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Type 'q()' to quit R. > x <- c(22780,17351,21382,24561,17409,11514,31514,27071,29462,26105,22397,23843,21705,18089,20764,25316,17704,15548,28029,29383,36438,32034,22679,24319,18004,17537,20366,22782,19169,13807,29743,25591,29096,26482,22405,27044,17970,18730,19684,19785,18479,10698,31956,29506,34506,27165,26736,23691,18157,17328,18205,20995,17382,9367,31124,26551,30651,25859,25100,25778,20418,18688,20424,24776,19814,12738,31566,30111,30019,31934,25826,26835) > par5 = '12' > par4 = '0' > par3 = '0' > par2 = '-0.4' > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: Write here your technical program description (don't use hard returns!) > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/1cmeb1228661265.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x,par1,main='Autocorrelation',xlab='lags',ylab='ACF') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2h7q41228661265.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.000000000 0.201492976 -0.009940625 -0.057441713 -0.093853182 [6] -0.179757774 -0.383727920 -0.179423138 -0.092858112 -0.074445327 [11] -0.038199438 0.152631257 0.763588759 0.164937029 -0.008433219 [16] -0.065492471 -0.115028062 -0.155093736 -0.356465365 -0.157806142 [21] -0.124111724 -0.102158218 -0.036686872 0.114999624 0.574534213 [26] 0.153895861 -0.004097843 -0.017990727 -0.036685631 -0.112221833 [31] -0.268438029 -0.102027252 -0.118628408 -0.100388456 -0.028715465 [36] 0.065265042 0.425458567 0.127575236 -0.032471319 -0.009765289 [41] 0.003830429 -0.107200901 -0.154914316 -0.066102121 -0.065903945 [46] -0.059038096 -0.024511543 0.044548933 0.312430618 0.096560536 [51] -0.020172855 0.013300516 0.022166465 -0.063411014 -0.071377146 [56] -0.032902564 -0.006722896 -0.010128747 -0.024169932 0.012429061 [61] 0.142116062 > (mypacf <- c(rpacf$acf)) [1] 0.201492976 -0.052678772 -0.046740928 -0.076277273 -0.155934783 [6] -0.350738019 -0.094056969 -0.135037109 -0.165513205 -0.171062581 [11] -0.004870601 0.687064049 -0.155204244 -0.050678784 -0.085927204 [16] -0.094794875 0.021673917 -0.039537930 -0.011563601 -0.154219131 [21] -0.091118389 -0.009920799 -0.066242268 -0.085963394 -0.025353864 [26] -0.108585486 0.044357740 0.125395441 -0.067488600 0.054221891 [31] -0.009442467 -0.017591057 0.016049964 -0.007338928 -0.085517620 [36] -0.068932663 -0.041128303 -0.113864690 -0.096099888 -0.060129903 [41] -0.150585638 0.069827398 -0.055912790 0.080443898 0.029815285 [46] -0.019198965 0.039983011 0.005026407 0.021632243 0.082396254 [51] 0.018226293 -0.025341329 0.059188915 -0.039541684 0.006744329 [56] 0.018707936 0.035057400 0.013670804 -0.059348334 -0.121556739 > 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/35mlg1228661265.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/4gon61228661265.tab") > > system("convert tmp/1cmeb1228661265.ps tmp/1cmeb1228661265.png") > system("convert tmp/2h7q41228661265.ps tmp/2h7q41228661265.png") > > > proc.time() user system elapsed 0.582 0.315 0.733