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Type 'q()' to quit R. > x <- c(11703.7,16283.6,16726.5,14968.9,14861,14583.3,15305.8,17903.9,16379.4,15420.3,17870.5,15912.8,13866.5,17823.2,17872,17420.4,16704.4,15991.2,16583.6,19123.5,17838.7,17209.4,18586.5,16258.1,15141.6,19202.1,17746.5,19090.1,18040.3,17515.5,17751.8,21072.4,17170,19439.5,19795.4,17574.9,16165.4,19464.6,19932.1,19961.2,17343.4,18924.2,18574.1,21350.6,18594.6,19823.1,20844.4,19640.2,17735.4,19813.6,22160,20664.3,17877.4,21211.2,21423.1,21688.7,23243.2,21490.2,22925.8,23184.8,18562.2) > par5 = '12' > par4 = '2' > par3 = '0' > par2 = '1' > par1 = '48' > #'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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: Write here your technical program description (don't use hard returns!) > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/1ttgj1229184322.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x,par1,main='Autocorrelation',xlab='lags',ylab='ACF') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2qahv1229184322.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.000000000 -0.014984205 0.197527647 0.283060294 0.073769292 [6] 0.091291551 0.106937608 -0.133837222 0.060581972 0.007763191 [11] 0.043241427 -0.119022565 -0.092588960 0.018247193 -0.096162272 [16] 0.047807443 -0.112840920 -0.075156294 0.081082734 0.034546107 [21] -0.066706086 0.097030040 -0.115807773 0.062532037 -0.110947397 [26] -0.031294041 -0.096039817 -0.107141689 -0.061422018 -0.103118411 [31] -0.140839964 -0.075475930 -0.099460335 -0.046513059 -0.001674866 [36] -0.020594490 0.016209776 > (mypacf <- c(rpacf$acf)) [1] -0.0149842045 0.1973474304 0.3001473837 0.0671904631 -0.0163746142 [6] 0.0006681828 -0.2066163428 -0.0201008616 0.0419974318 0.1516937960 [11] -0.1155538015 -0.1774436516 0.0027549647 -0.0243547986 0.1602131325 [16] -0.0554246621 -0.0593478886 0.0169888528 0.0868483650 -0.0068830048 [21] 0.0620853146 -0.1214864685 -0.0612416246 -0.1795841863 0.0242321886 [26] 0.0311652532 -0.0593950617 -0.0807602633 -0.1149906518 -0.0306556293 [31] -0.0252257111 0.0618789197 0.0241029531 0.0392256380 0.0378063576 [36] -0.0314780663 > 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/3bdm81229184322.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/4n5ui1229184322.tab") > > system("convert tmp/1ttgj1229184322.ps tmp/1ttgj1229184322.png") > system("convert tmp/2qahv1229184322.ps tmp/2qahv1229184322.png") > > > proc.time() user system elapsed 0.531 0.308 0.683