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Type 'q()' to quit R. > x <- c(101.76,101.76,101.76,101.76,101.76,101.76,101.76,101.76,101.76,103.36,103.36,103.36,104.85,104.85,104.85,104.85,104.85,104.85,104.85,104.85,104.85,107.35,107.35,107.35,107.35,107.35,107.35,107.35,107.35,107.35,107.35,107.35,107.35,109.47,109.47,109.47,109.47,109.47,109.47,109.47,109.47,109.47,109.47,109.47,109.47,111.29,111.29) > par5 = '12' > par4 = '0' > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: Write here your technical program description (don't use hard returns!) > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/1px281230123232.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x,par1,main='Autocorrelation',xlab='lags',ylab='ACF') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2c5z61230123232.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.000000000 0.922208081 0.844416161 0.788764734 0.727353183 [6] 0.665941632 0.604530081 0.543118530 0.481706979 0.420295428 [11] 0.367261113 0.314226798 0.261192483 0.192548107 0.123903732 [16] 0.081049380 0.038195028 -0.004659324 -0.047513675 -0.090368027 [21] -0.133222379 -0.176076730 -0.199411012 -0.222745294 -0.246079576 [26] -0.288602996 -0.331126417 -0.343237073 -0.355347729 -0.367458385 [31] -0.379569041 -0.391679697 -0.403790353 -0.415901008 -0.411538711 [36] -0.407176414 -0.384688109 > (mypacf <- c(rpacf$acf)) [1] 0.922208081 -0.040470082 0.106130906 -0.071727741 -0.014895566 [6] -0.047755024 -0.033859195 -0.042275737 -0.040466951 0.013581321 [11] -0.040877593 -0.025489950 -0.154493723 -0.050328408 0.089409191 [16] -0.038485140 -0.003229746 -0.058530103 -0.036378394 -0.056361375 [21] -0.050135140 0.072843088 -0.046143167 0.007962488 -0.189547470 [26] -0.045431455 0.085617763 -0.038947516 0.025615934 -0.070223548 [31] -0.013985365 -0.068124161 -0.042500501 0.039819723 -0.047382705 [36] 0.186600106 > 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/30lve1230123232.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/4q9371230123232.tab") > > system("convert tmp/1px281230123232.ps tmp/1px281230123232.png") > system("convert tmp/2c5z61230123232.ps tmp/2c5z61230123232.png") > > > proc.time() user system elapsed 0.555 0.320 0.663