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Type 'q()' to quit R. > x <- c(60804,57907,54355,52536,49081,48877,64599,75314,71209,65210,59829,57656,57428,55315,52790,51050,48519,48354,65333,73990,72755,67424,59214,57427,56681,55437,53600,51641,49478,50124,71313,76208,74387,69520,64735,63413,62553,60109,57764,55667,53103,55301,76795,80928,79213,72759,67802,66940,66396,67539,67776,68014,68251,68488,68725,68962,69200,69437,68212,65444,63181,61198,59010,56388,53723,55340,75352,79817,78289,71892,66448,64167,61250,59580,56417,54662,53349,55385,73546,77683,74995,67282,60742,57283,57314,54704,51578,49962,46252,47234,64708,68753,62970,57474,52494,51831,51663,49637,46679,45557,41630,44417,60070,63157) > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: Write here your technical program description (don't use hard returns!) > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/16kof1229091225.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x,par1,main='Autocorrelation',xlab='lags',ylab='ACF') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2xdgk1229091225.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.0000000000 0.3701399432 -0.1581753683 -0.3230351897 -0.2840973464 [6] -0.0956562125 -0.0001032279 -0.0682197280 -0.2241119166 -0.2352135229 [11] -0.1094274782 0.3175661545 0.7292587254 0.2453158430 -0.1127701666 [16] -0.2336427616 -0.2087579223 -0.0708267097 -0.0055122396 -0.0721351840 [21] -0.2059934177 -0.2165888281 -0.0867599783 0.2847352610 0.6070485054 [26] 0.1866405925 -0.0975422400 -0.1802305499 -0.1583116924 -0.0644841799 [31] -0.0297249327 -0.0607802310 -0.1532984019 -0.1632511734 -0.0653370873 [36] 0.2239281963 0.4954530854 > (mypacf <- c(rpacf$acf)) [1] 0.3701399432 -0.3420395938 -0.1546654405 -0.1686237254 -0.0377802044 [6] -0.1239130972 -0.2013926556 -0.3247477019 -0.3002014699 -0.3800333315 [11] 0.0397361187 0.4569212708 -0.3278727933 0.1512008305 0.0439555335 [16] 0.0389209751 0.0191182161 0.0157433267 -0.0004070245 -0.0465737396 [21] -0.1002442186 -0.0213187780 -0.0467435641 0.1030969439 -0.1277175682 [26] -0.0100771908 0.0211421678 -0.0247848600 -0.0574530041 -0.0596453323 [31] 0.0259012376 0.0084470083 -0.0289926236 -0.0158919870 -0.0611180795 [36] 0.0768642763 > 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/3kdz61229091225.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/40zmr1229091225.tab") > > system("convert tmp/16kof1229091225.ps tmp/16kof1229091225.png") > system("convert tmp/2xdgk1229091225.ps tmp/2xdgk1229091225.png") > > > proc.time() user system elapsed 0.546 0.344 0.676