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Type 'q()' to quit R. > x <- c(99.5,98.2,108.9,100.0,105.0,108.4,96.7,100.5,115.6,114.9,110.7,107.7,113.5,106.9,119.6,109.4,106.9,118.7,108.9,113.1,125.1,126.5,122.7,127.5,107.1,112.0,122.1,111.5,113.2,128.2,115.1,117.4,132.0,130.8,128.0,132.7,117.0,110.9,123.5,117.4,122.7,123.5,111.5,113.8,131.2,127.0,126.2,121.2,118.8,117.9,135.2,120.7,126.4,129.6,113.4,120.5,135.5,137.6,130.6,133.1,121.5,120.5,136.9,123.7,128.5,135.0,120.9,121.1,132.2,134.5,133.6,136.1,124.5,124.6,133.5,132.3,125.3,135.5,121.2,117.5,135.9) > par5 = '12' > par4 = '1' > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: Write here your technical program description (don't use hard returns!) > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/1fwfv1229081956.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x,par1,main='Autocorrelation',xlab='lags',ylab='ACF') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2b2i71229081956.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.000000000 -0.488891531 0.101217410 -0.166800455 0.123613495 [6] -0.074928020 0.055562460 -0.057180885 -0.022667561 0.045831286 [11] 0.010913775 0.120658901 -0.252766523 0.127871125 -0.005081533 [16] -0.035694278 -0.056684655 0.187592870 -0.084385902 -0.043129175 [21] -0.074427270 0.173174395 -0.097877883 0.180972538 -0.270374111 [26] 0.123284646 -0.116718545 0.221793190 -0.132123784 -0.038397069 [31] 0.041369547 0.043393224 0.067510172 -0.135223322 0.064407998 [36] -0.085536748 0.101745346 > (mypacf <- c(rpacf$acf)) [1] -0.4888915314 -0.1810778221 -0.2674921095 -0.1135440446 -0.1147036276 [6] -0.0663722377 -0.0807899005 -0.1486291488 -0.0711328449 -0.0334732750 [11] 0.1663163560 -0.1283412360 -0.0785436808 0.0229290651 -0.1211280684 [16] -0.1720250381 0.0984732641 0.0920244022 -0.0704337738 -0.2070830687 [21] 0.0457408547 -0.0007541292 0.2576939388 -0.0975847279 -0.0667653260 [26] -0.1147178505 0.0259699488 -0.0360602114 -0.0378798255 0.0732957460 [31] -0.0087082362 0.0509274022 0.0221073302 -0.0181676916 0.0622718852 [36] 0.0136803599 > 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/37lp81229081956.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/4qj7t1229081956.tab") > > system("convert tmp/1fwfv1229081956.ps tmp/1fwfv1229081956.png") > system("convert tmp/2b2i71229081956.ps tmp/2b2i71229081956.png") > > > proc.time() user system elapsed 0.548 0.332 0.655