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Type 'q()' to quit R. > x <- c(7.5,7.2,6.9,6.7,6.4,6.3,6.8,7.3,7.1,7.1,6.8,6.5,6.3,6.1,6.1,6.3,6.3,6,6.2,6.4,6.8,7.5,7.5,7.6,7.6,7.4,7.3,7.1,6.9,6.8,7.5,7.6,7.8,8,8.1,8.2,8.3,8.2,8,7.9,7.6,7.6,8.2,8.3,8.4,8.4,8.4,8.6,8.9,8.8,8.3,7.5,7.2,7.5,8.8,9.3,9.3,8.7,8.2,8.3,8.5,8.6,8.6,8.2,8.1,8,8.6,8.7,8.8,8.5,8.4,8.5,8.7,8.7,8.6,8.5,8.3,8.1,8.2,8.1,8.1,7.9,7.9,7.9,8,8,7.9,8,7.7,7.2,7.5,7.3,7,7,7,7.2,7.3,7.1,6.8,6.6,6.2,6.2,6.8,6.9,6.8,6.7) > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: Write here your technical program description (don't use hard returns!) > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/freestat/rcomp/tmp/10gfh1228666532.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x,par1,main='Autocorrelation',xlab='lags',ylab='ACF') > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/2xm491228666532.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.00000000 0.92741848 0.80591944 0.70000888 0.64325495 0.62845450 [7] 0.62244507 0.59399060 0.55440764 0.53109559 0.53049995 0.54399358 [13] 0.53593953 0.46287708 0.37065816 0.28310880 0.21778148 0.16928659 [19] 0.13339791 0.09100462 0.05192408 0.03310963 0.03264295 0.03911612 [25] 0.02825444 -0.02589604 -0.08531521 -0.14035768 -0.18020126 -0.21033226 [31] -0.23430256 -0.25480159 -0.26653915 -0.26335455 -0.25639239 -0.25359737 [37] -0.26119735 -0.28908492 -0.30393911 -0.31278305 -0.32056305 -0.34747802 [43] -0.38831031 -0.43115766 -0.44989419 -0.42929144 -0.38708191 -0.34295405 [49] -0.32513208 -0.34360531 -0.36644718 -0.37879732 -0.37981747 -0.38756253 [55] -0.39744356 -0.40771954 -0.40412118 -0.38153830 -0.35273562 -0.31839555 [61] -0.28808023 > (mypacf <- c(rpacf$acf)) [1] 0.927418476 -0.387330503 0.187553167 0.213046335 0.098129451 [6] -0.024788663 -0.085589828 0.105421519 0.147596282 0.032229601 [11] 0.036375336 -0.143103777 -0.357446407 0.162617806 -0.176872734 [16] -0.118636045 -0.124486167 0.042709235 -0.054972132 0.012658499 [21] 0.066754953 0.040423810 -0.006124471 -0.002838385 -0.098120544 [26] 0.121793336 -0.107154422 -0.011376685 -0.032120489 -0.058687266 [31] 0.111226893 -0.070582080 -0.019670391 -0.067591889 -0.034483853 [36] 0.053776732 -0.075545001 0.119198969 -0.056099890 -0.063461026 [41] -0.136938741 -0.121768953 -0.037660468 -0.003788807 0.066234812 [46] 0.064222951 0.027506280 -0.033093873 -0.085337769 -0.039929882 [51] 0.045044885 -0.101037008 0.013145236 0.031407193 0.032910108 [56] -0.029774765 -0.101986552 -0.059118528 0.062511428 0.046472298 > 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/3qlos1228666533.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/47eky1228666533.tab") > > system("convert tmp/10gfh1228666532.ps tmp/10gfh1228666532.png") > system("convert tmp/2xm491228666532.ps tmp/2xm491228666532.png") > > > proc.time() user system elapsed 0.801 0.409 0.886