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Type 'q()' to quit R. > x <- c(93.4,101.5,110.4,105.9,108.4,113.9,86.1,69.4,101.2,100.5,98.0,106.6,90.1,96.9,125.9,112.0,100.0,123.9,79.8,83.4,113.6,112.9,104.0,109.9,99.0,106.3,128.9,111.1,102.9,130.0,87.0,87.5,117.6,103.4,110.8,112.6,102.5,112.4,135.6,105.1,127.7,137.0,91.0,90.5,122.4,123.3,124.3,120.0,118.1,119.0,142.7,123.6,129.6,151.6,110.4,99.2,130.5,136.2,129.7,128.0,121.6,135.8,143.8,147.5,136.2,156.6,123.3,104.5,143.6) > par5 = '12' > par4 = '0' > par3 = '0' > par2 = '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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: Write here your technical program description (don't use hard returns!) > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/1n0wg1228842469.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x,par1,main='Autocorrelation',xlab='lags',ylab='ACF') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2bvvq1228842469.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.0000000000 0.4063258937 0.2053256990 0.4912366607 0.2406778191 [6] 0.2638037029 0.4968900884 0.2121419329 0.1425934484 0.3259594438 [11] 0.0571431722 0.2303531922 0.6295602732 0.1764695616 -0.0196044235 [16] 0.2643976374 0.0447817869 0.0346275031 0.2387550829 0.0011648007 [21] -0.0447332791 0.0906611971 -0.1321373031 0.0184407973 0.3172451097 [26] -0.0004829693 -0.1403347627 0.0627521368 -0.1144577054 -0.1434484168 [31] 0.0409199219 -0.1231527460 -0.1693496804 -0.0879144192 -0.2319462563 [36] -0.1339224684 0.1160161211 > (mypacf <- c(rpacf$acf)) [1] 0.4063258937 0.0481794255 0.4709108998 -0.1573526909 0.3005155781 [6] 0.1725317795 -0.0849246999 -0.0142037204 0.0186848043 -0.2147111969 [11] 0.3526209508 0.4135011154 -0.2413589728 -0.3148514767 -0.0598620700 [16] -0.0881046255 -0.0390940364 -0.1126179196 0.0866194179 0.0818947153 [21] -0.0020237102 -0.0790112829 -0.0001262871 -0.0341092273 0.1307042948 [26] -0.0251950403 -0.0978383515 -0.1290533321 -0.0430772510 -0.0180455093 [31] 0.0417012760 -0.0352281716 0.0013722128 0.0681664137 -0.0648187523 [36] -0.0150878744 > 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/3r7np1228842469.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/4bfu51228842469.tab") > > system("convert tmp/1n0wg1228842469.ps tmp/1n0wg1228842469.png") > system("convert tmp/2bvvq1228842469.ps tmp/2bvvq1228842469.png") > > > proc.time() user system elapsed 1.468 0.546 1.575