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Type 'q()' to quit R. > x <- c(1.0014,1.0183,1.0622,1.0773,1.0807,1.0848,1.1582,1.1663,1.1372,1.1139,1.1222,1.1692,1.1702,1.2286,1.2613,1.2646,1.2262,1.1985,1.2007,1.2138,1.2266,1.2176,1.2218,1.2490,1.2991,1.3408,1.3119,1.3014,1.3201,1.2938,1.2694,1.2165,1.2037,1.2292,1.2256,1.2015,1.1786,1.1856,1.2103,1.1938,1.2020,1.2271,1.2770,1.2650,1.2684,1.2811,1.2727,1.2611,1.2881,1.3213,1.2999,1.3074,1.3242,1.3516,1.3511,1.3419,1.3716,1.3622,1.3896,1.4227) > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: Write here your technical program description (don't use hard returns!) > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/freestat/rcomp/tmp/128uu1229881907.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x,par1,main='Autocorrelation',xlab='lags',ylab='ACF') > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/2y8nb1229881907.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.000000000 0.227314550 -0.193427302 -0.118166942 0.135252598 [6] 0.070945409 -0.253375556 -0.049308426 0.029087872 0.082240926 [11] 0.033194860 0.015497591 -0.014480765 0.011839849 0.111243411 [16] -0.078359441 -0.143999134 0.001491130 0.087334992 0.067621931 [21] -0.060272566 -0.017642647 0.007929358 -0.014733758 -0.086827854 [26] -0.190889206 -0.070171768 0.019730462 -0.010655037 -0.084833164 [31] -0.102836962 0.087238241 -0.091436755 -0.178682721 0.010929887 [36] 0.099444247 0.065345390 -0.095080614 0.065885157 0.045210459 [41] -0.013789381 -0.059104303 0.026693376 0.018959627 -0.125862470 [46] 0.039050946 0.073559445 0.070896926 -0.017125180 -0.033077549 [51] 0.014176813 -0.031983918 0.028734532 0.031419865 0.009837253 [56] -0.008305408 0.020266379 0.029555384 0.006499958 > (mypacf <- c(rpacf$acf)) [1] 0.2273145496 -0.2584540176 -0.0046145839 0.1358558513 -0.0382055274 [6] -0.2453079647 0.1435807717 -0.1165766087 0.0680373892 0.0714818628 [11] 0.0185587840 -0.0911082648 0.1064754347 0.0504191811 -0.1516567334 [16] -0.0158400422 0.0850117104 -0.0749781672 0.0965656305 0.0146219116 [21] -0.0730297861 -0.0279949026 0.0209074822 -0.1439760209 -0.1486151557 [26] 0.0470636670 -0.0600211771 -0.1291332600 0.0420573112 -0.1303625436 [31] -0.0080191252 -0.1981806464 -0.0944674153 0.0851891929 -0.0175429796 [36] 0.0005821056 0.0053055918 0.0616905644 -0.0885050663 0.0237340529 [41] -0.0319947106 0.0665739809 -0.0317123884 -0.0493432217 0.0492719524 [46] 0.0494277647 0.0151282822 -0.0583293415 -0.0532955545 -0.0487332802 [51] -0.0193650738 0.0137735565 -0.0065250652 -0.0461183951 -0.0529198430 [56] -0.0406483892 -0.1190821802 0.0210661096 > lengthx <- length(x) > sqrtn <- sqrt(lengthx) > > #Note: the /var/www/html/freestat/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/freestat/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/freestat/rcomp/tmp/36u6s1229881907.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/freestat/rcomp/tmp/42ahi1229881907.tab") > > system("convert tmp/128uu1229881907.ps tmp/128uu1229881907.png") > system("convert tmp/2y8nb1229881907.ps tmp/2y8nb1229881907.png") > > > proc.time() user system elapsed 0.831 0.426 0.974