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Type 'q()' to quit R. > x <- c(113438,109416,109406,105645,101328,97686,93093,91382,122257,139183,139887,131822,116805,113706,113012,110452,107005,102841,98173,98181,137277,147579,146571,138920,130340,128140,127059,122860,117702,113537,108366,111078,150739,159129,157928,147768,137507,136919,136151,133001,125554,119647,114158,116193,152803,161761,160942,149470,139208,134588,130322,126611,122401,117352,112135,112879,148729,157230,157221,146681,136524,132111,125326,122716,116615,113719,110737,112093,143565,149946,149147,134339,122683,115614,116566,111272,104609,101802,94542,93051,124129,130374,123946,114971,105531,104919,104782,101281,94545,93248,84031,87486,115867,120327,117008,108811,104519) > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: Write here your technical program description (don't use hard returns!) > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/1annm1228847818.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x,par1,main='Autocorrelation',xlab='lags',ylab='ACF') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2s1c51228847818.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.000000000 0.806708495 0.489825199 0.222668588 0.078360934 [6] 0.043411300 0.020885738 -0.009156153 -0.007117418 0.109556808 [11] 0.337788354 0.601691995 0.737253628 0.542282328 0.254093026 [16] 0.012379338 -0.117878504 -0.158641053 -0.192771909 -0.226743139 [21] -0.226904183 -0.121084215 0.078666138 0.302587619 0.412202111 [26] 0.245486481 0.003866193 -0.192468687 -0.289439370 -0.312118830 [31] -0.331072617 -0.348730968 -0.341301543 -0.245856772 -0.077960688 [36] 0.110394179 0.206171551 > (mypacf <- c(rpacf$acf)) [1] 0.8067084952 -0.4608921321 0.0625666568 0.0763717824 0.0442012042 [6] -0.1393164536 0.0248232028 0.1174221874 0.3275479623 0.2980013632 [11] 0.3607456449 0.0569071035 -0.7211074938 0.2278057161 -0.1702891331 [16] -0.0732655718 -0.0755459631 0.1050089218 -0.0386950338 -0.1443702250 [21] -0.0262852640 -0.0753581783 -0.0511451393 0.0761843563 -0.0186585479 [26] -0.0510018060 0.0752940330 -0.0228633946 -0.0006584995 -0.0084717472 [31] 0.0201804716 -0.0878305515 -0.0715951161 -0.0508805829 0.0018877284 [36] 0.0067223766 > 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/33lrr1228847818.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/4c7921228847818.tab") > > system("convert tmp/1annm1228847818.ps tmp/1annm1228847818.png") > system("convert tmp/2s1c51228847818.ps tmp/2s1c51228847818.png") > > > proc.time() user system elapsed 1.485 0.548 1.567