [31] -0.0715281188 0.0009193470 -0.0291047770 0.0027401420 -0.0987954596 [36] -0.0406721744 -0.0398896560 -0.0035574131 -0.0005795052 -0.0226194117 [41] 0.0243842760 -0.0675058266 -0.0148040084 0.0375349475 -0.0320694329 [46] -0.0160504987 0.0066165235 > (mypacf <- c(rpacf$acf)) [1] -0.076323722 0.072316272 0.191984041 0.125881254 -0.077720281 [6] -0.013265033 -0.034962864 0.107331702 -0.012079917 -0.137411824 [11] 0.165371635 -0.218110475 -0.196216283 0.082971629 -0.055299087 [16] -0.070815645 -0.037530511 0.038684250 0.094525531 0.069256505 [21] 0.062207485 -0.076655162 0.100519549 -0.076797658 -0.172322273 [26] -0.061142555 -0.004165518 -0.079274522 0.102702665 -0.032847832 [31] -0.025349018 -0.007366114 0.040631618 -0.098470883 0.026639845 [36] 0.014351377 -0.083704414 0.027362976 0.007066524 -0.099019548 [41] -0.073077792 -0.012241951 0.010097320 -0.007485237 0.090844801 [46] -0.066784333 > 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/3ssbo1228469820.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/4rt3b1228469820.tab") > > system("convert tmp/1t1s31228469820.ps tmp/1t1s31228469820.png") > system("convert tmp/2vsls1228469820.ps tmp/2vsls1228469820.png") > > > proc.time() user system elapsed 0.832 0.428 0.982