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Type 'q()' to quit R. > x <- c(9700,9081,9084,9743,8587,9731,9563,9998,9437,10038,9918,9252,9737,9035,9133,9487,8700,9627,8947,9283,8829,9947,9628,9318,9605,8640,9214,9567,8547,9185,9470,9123,9278,10170,9434,9655,9429,8739,9552,9687,9019,9672,9206,9069,9788,10312,10105,9863,9656,9295,9946,9701,9049,10190,9706,9765,9893,9994,10433,10073,10112,9266,9820,10097,9115,10411,9678,10408,10153,10368,10581,10597,10680,9738,9556) > par5 = '12' > par4 = '1' > par3 = '0' > par2 = '-0.1' > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: Write here your technical program description (don't use hard returns!) > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/1lxat1229091830.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x,par1,main='Autocorrelation',xlab='lags',ylab='ACF') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2mm821229091830.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.000000000 0.298240583 0.241498942 0.236841533 0.216987088 [6] 0.379317034 0.257201532 0.102872554 0.163762253 0.301329385 [11] 0.054684294 0.046356822 -0.024242041 -0.003050920 0.248198710 [16] -0.031922017 0.007452956 0.065665763 0.056605394 -0.019127053 [21] -0.084026173 -0.128593095 -0.048323367 0.148082292 -0.095485494 [26] -0.115085110 -0.150289727 -0.095232606 -0.062764979 -0.167222594 [31] -0.162552568 -0.158007852 0.009615270 -0.063636466 -0.163166001 [36] -0.158182500 -0.174970971 > (mypacf <- c(rpacf$acf)) [1] 0.298240583 0.167445332 0.143350364 0.102926206 0.286782196 [6] 0.069086686 -0.104707213 0.025858370 0.211567800 -0.223441150 [11] -0.128384613 -0.069433814 -0.028397095 0.178454443 -0.130634899 [16] 0.086138123 0.121874686 0.021945078 -0.170374110 -0.100334005 [21] -0.034755166 -0.075284072 0.095134817 -0.017703415 -0.056253085 [26] -0.070432915 0.037522749 -0.082451002 -0.042108118 -0.008380192 [31] -0.093351070 0.083087924 0.106524901 -0.077491823 -0.001225796 [36] -0.052664848 > 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/3vc001229091830.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/4u2vh1229091830.tab") > > system("convert tmp/1lxat1229091830.ps tmp/1lxat1229091830.png") > system("convert tmp/2mm821229091830.ps tmp/2mm821229091830.png") > > > proc.time() user system elapsed 0.546 0.329 0.650