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Type 'q()' to quit R. > x <- c(565464,547344,554788,562325,560854,555332,543599,536662,542722,593530,610763,612613,611324,594167,595454,590865,589379,584428,573100,567456,569028,620735,628884,628232,612117,595404,597141,593408,590072,579799,574205,572775,572942,619567,625809,619916,587625,565742,557274,560576,548854,531673,525919,511038,498662,555362,564591,541657,527070,509846,514258,516922,507561,492622,490243,469357,477580,528379,533590,517945) > par5 = '12' > par4 = '0' > par3 = '0' > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: Write here your technical program description (don't use hard returns!) > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/1b2i91229281095.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x,par1,main='Autocorrelation',xlab='lags',ylab='ACF') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2mnl51229281095.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.00000000 0.88402682 0.72562127 0.60718267 0.52033434 0.47892815 [7] 0.44129300 0.37143560 0.29726415 0.28446005 0.32131054 0.38551089 [13] 0.40388884 0.27411706 0.12985811 0.01873766 -0.06744603 -0.10925105 [19] -0.15012246 -0.21256368 -0.27363594 -0.27311179 -0.23541120 -0.17943224 [25] -0.15234779 -0.21189634 -0.28802884 -0.33305190 -0.35484120 -0.35121137 [31] -0.35107226 -0.36483553 -0.37663156 -0.34333186 -0.28513033 -0.21535173 [37] -0.16326167 > (mypacf <- c(rpacf$acf)) [1] 0.8840268195 -0.2557575463 0.1358937676 0.0004953652 0.1565486292 [6] -0.0714212841 -0.1099826999 0.0038269011 0.2520544718 0.1100765728 [11] 0.1452547633 -0.1853251791 -0.5708562348 0.0996439407 -0.1200985561 [16] -0.0334379072 0.0245210069 -0.0482167552 0.0805789472 -0.0570916108 [21] -0.0196145159 -0.1098696074 0.0248427602 0.0359710701 0.0551695106 [26] -0.1305616409 0.1042917840 -0.0342758142 -0.0361816551 -0.0126626334 [31] -0.0289121913 0.0239754441 -0.0118760028 -0.0265203066 0.0096104101 [36] 0.0222331429 > 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/3uoou1229281095.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/4s8gw1229281095.tab") > > system("convert tmp/1b2i91229281095.ps tmp/1b2i91229281095.png") > system("convert tmp/2mnl51229281095.ps tmp/2mnl51229281095.png") > > > proc.time() user system elapsed 0.545 0.319 0.651