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Type 'q()' to quit R. > x <- c(19.2,26.6,26.6,31.4,31.2,26.4,20.7,20.7,15,13.3,8.7,10.2,4.3,-0.1,-4.6,-3.9,-3.5,-3.4,-2.5,-1.1,0.3,-0.9,3.6,2.7,-0.2,-1,5.8,6.4,9.6,13.2,10.6,10.9,12.9,15.9,12.2,9.1,9,17.4,14.7,17,13.7,9.5,14.8,13.6,12.6,8.9,10.2,12.7,16,10.4,9.9,9.5,8.6,10,3.5,-4.2,-4.4,-1.5,-0.1,0.8) > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: Write here your technical program description (don't use hard returns!) > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/1m8r81229182269.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x,par1,main='Autocorrelation',xlab='lags',ylab='ACF') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/27pvg1229182269.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.0000000000 0.0823132013 0.0138682077 -0.0888645305 0.0955985593 [6] 0.0781181774 0.1153164733 -0.1491404040 -0.1300058807 -0.0087554708 [11] 0.0766518990 0.1821314637 -0.3498101138 -0.1663462620 -0.0275689387 [16] 0.0765281155 -0.0637905468 -0.0741407174 -0.1530215038 0.0008429268 [21] 0.0559021408 -0.0010199262 -0.0072547162 -0.2376246218 -0.0217995658 [26] 0.0673822408 0.0500177427 -0.0927025605 0.0271877753 -0.0998569805 [31] 0.0688669530 0.0680160207 -0.0301181405 -0.0572619875 -0.0757864807 [36] 0.0449744876 0.0820511170 > (mypacf <- c(rpacf$acf)) [1] 0.082313201 0.007141129 -0.091208323 0.111912740 0.064365099 [6] 0.093979492 -0.155752699 -0.111347678 0.023725206 0.034708659 [11] 0.182775947 -0.391421904 -0.066172640 0.053718854 -0.030199928 [16] -0.067340174 -0.079146398 0.034762784 -0.030740977 -0.051251706 [21] -0.067543080 0.040885981 -0.102880262 -0.130084929 -0.019468542 [26] 0.008424029 -0.029604772 0.006815236 -0.143122335 -0.007752926 [31] 0.039370488 -0.094438753 -0.073942232 -0.041971420 -0.031781997 [36] -0.044845679 > 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/35h3r1229182269.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/49t5j1229182269.tab") > system("convert tmp/1m8r81229182269.ps tmp/1m8r81229182269.png") > system("convert tmp/27pvg1229182269.ps tmp/27pvg1229182269.png") > > > proc.time() user system elapsed 0.493 0.308 0.683