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Type 'q()' to quit R. > x <- c(0.60773,0.58933,0.60039,0.61342,0.6348,0.634,0.62915,0.62168,0.61328,0.6089,0.60857,0.62672,0.62291,0.62393,0.61838,0.62012,0.61659,0.6116,0.61573,0.61407,0.62823,0.64405,0.6387,0.63633,0.63059,0.62994,0.63709,0.64217,0.65711,0.66977,0.68255,0.68902,0.71322,0.70224,0.70045,0.69919,0.69693,0.69763,0.69278,0.70196,0.69215,0.6769,0.67124,0.66532,0.67157,0.66428,0.66576,0.66942,0.6813,0.69144,0.69862,0.695,0.69867,0.68968,0.69233,0.68293,0.68399,0.66895,0.68756,0.68527,0.6776,0.68137,0.67933,0.67922,0.68598,0.68297,0.68935,0.69463,0.6833,0.68666,0.68782,0.67669,0.67511,0.67254,0.67397,0.67286,0.66341,0.668,0.68021,0.67934,0.68136,0.67562,0.6744,0.67766,0.68887,0.69614,0.70896,0.72064) > par5 = '12' > par4 = '0' > par3 = '0' > par2 = '1' > par1 = '48' > #'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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: Write here your technical program description (don't use hard returns!) > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/freestat/rcomp/tmp/1q5j31228755816.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x,par1,main='Autocorrelation',xlab='lags',ylab='ACF') > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/2epat1228755816.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.000000000 0.926642184 0.838775576 0.755761330 0.690852983 [6] 0.654237050 0.623921947 0.593254762 0.553584638 0.503109558 [11] 0.446216054 0.402136436 0.371770199 0.338136838 0.321760349 [16] 0.305764091 0.294330373 0.272326928 0.227477653 0.179691237 [21] 0.124422348 0.073849554 0.038365307 0.006298464 -0.022414511 [26] -0.050850038 -0.070201453 -0.096964385 -0.117152808 -0.145672809 [31] -0.168752948 -0.171496078 -0.171180923 -0.153419005 -0.149258772 [36] -0.144297800 -0.155263277 -0.163108696 -0.175284712 -0.190146211 [41] -0.189164346 -0.187198993 -0.189189035 -0.183880815 -0.184797447 [46] -0.171829155 -0.168605320 -0.171507781 -0.183319629 > (mypacf <- c(rpacf$acf)) [1] 0.926642184 -0.140731351 -0.003310431 0.075809834 0.142918329 [6] -0.007551796 -0.007723600 -0.048197872 -0.058408978 -0.060670152 [11] 0.057733665 0.029875417 -0.085951687 0.112877853 0.002447055 [16] 0.044681446 -0.084298073 -0.134301126 -0.027886156 -0.103571269 [21] -0.043954316 0.022630407 -0.062666893 -0.013987875 0.016358731 [26] 0.078624504 -0.068168154 0.010310827 -0.087849486 0.020101345 [31] 0.067356276 -0.006672103 0.093805654 -0.103712759 0.103508451 [36] -0.096225630 0.095719544 -0.124211753 -0.034872629 0.051624627 [41] -0.003146842 -0.072008194 0.067672804 -0.027704683 0.096713687 [46] -0.059488055 -0.061154748 -0.095014807 > 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/3d1ev1228755816.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/4cotw1228755816.tab") > > system("convert tmp/1q5j31228755816.ps tmp/1q5j31228755816.png") > system("convert tmp/2epat1228755816.ps tmp/2epat1228755816.png") > > > proc.time() user system elapsed 0.799 0.433 0.889