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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' > 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/1iq4g1229270350.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/2uy381229270350.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$acf)) [1] 1.000000000 -0.085904601 0.149999748 -0.022676450 -0.024726597 [6] 0.161714418 -0.044321858 0.127773520 -0.065304214 0.158249822 [11] 0.030755119 -0.059415313 -0.086586035 0.049664380 0.194346251 [16] -0.098478630 0.136581800 -0.101704860 0.132220676 0.088472155 [21] 0.005852275 0.115293532 -0.053254414 0.078910111 -0.166235746 [26] 0.022858484 -0.139981570 0.139578501 -0.009094130 -0.015146483 [31] -0.080257508 -0.127164481 0.060620352 -0.037903175 0.033017775 [36] 0.121373456 0.011396104 > (mypacf <- c(rpacf$acf)) [1] -0.0859046011 0.1436804518 0.0007206987 -0.0492683367 0.1644904753 [6] -0.0115618360 0.0779173301 -0.0392161306 0.1393735426 0.0439601637 [11] -0.0907675892 -0.1445935548 0.0979487293 0.2027242001 -0.1240722710 [16] 0.0569811722 -0.0007363232 0.1026707968 0.0609990369 0.0118597256 [21] 0.0971355867 0.0062471912 -0.1006112015 -0.1916581949 0.0458473596 [26] -0.1107426185 0.0813014338 -0.0425768553 0.0292857507 -0.1283161885 [31] -0.0494168976 -0.0080285667 0.1051394906 -0.0299299598 0.1383762238 [36] 0.0285522493 > 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/3tt811229270350.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/4t4jt1229270350.tab") > > system("convert tmp/1iq4g1229270350.ps tmp/1iq4g1229270350.png") > system("convert tmp/2uy381229270350.ps tmp/2uy381229270350.png") > > > proc.time() user system elapsed 0.580 0.334 0.770