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Type 'q()' to quit R. > x <- c(98.6,98,106.8,96.6,100.1,107.7,91.5,97.8,107.4,117.5,105.6,97.4,99.5,98,104.3,100.6,101.1,103.9,96.9,95.5,108.4,117,103.8,100.8,110.6,104,112.6,107.3,98.9,109.8,104.9,102.2,123.9,124.9,112.7,121.9,100.6,104.3,120.4,107.5,102.9,125.6,107.5,108.8,128.4,121.1,119.5,128.7,108.7,105.5,119.8,111.3,110.6,120.1,97.5,107.7,127.3,117.2,119.8,116.2,111,112.4,130.6,109.1,118.8,123.9,101.6,112.8,128,129.6,125.8,119.5) > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: Write here your technical program description (don't use hard returns!) > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/1m2bq1228846575.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x,par1,main='Autocorrelation',xlab='lags',ylab='ACF') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2e9xd1228846575.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.000000000 0.388514688 0.198269849 0.462824954 0.127027109 [6] 0.225373053 0.522365895 0.141550294 0.143277206 0.361715469 [11] 0.045270848 0.286336336 0.588010755 0.148693305 0.120793408 [16] 0.233475787 -0.051772553 0.129890248 0.253710546 -0.057342105 [21] 0.011181369 0.102312388 -0.095844521 0.152949139 0.281395514 [26] -0.003861276 -0.003142853 0.015827956 -0.190516585 -0.063840063 [31] 0.010641693 -0.172015134 -0.116353713 -0.122022921 -0.213524632 [36] -0.028573287 0.098490902 -0.077613811 -0.104465059 -0.140167434 [41] -0.246192675 -0.176832886 -0.132896555 -0.181822079 -0.176005291 [46] -0.196991558 -0.226073298 -0.123368083 -0.022076268 > (mypacf <- c(rpacf$acf)) [1] 0.388514688 0.055739748 0.435283750 -0.262430588 0.353644164 [6] 0.216265476 -0.146053554 0.049664928 0.063209686 -0.090931630 [11] 0.350660392 0.217299701 -0.124435262 -0.161260707 -0.132946165 [16] -0.034075683 -0.032376831 -0.128214526 0.003561403 -0.119770835 [21] 0.043134702 0.027420255 0.070100595 0.027838276 0.035660579 [26] -0.137150727 0.035584699 -0.177966729 -0.095036427 -0.043923118 [31] 0.051565113 -0.025519404 -0.073141560 -0.012123605 0.021835756 [36] 0.145136631 0.012814931 -0.036476974 -0.118203029 0.022319469 [41] -0.083985344 -0.045723892 0.070147549 -0.026833986 0.019298511 [46] -0.008164623 -0.058381908 -0.017595662 > 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/3ibby1228846575.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/4qxy71228846575.tab") > > system("convert tmp/1m2bq1228846575.ps tmp/1m2bq1228846575.png") > system("convert tmp/2e9xd1228846575.ps tmp/2e9xd1228846575.png") > > > proc.time() user system elapsed 1.513 0.540 1.614