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Type 'q()' to quit R. > x <- c(9700,9081,9084,9743,8587,9731,9563,9998,9437,10038,9918,9252,9737,9035,9133,9487,8700,9627,8947,9283,8829,9947,9628,9318,9605,8640,9214,9567,8547,9185,9470,9123,9278,10170,9434,9655,9429,8739,9552,9687,9019,9672,9206,9069,9788,10312,10105,9863,9656,9295,9946,9701,9049,10190,9706,9765,9893,9994,10433,10073,10112,9266,9820,10097,9115,10411,9678,10408,10153,10368,10581,10597,10680,9738,9556) > par5 = '12' > par4 = '2' > par3 = '0' > par2 = '1' > par1 = '36' > #'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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: Write here your technical program description (don't use hard returns!) > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/1djfn1229716345.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x,par1,main='Autocorrelation',xlab='lags',ylab='ACF') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/28gra1229716345.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.0000000000 0.1202322121 -0.0896718318 -0.0441921892 0.0068510295 [6] 0.2129324940 0.0122008621 -0.1859152402 0.1150709455 0.2598876114 [11] -0.0008330683 -0.1269296457 -0.3851142713 -0.0333794873 0.3266349199 [16] -0.0470235885 -0.0331522295 -0.0342048994 0.0247791463 0.0433370636 [21] -0.1391783491 -0.2179314701 0.0188515750 0.1922962161 -0.0130167460 [26] -0.1096851998 -0.2220443486 -0.0809240181 0.0513274454 -0.1191566531 [31] -0.1113410751 -0.0957424240 0.0695413295 0.0513862217 -0.0710470602 [36] -0.1042493482 0.0188976170 > (mypacf <- c(rpacf$acf)) [1] 0.1202322121 -0.1056549417 -0.0200796826 0.0059655022 0.2103690466 [6] -0.0450469389 -0.1537931656 0.1836392799 0.2225359786 -0.1203545184 [11] -0.1081273553 -0.3134896613 0.0010901263 0.2506846351 -0.0847306313 [16] 0.0712067601 0.0162891417 -0.0251623899 -0.1331205092 -0.0081977516 [21] 0.0215814871 -0.0817494858 0.0534976913 -0.1449616929 -0.0874228753 [26] 0.0020002229 -0.1173309126 -0.0078900887 -0.0218857448 -0.0574388883 [31] -0.1877658080 0.0127672240 0.0518745692 -0.0112579802 0.1237171936 [36] -0.0007125851 > 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/3mxu01229716345.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/4fd9j1229716345.tab") > > system("convert tmp/1djfn1229716345.ps tmp/1djfn1229716345.png") > system("convert tmp/28gra1229716345.ps tmp/28gra1229716345.png") > > > proc.time() user system elapsed 0.570 0.317 0.693