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Type 'q()' to quit R. > x <- c(12300.00,12092.80,12380.80,12196.90,9455.00,13168.00,13427.90,11980.50,11884.80,11691.70,12233.80,14341.40,13130.70,12421.10,14285.80,12864.60,11160.20,14316.20,14388.70,14013.90,13419.00,12769.60,13315.50,15332.90,14243.00,13824.40,14962.90,13202.90,12199.00,15508.90,14199.80,15169.60,14058.00,13786.20,14147.90,16541.70,13587.50,15582.40,15802.80,14130.50,12923.20,15612.20,16033.70,16036.60,14037.80,15330.60,15038.30,17401.80,14992.50,16043.70,16929.60,15921.30,14417.20,15961.00,17851.90,16483.90,14215.50,17429.70,17839.50,17629.20) > par5 = '12' > par4 = '1' > par3 = '0' > par2 = '-0.6' > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: Write here your technical program description (don't use hard returns!) > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/freestat/rcomp/tmp/1y4221228745311.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x,par1,main='Autocorrelation',xlab='lags',ylab='ACF') > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/2akcy1228745311.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.000000000 -0.141782975 -0.001258069 0.247687607 0.047912771 [6] 0.086288660 0.254896216 -0.134942136 -0.017648939 0.146589429 [11] -0.063022484 -0.123042590 0.046379280 -0.028433411 -0.048512155 [16] 0.015979981 -0.237168755 0.042015658 -0.028755168 -0.018401645 [21] -0.070134122 0.003717314 -0.315615031 0.237757898 -0.131423519 [26] -0.131088675 0.132416916 -0.116663268 -0.128745121 0.119945167 [31] -0.091003820 -0.047648831 0.076902620 -0.014938410 -0.039611574 [36] -0.004697258 0.001077449 > (mypacf <- c(rpacf$acf)) [1] -0.1417829753 -0.0217986871 0.2495473639 0.1283138503 0.1216997985 [6] 0.2512271798 -0.1036345416 -0.1393678500 -0.0251739324 -0.0632603256 [11] -0.1759844829 -0.0640647400 0.0621235236 0.0431682163 0.0306114469 [16] -0.1893388985 0.0411956750 -0.0694301972 0.0506573657 -0.0003091818 [21] 0.0683246248 -0.3292397209 0.1405638175 -0.1101433365 -0.0174101308 [26] 0.1090777271 -0.0497768086 -0.0300066960 -0.0468680759 -0.0002607185 [31] 0.0063214625 -0.0646129507 0.0455385375 0.0687011419 -0.0742382659 [36] -0.0873850172 > 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/3ljnl1228745311.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/4vf1v1228745311.tab") > > system("convert tmp/1y4221228745311.ps tmp/1y4221228745311.png") > system("convert tmp/2akcy1228745311.ps tmp/2akcy1228745311.png") > > > proc.time() user system elapsed 0.768 0.417 1.360