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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 = '1' > par3 = '1' > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: Write here your technical program description (don't use hard returns!) > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/1p9sq1230123564.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x,par1,main='Autocorrelation',xlab='lags',ylab='ACF') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2tn151230123564.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.000000e+00 -1.517953e-02 -1.212996e-02 -4.294037e-01 -1.299736e-02 [6] -1.343106e-02 -1.386477e-02 -1.429847e-02 -1.473217e-02 1.503834e-01 [11] -2.604937e-02 -2.648307e-02 -8.048867e-02 -1.005025e-02 -6.071811e-03 [16] -6.505512e-03 -6.939213e-03 -7.372913e-03 -7.806614e-03 -8.240315e-03 [21] -8.674016e-03 1.342511e-01 -5.129280e-03 1.173724e-02 -7.262397e-02 [26] 1.086984e-02 -1.365987e-05 -4.473607e-04 -8.810614e-04 -1.314762e-03 [31] -1.748463e-03 -2.182164e-03 -2.615865e-03 4.337008e-04 > (mypacf <- c(rpacf$acf)) [1] -0.015179527 -0.012363229 -0.429942494 -0.035142009 -0.034510685 [6] -0.247271237 -0.060371816 -0.063559629 0.037627207 -0.075584320 [11] -0.082869258 -0.002261897 -0.078515052 -0.081195533 -0.045984370 [16] -0.076841367 -0.079493786 -0.108258234 -0.086677568 -0.092739643 [21] 0.076430054 -0.067317538 -0.049053123 0.017954384 -0.032062577 [26] -0.022637492 -0.021958475 -0.011865391 -0.008685029 -0.089091375 [31] -0.011539192 -0.017127607 -0.048403453 > 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/37nc51230123564.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/4ioa11230123564.tab") > > system("convert tmp/1p9sq1230123564.ps tmp/1p9sq1230123564.png") > system("convert tmp/2tn151230123564.ps tmp/2tn151230123564.png") > > > proc.time() user system elapsed 0.530 0.309 0.647