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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 = '1' > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: Write here your technical program description (don't use hard returns!) > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/18iyd1228681267.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x,par1,main='Autocorrelation',xlab='lags',ylab='ACF') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2cjnh1228681267.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.000000000 -0.466265351 -0.059132208 0.007397041 0.095601954 [6] -0.073511427 0.012647418 0.071916266 -0.208630619 0.231474395 [11] -0.097354755 0.148020420 -0.268509413 0.014618678 0.142533115 [16] -0.016345855 -0.049153078 -0.054965747 0.150417849 -0.052469355 [21] 0.032914703 -0.090712759 -0.053890115 0.213891025 -0.178465859 [26] 0.073561668 -0.011628494 -0.008426095 -0.005911536 0.084265956 [31] -0.042414709 -0.202352822 0.186549963 0.076351806 -0.055243604 [36] -0.140670906 0.192943571 > (mypacf <- c(rpacf$acf)) [1] -0.466265351 -0.353356477 -0.284245940 -0.100107868 -0.103237799 [6] -0.064908611 0.065054713 -0.209933117 0.040862466 -0.020123793 [11] 0.234179702 -0.059284937 -0.265373001 -0.130334500 -0.080567977 [16] -0.057725416 -0.097381685 0.001118404 0.142237284 0.084592389 [21] 0.028411367 -0.142557008 0.202769268 -0.068495769 -0.139886976 [26] -0.046463493 -0.053310101 0.009499634 0.003668129 0.126770175 [31] -0.020178226 -0.115261060 0.123510307 0.033105509 0.011158634 [36] 0.100900356 > 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/3a53z1228681268.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/47bgr1228681268.tab") > > system("convert tmp/18iyd1228681267.ps tmp/18iyd1228681267.png") > system("convert tmp/2cjnh1228681267.ps tmp/2cjnh1228681267.png") > > > proc.time() user system elapsed 0.558 0.316 0.695