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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 = '1' > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: Write here your technical program description (don't use hard returns!) > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/18yq91228680257.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x,par1,main='Autocorrelation',xlab='lags',ylab='ACF') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2r1p71228680257.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.000000000 -0.480519547 -0.059710310 0.159582505 -0.132643390 [6] 0.009126256 0.067898080 -0.010133984 -0.194528859 0.247774347 [11] -0.138039334 -0.101651641 0.328287745 -0.215017240 0.061392543 [16] 0.076853875 -0.158914140 0.041344461 0.117258177 -0.132621140 [21] -0.032190895 0.091010952 -0.105628804 0.059635847 0.095917198 [26] -0.109012959 0.051732418 0.027229957 -0.115307333 0.114536887 [31] -0.019939274 -0.161670652 0.122537582 0.022964345 -0.004268069 [36] -0.096542343 0.169626314 > (mypacf <- c(rpacf$acf)) [1] -0.480519547 -0.377855910 -0.093309187 -0.141453222 -0.131891060 [6] -0.050200085 0.026053129 -0.257789813 -0.020382623 -0.107689827 [11] -0.243235647 0.110289584 0.038140579 0.122156253 0.158138680 [16] -0.019990723 -0.007879658 0.080049686 -0.018783534 0.003283342 [21] -0.079426565 -0.087304640 -0.009574227 -0.018418550 0.017456332 [26] 0.023099317 -0.036212912 -0.071385515 0.023738194 -0.032001165 [31] -0.178376096 -0.126458517 -0.031795468 0.171020408 -0.097127468 [36] 0.052795588 > 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/3ou4m1228680257.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/43lwb1228680257.tab") > > system("convert tmp/18yq91228680257.ps tmp/18yq91228680257.png") > system("convert tmp/2r1p71228680257.ps tmp/2r1p71228680257.png") > > > proc.time() user system elapsed 0.550 0.312 0.638