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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 = '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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: Write here your technical program description (don't use hard returns!) > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/1mnrw1229626471.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x,par1,main='Autocorrelation',xlab='lags',ylab='ACF') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2u7w81229626471.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.000000000 0.237631468 -0.203086677 -0.265339744 -0.236782940 [6] 0.025914104 0.157581236 0.052834514 -0.272588631 -0.252946222 [11] -0.146413181 0.250647921 0.730812701 0.119978601 -0.179419223 [16] -0.245375559 -0.186612564 0.026023973 0.114412113 0.030625163 [21] -0.267466612 -0.195125428 -0.072676488 0.182443140 0.483188429 [26] 0.094623730 -0.161251503 -0.212971962 -0.121828393 0.020212717 [31] 0.078272710 0.013048633 -0.206606082 -0.119513366 -0.061980628 [36] 0.119851371 0.336572312 0.062470033 -0.141870147 -0.112530413 [41] -0.042262029 0.017935139 0.059847698 0.013159625 -0.135433113 [46] -0.056440943 -0.010622604 0.080658924 0.166340541 0.022004255 [51] -0.063919127 -0.035284798 -0.007909951 0.001797578 0.045431542 [56] 0.016292732 -0.047855606 -0.011205799 0.012706835 > (mypacf <- c(rpacf$acf)) [1] 0.237631468 -0.275089333 -0.158731228 -0.207433102 0.042751271 [6] 0.010667173 -0.061931118 -0.329503192 -0.132302756 -0.242064619 [11] 0.180962880 0.590884724 -0.204485889 0.122817387 -0.050026990 [16] 0.012005665 -0.028698335 -0.124352662 -0.010778190 -0.032772439 [21] 0.015558826 0.008004453 -0.196396196 -0.047295858 0.071591289 [26] -0.146064754 0.031816439 -0.077992259 -0.029603600 0.008882747 [31] -0.097053238 0.047331431 -0.026923943 -0.133405146 0.045921225 [36] -0.096660639 -0.062142047 -0.016029958 0.025706898 0.034746430 [41] -0.021613774 -0.022668588 0.026751555 -0.030882885 0.056262951 [46] 0.061405909 -0.083605138 -0.084814878 0.025019922 0.040373220 [51] -0.045155197 -0.035554853 -0.035668654 0.054656173 -0.003406859 [56] 0.070262268 -0.061610850 0.008495127 > 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/3th0s1229626471.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/48r4p1229626471.tab") > > system("convert tmp/1mnrw1229626471.ps tmp/1mnrw1229626471.png") > system("convert tmp/2u7w81229626471.ps tmp/2u7w81229626471.png") > > > proc.time() user system elapsed 0.606 0.326 0.701