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Type 'q()' to quit R. > x <- c(106.2 + ,101.6 + ,99 + ,96.4 + ,94 + ,93.2 + ,103 + ,103.6 + ,103.2 + ,102.2 + ,100 + ,99.6 + ,98.8 + ,95.2 + ,91.6 + ,88.6 + ,86 + ,84.8 + ,95.2 + ,96.2 + ,94 + ,92 + ,90.2 + ,90 + ,88.8 + ,85.8 + ,84.2 + ,80 + ,77.8 + ,76.8 + ,86.4 + ,89.2 + ,86.2 + ,84.6 + ,83.2 + ,83.2 + ,82.6 + ,79.8 + ,77.2 + ,74.8 + ,73 + ,73 + ,83.6 + ,85.6 + ,84.8 + ,84.2 + ,83.4 + ,84.6 + ,84.6 + ,83.8 + ,81.2 + ,79.6 + ,78 + ,78.2 + ,88.8 + ,92 + ,91 + ,91.2 + ,90.4 + ,91.8 + ,92.2 + ,90.2 + ,88.6 + ,87.8 + ,86 + ,87.2 + ,97.6 + ,101.2 + ,100.4 + ,100.2 + ,100.2 + ,103 + ,104.2 + ,104 + ,102.4 + ,101.8 + ,101 + ,102.2 + ,114 + ,118.4 + ,118.8 + ,117.2 + ,117.2 + ,118.4 + ,118.8 + ,117.2 + ,114.4 + ,112.6 + ,111 + ,110.8 + ,120.2 + ,124.4 + ,123.4 + ,121.2 + ,119 + ,119.8 + ,120 + ,118.4 + ,115 + ,113.4 + ,111 + ,111 + ,121.6 + ,126.2 + ,125.8 + ,124.8 + ,122 + ,123.2 + ,124.2 + ,120.8 + ,116.8 + ,114.8 + ,111 + ,109 + ,119.8 + ,124 + ,121.6 + ,118 + ,115.8 + ,116 + ,115.8 + ,114.4 + ,112 + ,110.2 + ,107.4 + ,108.2 + ,117.6 + ,121.4 + ,119.8 + ,115.6 + ,112.6 + ,113.2 + ,112.2 + ,110.8 + ,108 + ,105.2 + ,102.4 + ,101 + ,110.8 + ,116.8 + ,113.8 + ,108 + ,104.4 + ,105.2 + ,105.4 + ,103.2 + ,100.6 + ,97.8 + ,95.8 + ,95 + ,104.8 + ,110.4 + ,106.4 + ,102.2 + ,98.4 + ,98.4 + ,98.6 + ,96.2 + ,92.4 + ,91.4 + ,88.4 + ,87.8 + ,97.6 + ,104.2 + ,100.2 + ,97 + ,92.8 + ,92 + ,93.4 + ,92 + ,89.6 + ,88.6 + ,87.2 + ,86.2 + ,96.8 + ,102 + ,102.6 + ,100.6 + ,94.2 + ,94.2 + ,95.2 + ,95 + ,94 + ,92.2 + ,91 + ,91.2 + ,103.4 + ,105 + ,104.6 + ,103.8 + ,101.8 + ,102.4 + ,103.8 + ,103.4 + ,102 + ,101.8 + ,100.2 + ,101.4 + ,113.8 + ,116 + ,115.6 + ,113 + ,109.4 + ,111 + ,112.4 + ,112.2 + ,111 + ,108.8 + ,107.4 + ,108.6 + ,118.8 + ,122.2 + ,122.6 + ,122.2 + ,118.8 + ,119 + ,118.2 + ,117.8 + ,116.8 + ,114.6 + ,113.4 + ,113.8 + ,124.2 + ,125.8 + ,125.6 + ,122.4 + ,119 + ,119.4 + ,118.6 + ,118 + ,116 + ,114.8 + ,114.6 + ,114.6 + ,124 + ,125.2 + ,124 + ,117.6 + ,113.2 + ,111.4 + ,112.2 + ,109.8 + ,106.4 + ,105.2 + ,102.2 + ,99.8 + ,111 + ,113 + ,108.4 + ,105.4 + ,102 + ,102.8) > par5 = '12' > par4 = '0' > par3 = '0' > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: Write here your technical program description (don't use hard returns!) > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/194vj1229608801.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x,par1,main='Autocorrelation',xlab='lags',ylab='ACF') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/27ush1229608801.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.00000000 0.95896677 0.89248965 0.84193640 0.81607360 0.81071013 [7] 0.80448184 0.78710694 0.76795673 0.76759513 0.79047286 0.82858864 [13] 0.84209573 0.78203695 0.69738072 0.62821917 0.58507609 0.56316487 [19] 0.54147715 0.51020919 0.47738253 0.46220769 0.46910122 0.49111633 [25] 0.48978144 0.42015747 0.32776915 0.25143598 0.20189532 0.17403111 [31] 0.14702331 0.11185786 0.07554486 0.05704349 0.06020208 0.07896571 [37] 0.07714136 0.01155981 -0.07516499 -0.14572727 -0.18871810 -0.20924973 [43] -0.22729247 -0.25322303 -0.28047436 -0.29017270 -0.27880871 -0.25162959 [49] -0.24323665 -0.29451360 -0.36576891 -0.42078883 -0.44952237 -0.45607336 [55] -0.45860602 -0.46832405 -0.47880167 -0.47348842 -0.44911608 -0.40978905 [61] -0.38820892 > (mypacf <- c(rpacf$acf)) [1] 0.958966768 -0.337480593 0.292896654 0.131826224 0.169421826 [6] -0.066760055 0.013071689 0.096173822 0.262929396 0.180242055 [11] 0.243062663 -0.276914170 -0.832618250 0.022228691 -0.087200050 [16] -0.017280539 -0.080745135 -0.015409579 0.053574379 0.017756367 [21] 0.008454707 -0.015701602 0.032809986 -0.015990970 -0.169705486 [26] 0.047551566 -0.002833034 -0.040941756 -0.049171937 -0.046456849 [31] 0.015065662 -0.019090328 0.059411210 0.010443876 0.064126642 [36] 0.107851990 -0.056725289 0.051411937 -0.020047380 0.018151866 [41] 0.012997434 0.053980182 -0.054668262 -0.003655677 0.020059902 [46] 0.006071527 0.003106041 0.007317303 -0.004546938 0.029133210 [51] 0.034593782 -0.104497417 -0.003618673 0.043044166 0.011757539 [56] 0.047577028 -0.072049701 -0.025895248 -0.035351065 -0.018232749 > 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/39n4q1229608801.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/421vt1229608801.tab") > > system("convert tmp/194vj1229608801.ps tmp/194vj1229608801.png") > system("convert tmp/27ush1229608801.ps tmp/27ush1229608801.png") > > > proc.time() user system elapsed 0.672 0.366 0.869