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Type 'q()' to quit R. > x <- c(82.7,88.9,105.9,100.8,94,105,58.5,87.6,113.1,112.5,89.6,74.5,82.7,90.1,109.4,96,89.2,109.1,49.1,92.9,107.7,103.5,91.1,79.8,71.9,82.9,90.1,100.7,90.7,108.8,44.1,93.6,107.4,96.5,93.6,76.5,76.7,84,103.3,88.5,99,105.9,44.7,94,107.1,104.8,102.5,77.7,85.2,91.3,106.5,92.4,97.5,107,51.1,98.6,102.2,114.3,99.4,72.5,92.3,99.4,85.9,109.4,97.6) > par5 = '12' > par4 = '1' > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: Write here your technical program description (don't use hard returns!) > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/freestat/rcomp/tmp/13f951229089547.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x,par1,main='Autocorrelation',xlab='lags',ylab='ACF') > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/2z1ys1229089547.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.000000000 -0.247004402 0.119413937 0.135044868 0.122381379 [6] -0.026564110 0.265223330 -0.086632942 0.109633869 0.175534930 [11] 0.021243792 0.042982657 -0.076470203 0.023322830 -0.073344542 [16] 0.159120398 -0.185364514 0.075341946 -0.009992698 -0.005073251 [21] -0.146083416 0.014724627 -0.259220845 0.173528245 -0.261116729 [26] -0.045674867 0.007302993 -0.011832840 -0.141909589 0.009392433 [31] -0.100414938 -0.105477196 0.068489871 -0.068881251 -0.028933212 [36] -0.066852243 0.083738477 > (mypacf <- c(rpacf$acf)) [1] -2.470044e-01 6.219750e-02 1.903757e-01 2.103183e-01 2.309585e-02 [6] 2.269340e-01 -1.476618e-02 1.771609e-02 1.598011e-01 5.696761e-02 [11] 2.792422e-02 -2.343293e-01 -1.387975e-01 -1.884409e-01 8.043332e-02 [16] -8.278739e-02 -5.687487e-03 5.175388e-02 1.192320e-03 -7.850233e-02 [21] -6.787879e-02 -1.970776e-01 1.350304e-01 -2.105089e-01 -1.035551e-01 [26] 2.834183e-02 1.313880e-01 5.648947e-02 3.428566e-05 7.340855e-02 [31] -4.999060e-03 2.933148e-02 1.873704e-02 -2.633629e-02 -5.642781e-02 [36] -8.472903e-02 > lengthx <- length(x) > sqrtn <- sqrt(lengthx) > > #Note: the /var/www/html/freestat/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/freestat/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/freestat/rcomp/tmp/3b18k1229089547.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/freestat/rcomp/tmp/40tth1229089547.tab") > > system("convert tmp/13f951229089547.ps tmp/13f951229089547.png") > system("convert tmp/2z1ys1229089547.ps tmp/2z1ys1229089547.png") > > > proc.time() user system elapsed 0.798 0.447 0.948