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Type 'q()' to quit R. > x <- c(492865,480961,461935,456608,441977,439148,488180,520564,501492,485025,464196,460170,467037,460070,447988,442867,436087,431328,484015,509673,512927,502831,470984,471067,476049,474605,470439,461251,454724,455626,516847,525192,522975,518585,509239,512238,519164,517009,509933,509127,500857,506971,569323,579714,577992,565464,547344,554788,562325,560854,555332,543599,536662,542722,593530,610763,612613,611324,594167,595454,590865,589379,584428,573100,567456,569028,620735,628884,628232,612117,595404,597141,593408,590072,579799,574205,572775,572942,619567,625809,619916,587625,565742,557274) > par5 = '12' > par4 = '1' > par3 = '1' > par2 = '1.5' > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: Write here your technical program description (don't use hard returns!) > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/1qwn71229006195.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x,par1,main='Autocorrelation',xlab='lags',ylab='ACF') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2rrth1229006195.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.0000000000 0.0956761316 -0.0253950464 -0.1097412911 0.0299063886 [6] 0.1562501310 0.0001611846 0.0348905949 0.0620656970 0.2801503099 [11] -0.0068243615 -0.1888056349 -0.1689776325 0.1804381979 0.3785917977 [16] 0.0413061874 0.0762644011 -0.1546143128 0.0879212653 0.0537526534 [21] 0.0179048852 0.1056024935 0.1013349234 0.2281379309 -0.0612179566 [26] -0.2118497546 -0.2419835173 0.1206239428 0.0115973063 0.1267442540 [31] -0.0698745191 -0.1067044592 0.0918625648 -0.1054769513 -0.0806296185 [36] -0.0662565312 0.0906864470 > (mypacf <- c(rpacf$acf)) [1] 0.095676132 -0.034868149 -0.104978248 0.050874652 0.146519889 [6] -0.040800373 0.053190385 0.089550484 0.266496771 -0.072863155 [11] -0.177928591 -0.110789984 0.202065051 0.295332480 -0.035934821 [16] 0.121047061 -0.143585392 0.003842421 0.039308089 0.121699176 [21] 0.155386802 -0.051216741 -0.011980100 -0.056274982 -0.142484175 [26] -0.151288877 0.073723539 -0.201138556 0.056447235 -0.156758709 [31] -0.009554273 0.070453770 -0.043698280 -0.096281092 -0.056464197 [36] -0.084929162 > 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/3qiyn1229006195.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/4e1851229006195.tab") > > system("convert tmp/1qwn71229006195.ps tmp/1qwn71229006195.png") > system("convert tmp/2rrth1229006195.ps tmp/2rrth1229006195.png") > > > proc.time() user system elapsed 0.530 0.305 0.675