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Type 'q()' to quit R. > x <- c(9.0,9.1,8.7,8.2,7.9,7.9,9.1,9.4,9.5,9.1,9.0,9.3,9.9,9.8,9.4,8.3,8.0,8.5,10.4,11.1,10.9,9.9,9.2,9.2,9.5,9.6,9.5,9.1,8.9,9.0,10.1,10.3,10.2,9.6,9.2,9.3,9.4,9.4,9.2,9.0,9.0,9.0,9.8,10.0,9.9,9.3,9.0,9.0,9.1,9.1,9.1,9.2,8.8,8.3,8.4,8.1,7.8,7.9,7.9,8.0,7.9,7.5,7.2,6.9,6.6,6.7,7.3,7.5) > par5 = '12' > par4 = '1' > par3 = '2' > par2 = '1' > par1 = '48' > #'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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: Write here your technical program description (don't use hard returns!) > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/1bcr71229536523.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x,par1,main='Autocorrelation',xlab='lags',ylab='ACF') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2gyhz1229536523.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.000000000 0.175960800 -0.104937029 -0.473813928 -0.355384538 [6] -0.123876169 0.108580994 0.212318454 0.217295096 0.109739034 [11] -0.067481501 -0.031539676 -0.203843733 -0.091480875 0.092099028 [16] 0.006825246 0.075802348 0.013069609 0.037338394 -0.039108730 [21] -0.100432654 -0.032749362 0.001179869 0.061100303 0.090774337 [26] 0.091352026 0.029424324 -0.151303873 -0.161249171 -0.137785424 [31] 0.089467749 0.063249198 0.276874241 0.098101134 0.013632390 [36] -0.198291000 -0.274738123 -0.057950435 0.036126578 0.182732271 [41] 0.140930500 0.068336054 -0.112737159 -0.005578290 -0.106262785 [46] -0.064570695 0.014181860 0.033131648 0.091844526 > (mypacf <- c(rpacf$acf)) [1] 0.175960800 -0.140241416 -0.450623181 -0.285572244 -0.207145324 [6] -0.218243726 -0.191991322 -0.096606233 -0.047559185 -0.093843040 [11] 0.137164705 -0.075664309 -0.015356319 0.237657095 -0.087508005 [16] 0.002676231 0.061520418 0.025584015 -0.074608097 -0.140893159 [21] -0.016462134 -0.164825889 -0.080494805 0.024367018 -0.018843940 [26] 0.198544958 -0.035284457 -0.028136262 -0.026526088 0.023906565 [31] -0.195650824 0.040829615 0.068400795 0.016831319 -0.031480658 [36] -0.075734680 0.079331768 -0.004694477 -0.032602569 -0.042624231 [41] -0.014574447 -0.093139937 0.040669924 -0.095024571 -0.057555017 [46] 0.016278987 -0.019812015 -0.081234936 > 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/3v9tm1229536523.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/4fyev1229536524.tab") > > system("convert tmp/1bcr71229536523.ps tmp/1bcr71229536523.png") > system("convert tmp/2gyhz1229536523.ps tmp/2gyhz1229536523.png") > > > proc.time() user system elapsed 0.589 0.328 0.695