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Type 'q()' to quit R. > x <- c(6392.3,8686.4,9244.7,8182.7,7451.4,7988.8,8243.5,8843,9092.7,8246.7,9311.7,8341.2,7116.7,9635.7,9815.4,8611.3,8297.8,8715.1,8919.9,10085.8,9511.7,8991.3,10311.2,8895.4,7449.8,10084,9859.4,9100.1,8920.8,8502.7,8599.6,10394.4,9290.4,8742.2,10217.3,8639,8139.6,10779.1,10427.7,10349.1,10036.4,9492.1,10638.8,12054.5,10324.7,11817.3,11008.9,9996.6,9419.5,11958.8,12594.6,11890.6,10871.7,11835.7,11542.2,13093.7,11180.2,12035.7,12112,10875.2,9897.3,11672.1,12385.7,11405.6,9830.9,11025.1,10853.8,12252.6,11839.4,11669.1,11601.4,11178.4,9516.4,12102.8,12989,11610.2,10205.5,11356.2,11307.1,12648.6,11947.2,11714.1,12192.5,11268.8,9097.4,12639.8,13040.1,11687.3,11191.7,11391.9,11793.1,13933.2,12778.1,11810.3,13698.4,11956.6,10723.8,13938.9,13979.8,13807.4,12973.9,12509.8,12934.1,14908.3,13772.1,13012.6,14049.9,11816.5,11593.2,14466.2,13615.9,14733.9,13880.7,13527.5,13584,16170.2,13260.6,14741.9,15486.5,13154.5,12621.2) > par5 = '12' > par4 = '0' > par3 = '1' > par2 = '1' > par1 = '60' > #'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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: Write here your technical program description (don't use hard returns!) > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/18pyz1229350246.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x,par1,main='Autocorrelation',xlab='lags',ylab='ACF') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2gnjs1229350246.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.000000000 -0.279471399 -0.356274439 0.153147340 -0.033941890 [6] -0.116187121 0.350018693 -0.241948796 0.107753983 0.146426758 [11] -0.478610185 -0.102611096 0.750719943 -0.244913265 -0.203907325 [16] 0.043185010 -0.056159676 -0.003638824 0.245204332 -0.253728161 [21] 0.210387573 0.056275825 -0.446012768 0.003973670 0.555261904 [26] -0.180471237 -0.120819878 -0.072838611 0.012135322 0.020339168 [31] 0.135953718 -0.174266923 0.215025920 -0.045133628 -0.288481269 [36] -0.026952865 0.416125545 -0.033642602 -0.163853677 -0.097114671 [41] 0.094024950 -0.028536406 0.091738922 -0.065251361 0.110648066 [46] -0.028199589 -0.181852289 -0.102222285 0.376728589 0.018773049 [51] -0.217646907 -0.017925909 0.087789418 -0.097806010 0.140386427 [56] -0.058546677 0.015949670 0.063309317 -0.168279133 -0.154700474 [61] 0.412209313 > (mypacf <- c(rpacf$acf)) [1] -0.279471399 -0.471179857 -0.174306678 -0.288327982 -0.346416836 [6] 0.118980792 -0.252958483 0.306949658 0.287478973 -0.301997193 [11] -0.508724614 0.266532880 0.160697881 0.085151364 -0.164456958 [16] 0.080956791 0.009911215 -0.005847955 -0.013129728 0.009290177 [21] -0.102408958 -0.075105371 0.026428588 0.049785731 0.020699016 [26] -0.030388501 -0.141288067 0.110657032 -0.099164266 -0.082825805 [31] -0.007810565 -0.060655832 -0.158291528 0.077452352 0.014915770 [36] -0.071161112 0.074060989 -0.001427098 0.033599937 0.046730712 [41] -0.007125280 -0.016084120 0.033868124 -0.050417685 0.017516054 [46] 0.036046055 0.075638156 0.015253862 -0.010286704 0.009269565 [51] 0.130746801 0.028187298 -0.019157537 0.019631908 -0.043500343 [56] -0.089944297 -0.001889179 -0.003101685 -0.012551484 0.006285745 > 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/308nd1229350246.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/4yo8j1229350246.tab") > > system("convert tmp/18pyz1229350246.ps tmp/18pyz1229350246.png") > system("convert tmp/2gnjs1229350246.ps tmp/2gnjs1229350246.png") > > > proc.time() user system elapsed 0.600 0.321 0.729