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Type 'q()' to quit R. > x <- c(2150.3,2425.7,2642.0,2291.5,2570.7,2526.6,2266.2,1981.9,2630.3,2942.6,2713.4,2437.5,2678.9,2582.0,2780.0,2512.4,2658.4,2708.7,2518.7,2018.3,2579.3,2693.5,2468.8,2122.8,2412.8,2370.6,2642.5,2634.2,2457.5,2579.1,2505.9,1903.2,2660.2,2844.1,2607.1,2356.0,2659.9,2531.4,2845.7,2654.3,2588.2,2789.6,2533.1,1846.5,2796.3,2895.6,2472.2,2584.4,2630.4,2663.1,3176.2,2856.7,2551.4,3088.7,2628.3,2226.2,3023.6,3077.9,3084.1,2990.3,2949.6,3014.7,3517.7,3121.2,3067.4,3174.6,2676.3,2424.0,3195.1,3146.6,3506.7,3528.5) > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: Write here your technical program description (don't use hard returns!) > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/freestat/rcomp/tmp/1fwwo1228499484.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x,par1,main='Autocorrelation',xlab='lags',ylab='ACF') > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/206511228499484.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.000000000 0.451282546 0.186978690 0.335447578 0.264392811 [6] 0.247934743 0.413920650 0.233154709 0.311324209 0.249728461 [11] 0.000721487 0.201270387 0.520940092 0.133873180 -0.008616880 [16] 0.067824211 0.016274265 0.084517748 0.165086522 0.004669360 [21] 0.137702769 0.054804989 -0.137514101 0.052696868 0.248808863 [26] -0.031556671 -0.110442710 -0.124309915 -0.102845167 -0.037377161 [31] -0.015874669 -0.094427524 -0.031652588 -0.123243436 -0.225341943 [36] -0.083383913 0.043228761 > (mypacf <- c(rpacf$acf)) [1] 0.4512825464 -0.0209422633 0.3250663485 -0.0101422707 0.1744902165 [6] 0.2540643054 -0.1198239540 0.3285777301 -0.2598338098 -0.1088595867 [11] 0.2339010643 0.2784959529 -0.3274667765 -0.1626387809 -0.0721541179 [16] 0.0299502243 0.0664489433 -0.0540518442 -0.0561887371 0.0490893940 [21] 0.0092814593 0.1159948447 -0.0320807279 0.0003146062 -0.0977855063 [26] -0.0758678689 -0.0739865081 0.0454359878 -0.1412525691 0.0121998340 [31] 0.0298767725 -0.1476317433 0.1062111122 -0.0334807130 0.0555375312 [36] -0.0332139387 > 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/39px71228499484.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/4n2el1228499484.tab") > > system("convert tmp/1fwwo1228499484.ps tmp/1fwwo1228499484.png") > system("convert tmp/206511228499484.ps tmp/206511228499484.png") > > > proc.time() user system elapsed 0.772 0.426 0.869