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Type 'q()' to quit R. > x <- c(3595,3914,4159,3676,3794,3446,3504,3958,3353,3480,3098,2944,3389,3497,4404,3849,3734,3060,3507,3287,3215,3764,2734,2837,2766,3851,3289,3848,3348,3682,4058,3655,3811,3341,3032,3475,3353,3186,3902,4164,3499,4145,3796,3711,3949,3740,3243,4407,4814,3908,5250,3937,4004,5560,3922,3759,4138,4634,3996,4308,4142,4429,5219,4929,5754,5592,4163,4962,5208,4755,4491,5732,5730,5024,6056,4901,5353,5578,4618,4724,5011,5298,4143,4617,4736,4214,5112,4197,4119,5104,4194,4583,3790,5557,4304,3838,4277,4951,4479,4677,4274,4782) > par5 = '12' > par4 = '0' > par3 = '0' > par2 = '-0.1' > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: Write here your technical program description (don't use hard returns!) > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/1bzg21228679880.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x,par1,main='Autocorrelation',xlab='lags',ylab='ACF') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2ouzk1228679880.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.00000000 0.64389271 0.63242707 0.66091859 0.57468056 0.57774280 [7] 0.57705779 0.53440706 0.49830206 0.57980188 0.50666829 0.51642522 [13] 0.59897870 0.44816710 0.45863248 0.43433266 0.34177511 0.36784754 [19] 0.35133320 0.25908923 0.26177114 0.27448807 0.23198777 0.25274622 [25] 0.23383260 0.13763221 0.13244872 0.08837480 0.02158514 0.03789246 [31] -0.02849080 -0.07747208 -0.00671344 -0.02290907 -0.06493741 -0.10619146 [37] -0.06669186 > (mypacf <- c(rpacf$acf)) [1] 0.643892706 0.372101882 0.328414941 0.056494250 0.095998793 [6] 0.093767898 0.030659772 -0.035993186 0.205571123 -0.003295086 [11] 0.060361161 0.195344617 -0.173471945 -0.071119436 -0.115707440 [16] -0.164769157 0.006865254 -0.025142668 -0.131528938 -0.033501366 [21] -0.057834164 0.027393009 0.038800001 -0.052415177 -0.074347471 [26] -0.095076589 -0.104537897 -0.045605576 -0.018884144 -0.094321040 [31] -0.034268346 0.133413389 0.109301536 0.013372867 -0.199908518 [36] 0.093882425 > 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/3yoxl1228679880.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/471ui1228679880.tab") > > system("convert tmp/1bzg21228679880.ps tmp/1bzg21228679880.png") > system("convert tmp/2ouzk1228679880.ps tmp/2ouzk1228679880.png") > > > proc.time() user system elapsed 1.490 0.549 1.571