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Type 'q()' to quit R. > x <- c(97.8,107.4,117.5,105.6,97.4,99.5,98,104.3,100.6,101.1,103.9,96.9,95.5,108.4,117,103.8,100.8,110.6,104,112.6,107.3,98.9,109.8,104.9,102.2,123.9,124.9,112.7,121.9,100.6,104.3,120.4,107.5,102.9,125.6,107.5,108.8,128.4,121.1,119.5,128.7,108.7,105.5,119.8,111.3,110.6,120.1,97.5,107.7,127.3,117.2,119.8,116.2,111,112.4,130.6,109.1,118.8,123.9,101.6,112.8,128,129.6,125.8,119.5,115.7,113.6,129.7,112,116.8,127,112.1,114.2,121.1,131.6,125,120.4,117.7,117.5,120.6,127.5,112.3,124.5,115.2,105.4) > par5 = '12' > par4 = '1' > par3 = '0' > par2 = '-0.1' > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: Write here your technical program description (don't use hard returns!) > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/freestat/rcomp/tmp/1v98i1228764573.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x,par1,main='Autocorrelation',xlab='lags',ylab='ACF') > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/20evn1228764573.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.000000000 0.070231059 0.066053641 0.260101223 -0.069934119 [6] 0.082280823 0.185270615 -0.122085748 0.108631845 0.251431351 [11] -0.129001728 -0.044564003 -0.123260873 -0.215744418 0.071979935 [16] -0.050638585 -0.107029396 0.197930525 0.023137342 -0.212359245 [21] -0.011999873 -0.005850162 -0.155844190 0.128872506 -0.247945388 [26] -0.106843040 0.063795988 -0.009876847 -0.111128479 0.021599261 [31] -0.042121932 0.062635796 0.140451433 -0.137049476 0.061747383 [36] 0.157183854 0.041713704 0.194653350 0.093218828 -0.050299890 [41] 0.055959683 -0.029457437 -0.128084076 0.031334646 0.045345237 [46] -0.112535790 0.091593188 -0.066460202 -0.127544397 > (mypacf <- c(rpacf$acf)) [1] 0.070231059 0.061424209 0.253636537 -0.111901443 0.071610865 [6] 0.127888899 -0.118297341 0.077328591 0.212707915 -0.120868066 [11] -0.155833631 -0.208715142 -0.090684976 0.085783251 -0.009341031 [16] 0.022714396 0.187684159 0.046698183 -0.237871616 -0.086670701 [21] 0.223965193 -0.098059853 -0.057339931 -0.337337919 -0.015047049 [26] -0.067974102 0.217558895 0.066126170 0.165261103 -0.003605887 [31] -0.025243678 0.023063503 0.032155015 0.041037546 0.017460184 [36] -0.008951415 0.067940673 -0.096340011 -0.086694568 -0.070362558 [41] 0.054501977 0.016493530 -0.040113205 -0.044960050 -0.069716705 [46] 0.024401781 0.080414788 -0.126999723 > 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/3wn2z1228764573.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/4jjpz1228764573.tab") > > system("convert tmp/1v98i1228764573.ps tmp/1v98i1228764573.png") > system("convert tmp/20evn1228764573.ps tmp/20evn1228764573.png") > > > proc.time() user system elapsed 0.802 0.429 0.901