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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 = '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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: Write here your technical program description (don't use hard returns!) > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/10qfe1229880140.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x,par1,main='Autocorrelation',xlab='lags',ylab='ACF') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2ebm11229880140.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.0000000000 0.3145669693 0.1435035482 0.3866665552 -0.0084398848 [6] 0.0923248469 0.3991908693 0.0214695307 0.0006084139 0.2549565104 [11] -0.0799152710 0.1635700892 0.5736754659 0.0525382202 0.0305521441 [16] 0.0880842950 -0.2267622298 -0.0356064368 0.1515973256 -0.1290871024 [21] -0.0764711152 0.0558089224 -0.1826271302 0.0925485405 0.2778606369 [26] -0.0323395678 0.0071464124 -0.0242894619 -0.2359354581 -0.0459982268 [31] 0.0503785702 -0.1116835690 -0.0417650779 -0.0197093723 -0.1492039108 [36] 0.0654878657 0.1202997369 -0.0542119272 -0.0608275574 -0.1036458240 [41] -0.2272031459 -0.1537893840 -0.1073700703 -0.1412755876 -0.1100227812 [46] -0.1266920294 -0.1581031328 -0.0559208055 -0.0306601983 -0.0810610796 [51] -0.1146287877 -0.1500101392 -0.1720523520 -0.1802666411 -0.1336985364 [56] -0.0920919333 -0.0755891016 -0.0686035807 -0.0360124791 -0.0092645795 > (mypacf <- c(rpacf$acf)) [1] 0.314566969 0.049443746 0.365139406 -0.286732289 0.211954316 [6] 0.240312511 -0.139667136 -0.073556043 0.137029310 -0.108557901 [11] 0.307210414 0.368340022 -0.261035202 -0.156054086 -0.301781568 [16] 0.063815602 -0.029559997 -0.026620923 0.037183458 -0.061597570 [21] 0.059999450 0.076820548 0.047137165 -0.086804595 0.012682844 [26] -0.033455672 0.083716336 -0.058396854 -0.010894996 -0.058136342 [31] 0.043252352 0.001714607 -0.017084870 -0.012049987 -0.058051127 [36] -0.018454907 -0.038991652 -0.111753162 0.033895850 -0.038981797 [41] -0.135958000 -0.085748892 0.059907445 0.020435663 -0.025062035 [46] -0.046224845 -0.034182928 -0.045988542 0.055545995 0.041093431 [51] -0.069203633 -0.001993199 -0.041924756 0.056307856 -0.020652626 [56] 0.031885813 -0.025061121 0.021394347 0.053892700 > 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/39ayf1229880140.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/4kkiz1229880140.tab") > > system("convert tmp/10qfe1229880140.ps tmp/10qfe1229880140.png") > system("convert tmp/2ebm11229880140.ps tmp/2ebm11229880140.png") > > > proc.time() user system elapsed 0.596 0.311 0.717