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Type 'q()' to quit R. > x <- c(11554.5,13182.1,14800.1,12150.7,14478.2,13253.9,12036.8,12653.2,14035.4,14571.4,15400.9,14283.2,14485.3,14196.3,15559.1,13767.4,14634,14381.1,12509.9,12122.3,13122.3,13908.7,13456.5,12441.6,12953,13057.2,14350.1,13830.2,13755.5,13574.4,12802.6,11737.3,13850.2,15081.8,13653.3,14019.1,13962,13768.7,14747.1,13858.1,13188,13693.1,12970,11392.8,13985.2,14994.7,13584.7,14257.8,13553.4,14007.3,16535.8,14721.4,13664.6,16805.9,13829.4,13735.6,15870.5,15962.4,15744.1,16083.7,14863.9,15533.1,17473.1,15925.5,15573.7,17495,14155.8,14913.9,17250.4,15879.8,17647.8,17749.9,17111.8,16934.8,20280,16238.2,17896.1,18089.3,15660,16162.4,17850.1,18520.4,18524.7,16843.7) > par5 = '12' > par4 = '1' > par3 = '1' > par2 = '1' > par1 = '36' > 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/1aecp1229269662.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/2kgvx1229269662.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$acf)) [1] 1.000000000 -0.518568636 0.084283729 0.196933878 -0.148377499 [6] -0.027963630 0.201400811 -0.209715014 0.076828222 0.116237456 [11] -0.142162158 0.030869056 0.019947757 -0.197920902 0.074194094 [16] 0.118367088 -0.270742569 0.146607392 0.166003076 -0.239315906 [21] 0.098148969 0.157733563 -0.302843149 0.346916409 -0.160571466 [26] -0.079038465 0.254251492 -0.207646047 0.068433490 0.075639631 [31] -0.157797926 -0.005385183 0.106398654 -0.144675057 -0.058517220 [36] 0.123693318 -0.102992010 > (mypacf <- c(rpacf$acf)) [1] -0.518568636 -0.252541503 0.176370418 0.111366938 -0.090526266 [6] 0.110711672 -0.021708239 -0.040844227 0.098688708 0.044705445 [11] -0.056597936 -0.112252104 -0.257147702 -0.214951536 0.124356536 [16] -0.037255642 -0.101051300 0.248291329 0.179706652 -0.067944971 [21] 0.154916545 0.008267602 0.175930892 -0.065145458 -0.226804809 [26] 0.013187985 -0.160148312 -0.032731338 -0.039551668 -0.041010887 [31] -0.001725024 -0.060651960 0.002546572 -0.014391454 0.011254883 [36] -0.009764059 > 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/3oykz1229269662.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/4kwcf1229269663.tab") > > system("convert tmp/1aecp1229269662.ps tmp/1aecp1229269662.png") > system("convert tmp/2kgvx1229269662.ps tmp/2kgvx1229269662.png") > > > proc.time() user system elapsed 0.554 0.309 0.664