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Type 'q()' to quit R. > x <- c(180144,173666,165688,161570,156145,153730,182698,200765,176512,166618,158644,159585,163095,159044,155511,153745,150569,150605,179612,194690,189917,184128,175335,179566,181140,177876,175041,169292,166070,166972,206348,215706,202108,195411,193111,195198,198770,194163,190420,189733,186029,191531,232571,243477,227247,217859,208679,213188,216234,213586,209465,204045,200237,203666,241476,260307,243324,244460,233575,237217,235243,230354,227184,221678,217142,219452,256446,265845,248624,241114,229245,231805,219277,219313,212610,214771,211142,211457,240048,240636,230580,208795,197922,194596) > par5 = '12' > par4 = '1' > par3 = '1' > par2 = '-1.4' > 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/1vkqb1229270135.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/27f3a1229270135.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$acf)) [1] 1.000000000 0.085673380 0.135737085 0.039501879 0.023040099 [6] 0.203188775 0.049543301 0.026119791 -0.033575769 0.031315520 [11] -0.065117307 -0.008475421 -0.051980477 0.049588903 0.112356028 [16] -0.074338368 0.102858522 -0.083314780 0.154330497 0.117443443 [21] -0.012862278 0.069272693 -0.130316577 0.105823760 0.004525133 [26] -0.069809299 -0.152084078 0.081662821 -0.036778938 0.039757795 [31] 0.022371898 -0.121149553 0.006327769 -0.153296073 -0.015253745 [36] 0.121327706 0.092300910 > (mypacf <- c(rpacf$acf)) [1] 0.085673380 0.129346552 0.018744329 0.001246400 0.198665807 [6] 0.018243473 -0.032144773 -0.051307888 0.038430036 -0.105059957 [11] -0.019578940 -0.031829068 0.086007840 0.111965910 -0.080563861 [16] 0.103564543 -0.064774630 0.126447850 0.067131506 -0.052085080 [21] 0.023237134 -0.132401856 0.079522251 -0.008678639 -0.110393657 [26] -0.137742695 0.172960283 -0.026665755 0.040588664 0.043593199 [31] -0.037592302 -0.112871444 -0.137624060 -0.015116826 0.199249611 [36] 0.123089583 > 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/3ihgo1229270136.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/4qfqk1229270136.tab") > > system("convert tmp/1vkqb1229270135.ps tmp/1vkqb1229270135.png") > system("convert tmp/27f3a1229270135.ps tmp/27f3a1229270135.png") > > > proc.time() user system elapsed 0.556 0.308 0.654