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Type 'q()' to quit R. > x <- c(95.9,95.3,100.4,97.3,82.3,97.0,93.5,90.9,107.8,110.9,98.1,106.5,93.4,95.7,109.0,97.6,92.7,107.5,91.7,95.7,111.4,106.0,104.8,108.7,97.3,97.1,106.1,98.6,98.5,105.5,86.2,98.3,111.3,105.0,105.7,103.5,96.9,98.1,111.7,94.7,104.2,109.7,91.3,102.6,114.2,115.8,113.5,107.1,104.5,101.9,116.0,102.0,108.1,112.9,104.5,109.1,113.4,123.9,117.7,108.3) > par5 = '12' > par4 = '1' > par3 = '1' > par2 = '2.0' > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: Write here your technical program description (don't use hard returns!) > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/1oxej1229684953.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x,par1,main='Autocorrelation',xlab='lags',ylab='ACF') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2dk541229684953.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.000000000 -0.488594364 -0.190774916 0.400827887 -0.228304407 [6] -0.012619778 0.172617935 -0.221657281 0.037882490 0.190692839 [11] -0.153650781 -0.030183316 0.123377140 -0.207857826 0.248057585 [16] -0.123134759 -0.124097184 0.165426076 0.021201211 -0.173092918 [21] 0.053075064 0.103314708 -0.180899487 0.134744387 0.047086825 [26] -0.237871535 0.274722242 -0.105033072 -0.088534225 0.158251380 [31] -0.084079456 0.015049220 0.110383913 -0.148193118 0.007933487 [36] 0.161910959 -0.204691031 0.049607681 0.154402237 -0.193519998 [41] 0.071587719 0.103519904 -0.135833145 0.048674486 0.010881374 [46] -0.026735338 -0.005870817 > (mypacf <- c(rpacf$acf)) [1] -0.488594364 -0.564183848 -0.039751044 -0.088454593 0.004466722 [6] 0.084931514 -0.094822083 -0.168629232 0.018755179 0.106732488 [11] 0.037662728 0.013498567 -0.273039361 0.079977497 -0.045670249 [16] -0.014802903 -0.135421515 0.042658421 -0.111291800 -0.211010643 [21] -0.035825071 -0.151249535 -0.050815709 0.001959794 -0.096355717 [26] 0.028936216 -0.071305204 -0.061246751 0.030804705 0.016843440 [31] 0.107436100 0.111815949 0.031682875 -0.042238281 -0.029262134 [36] -0.097215563 -0.059982532 0.010268712 0.047780787 -0.110833771 [41] 0.005775607 0.048963181 0.119405055 -0.021152939 0.048382828 [46] 0.007823450 > 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/31wjo1229684953.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/4nvmh1229684953.tab") > > system("convert tmp/1oxej1229684953.ps tmp/1oxej1229684953.png") > system("convert tmp/2dk541229684953.ps tmp/2dk541229684953.png") > > > proc.time() user system elapsed 0.598 0.313 0.766