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Type 'q()' to quit R. > x <- c(6.2,6.1,5.9,5.6,5.5,5.5,5.6,5.7,5.6,5.4,5.3,5.3,5.4,5.5,5.6,5.7,5.8,5.8,5.7,5.9,6.1,6.4,6.4,6.3,6.2,6.2,6.3,6.5,6.6,6.6,6.7,6.6,6.7,7,7.2,7.3,7.5,7.6,7.7,7.8,7.8,7.7,7.6,7.6,7.7,7.8,7.8,7.8,7.7,7.6,7.4,7.1,7.1,7.3,7.6,7.8,7.7,7.6,7.5,7.5,7.5,7.6,7.6,7.7,7.8,7.7,7.6,7.6,7.6,7.7,7.8,7.8,7.9,7.9,7.8,7.8,7.7,7.5,7.1,6.9,7.1,7.1,7.1,7,6.9,6.8,6.7,6.8,6.8,6.7,6.8,6.7,6.6,6.4,6.4,6.4,6.5,6.5,6.4,6.3,6.2,6.3) > par5 = '12' > par4 = '0' > par3 = '0' > par2 = '1' > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: Write here your technical program description (don't use hard returns!) > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/1yagf1228575299.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x,par1,main='Autocorrelation',xlab='lags',ylab='ACF') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2i2h21228575299.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.00000000 0.98030501 0.94435724 0.90497551 0.86826984 0.83665427 [7] 0.80440244 0.76706050 0.72329043 0.67242789 0.61774778 0.56259047 [13] 0.51054898 0.46264320 0.41874214 0.37398025 0.32635517 0.27907630 [19] 0.23236819 0.18693261 0.14336839 0.09871878 0.05482707 0.01043009 [25] -0.02862414 -0.05944438 -0.08689617 -0.11606961 -0.14871443 -0.18228557 [31] -0.21219820 -0.23479380 -0.25302913 -0.26919660 -0.28565413 -0.30224266 [37] -0.31826043 -0.33049804 -0.33968532 -0.34696382 -0.35201540 -0.35722605 [43] -0.36548701 -0.37750006 -0.38951310 -0.39513545 -0.39261736 -0.38634720 [49] -0.38487708 -0.39125732 -0.40157679 -0.41176526 -0.41829521 -0.41938886 [55] -0.41606609 -0.40934680 -0.40037251 -0.39117366 -0.38136662 -0.36967886 [61] -0.35465072 > (mypacf <- c(rpacf$acf)) [1] 0.9803050101 -0.4266611730 0.0780642566 0.0617859741 0.0572879933 [6] -0.1443031074 -0.1101831790 -0.0902589471 -0.1284655669 -0.0520829287 [11] -0.0357188030 0.0360902484 0.0087825604 0.0454770710 -0.0950625488 [16] -0.0289089309 0.0649523198 -0.0564584855 -0.0511960742 -0.0344712952 [21] -0.1059597840 0.0093319753 -0.0896386520 0.1717332445 0.0738062223 [26] -0.0805087384 -0.1160434254 -0.0403585895 0.0340312930 0.0330718321 [31] 0.0517553429 -0.1179848261 -0.0114411701 -0.0620753658 0.0478846864 [36] -0.0046927112 0.1017740384 -0.0522269164 -0.1185365938 0.0003984209 [41] -0.0211684515 -0.0953835058 -0.0812339753 0.0205834111 0.1066621683 [46] 0.0390363508 -0.0541886462 -0.1535364223 -0.0519177848 0.0273528188 [51] -0.0888870097 -0.0435362453 0.0261518931 0.0936815016 0.0119405174 [56] 0.0727194096 -0.0011885380 0.0700503505 -0.0053358172 0.0050743729 > 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/3co1d1228575299.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/4lrz51228575299.tab") > > system("convert tmp/1yagf1228575299.ps tmp/1yagf1228575299.png") > system("convert tmp/2i2h21228575299.ps tmp/2i2h21228575299.png") > > > proc.time() user system elapsed 0.650 0.359 0.802