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Type 'q()' to quit R. > x <- c(124,118.63,121.86,119.97,125.03,130.09,126.65,121.7,119.24,122.63,116.66,114.12,113.11,112.61,113.4,115.18,121.01,119.44,116.68,117.07,117.41,119.58,120.92,117.09,116.77,119.39,122.49,124.08,118.29,112.94,113.79,114.43,118.7,120.36,118.27,118.34,117.82,117.65,118.18,121.02,124.78,131.16,130.14,131.75,134.73,135.35,140.32,136.35,131.6,128.9,133.89,138.25,146.23,144.76,149.3,156.8,159.08,165.12,163.14,153.43,151.01) > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: Write here your technical program description (don't use hard returns!) > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/1w41b1229083693.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x,par1,main='Autocorrelation',xlab='lags',ylab='ACF') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2yxpi1229083693.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.0000000000 0.2271771858 -0.0784016965 -0.1655307699 -0.1589583721 [6] 0.1091383189 0.0581850567 -0.1366078115 -0.2401270048 -0.0803135807 [11] 0.0855925403 0.3396230009 0.0686118084 -0.0510681204 0.0302850070 [16] -0.1004156459 0.0460487048 0.0569244219 -0.0612434983 0.0175302668 [21] 0.0171600359 -0.0331871558 0.0002798684 -0.0793492902 -0.0121342731 [26] 0.0975990897 -0.0980327076 -0.0843059603 -0.0165828310 -0.0544042958 [31] 0.1650702101 0.0411934090 -0.1013666597 -0.1633337797 -0.1148158866 [36] 0.0619988903 0.1421573607 > (mypacf <- c(rpacf$acf)) [1] 0.227177186 -0.137086112 -0.122651143 -0.108428148 0.158031621 [6] -0.050817567 -0.172951561 -0.178479154 0.040741268 0.027747412 [11] 0.253574566 -0.112549583 0.058125600 0.115593013 -0.127240315 [16] -0.018829657 0.066940454 0.012347612 0.127457794 0.008794171 [21] -0.058095355 -0.061616206 -0.079826312 0.025400304 0.044420150 [26] -0.110617694 -0.034522726 0.002284994 -0.063802555 0.073154129 [31] -0.098154117 -0.026691695 -0.147226354 -0.023074115 0.020185984 [36] 0.029480616 > 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/3g0u81229083693.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/432i61229083693.tab") > > system("convert tmp/1w41b1229083693.ps tmp/1w41b1229083693.png") > system("convert tmp/2yxpi1229083693.ps tmp/2yxpi1229083693.png") > > > proc.time() user system elapsed 1.458 0.538 1.583