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Type 'q()' to quit R. > x <- c(2648.9,2669.6,3042.3,2604.2,2732.1,2621.7,2483.7,2479.3,2684.6,2834.7,2566.1,2251.2,2350,2299.8,2542.8,2530.2,2508.1,2616.8,2534.1,2181.8,2578.9,2841.9,2529.9,2103.2,2326.2,2452.6,2782.1,2727.3,2648.2,2760.7,2613,2225.4,2713.9,2923.3,2707,2473.9,2521,2531.8,3068.8,2826.9,2674.2,2966.6,2798.8,2629.6,3124.6,3115.7,3083,2863.9,2728.7,2789.4,3225.7,3148.2,2836.5,3153.5,2656.9,2834.7,3172.5,2998.8,3103.1,2735.6,2818.1,2874.4,3438.5,2949.1,3306.8,3530,3003.8,3206.4,3514.6,3522.6,3525.5,2996.2,3231.1,3030,3541.7,3113.2,3390.8,3424.2,3079.8,3123.4,3317.1,3579.9,3317.9,2668.1) > par5 = '12' > par4 = '0' > par3 = '1' > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: Write here your technical program description (don't use hard returns!) > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/1tifc1228999640.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x,par1,main='Autocorrelation',xlab='lags',ylab='ACF') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2nqze1228999641.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.000000000 -0.276828415 -0.210699208 -0.047903819 -0.030390141 [6] 0.064138064 0.118560976 0.001924029 0.016344589 0.001167045 [11] -0.316752916 -0.098324456 0.671215645 -0.212170807 -0.088477141 [16] -0.122735076 -0.054509419 0.112248195 0.095449813 -0.039566970 [21] 0.078266326 -0.058414626 -0.331598114 0.082545400 0.397142146 [26] -0.151534985 0.013934621 -0.147079212 -0.047014041 0.090496067 [31] 0.074087791 -0.016334163 0.113413560 -0.161369316 -0.184003567 [36] 0.071671454 0.291169106 > (mypacf <- c(rpacf$acf)) [1] -0.276828415 -0.311180150 -0.252442356 -0.264208121 -0.174321285 [6] -0.011140451 0.046183438 0.159028719 0.225740423 -0.201858166 [11] -0.470742391 0.406510389 0.077244557 0.077939151 -0.038819989 [16] -0.056331731 -0.011651466 0.009210946 -0.017832255 0.027922489 [21] -0.101356767 -0.152133485 0.045110454 -0.028006678 -0.090860684 [26] 0.010208933 0.073654484 0.080496499 -0.029617326 0.010635964 [31] 0.021835864 -0.013438816 -0.126323897 0.115139646 -0.109258684 [36] 0.074436581 > 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/3lgui1228999641.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/4t2tf1228999641.tab") > > system("convert tmp/1tifc1228999640.ps tmp/1tifc1228999640.png") > system("convert tmp/2nqze1228999641.ps tmp/2nqze1228999641.png") > > > proc.time() user system elapsed 0.546 0.326 0.659