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Type 'q()' to quit R. > x <- c(10709,10662,10570,10297,10635,10872,10296,10383,10431,10574,10653,10805,10872,10625,10407,10463,10556,10646,10702,11353,11346,11451,11964,12574,13031,13812,14544,14931,14886,16005,17064,15168,16050,15839,15137,14954,15648,15305,15579,16348,15928,16171,15937,15713,15594,15683,16438,17032,17696,17745,19394,20148,20108,18584,18441,18391,19178,18079,18483,19644) > par5 = '12' > par4 = '0' > par3 = '1' > par2 = '-0.7' > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: Write here your technical program description (don't use hard returns!) > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/1cea11228822357.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x,par1,main='Autocorrelation',xlab='lags',ylab='ACF') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2tnnl1228822357.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.000000000 -0.009761862 -0.057551517 0.231455006 0.125147171 [6] -0.178089126 -0.029416394 0.009210557 -0.137824567 -0.019731362 [11] 0.002514773 0.024063839 -0.117235635 -0.037451265 -0.003489624 [16] -0.121417947 -0.205124213 -0.052061791 0.020936078 -0.132357054 [21] 0.075144000 0.024299704 0.099920379 -0.052605655 -0.042717692 [26] 0.085214422 0.022264628 -0.028789525 0.003744875 0.047090799 [31] -0.060747768 0.034500582 -0.001593405 -0.066304397 -0.013948584 [36] -0.027749108 -0.014853776 > (mypacf <- c(rpacf$acf)) [1] -0.0097618623 -0.0576523048 0.2310880481 0.1309448704 -0.1607072054 [6] -0.0830860608 -0.0678253649 -0.0888951004 0.0484121535 -0.0001554670 [11] 0.0741164925 -0.1159374685 -0.0936926008 -0.0490352544 -0.1085924190 [16] -0.1750826021 -0.0816786979 0.0393789873 -0.0346268420 0.1005472123 [21] -0.0601643259 0.0851753181 -0.1251579958 -0.1734530056 0.0331210769 [26] 0.0412793678 0.0706438085 -0.0174898726 -0.0637339220 -0.0904223986 [31] -0.0806861066 -0.0869101824 -0.0767968229 0.0148849205 -0.0521734822 [36] 0.0182947236 > 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/3fkjy1228822357.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/4f4rd1228822357.tab") > > system("convert tmp/1cea11228822357.ps tmp/1cea11228822357.png") > system("convert tmp/2tnnl1228822357.ps tmp/2tnnl1228822357.png") > > > proc.time() user system elapsed 0.551 0.311 0.674