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Type 'q()' to quit R. > x <- c(105.7,109.5,105.3,102.8,100.6,97.6,110.3,107.2,107.2,108.1,97.1,92.2,112.2,111.6,115.7,111.3,104.2,103.2,112.7,106.4,102.6,110.6,95.2,89,112.5,116.8,107.2,113.6,101.8,102.6,122.7,110.3,110.5,121.6,100.3,100.7,123.4,127.1,124.1,131.2,111.6,114.2,130.1,125.9,119,133.8,107.5,113.5,134.4,126.8,135.6,139.9,129.8,131,153.1,134.1,144.1,155.9,123.3,128.1,144.3,153,149.9,150.9,141,138.9,157.4,142.9,151.7,161,138.5,135.9,151.5,164,159.1,157,142.1,144.8,152.1,154.6,148.7,157.7,146.4,136.5) > par5 = '12' > par4 = '1' > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: Write here your technical program description (don't use hard returns!) > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/1926r1230130024.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x,par1,main='Autocorrelation',xlab='lags',ylab='ACF') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/260401230130024.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.000000000 0.486835383 0.580775517 0.546960439 0.421420044 [6] 0.420462226 0.318613699 0.260043565 0.170408804 0.248205452 [11] 0.036292765 0.078877524 -0.020613954 0.030138420 0.051642640 [16] -0.010554103 -0.001323419 -0.067888309 0.045450748 -0.169678913 [21] -0.102416488 -0.108886947 -0.158892842 -0.067821313 -0.246680618 [26] -0.201263301 -0.207476715 -0.227309002 -0.279330487 -0.170743416 [31] -0.311242495 -0.220214383 -0.207800468 -0.323614280 -0.262034245 [36] -0.311674382 -0.242713873 > (mypacf <- c(rpacf$acf)) [1] 0.48683538 0.45055143 0.28327897 -0.01903940 -0.01151857 -0.08552714 [7] -0.08543321 -0.13200759 0.16809256 -0.15118766 -0.04129667 -0.12357189 [13] 0.15814793 0.15573520 0.04491136 -0.08861628 -0.15009288 0.06087330 [19] -0.23334706 -0.11388145 0.08461556 0.02795821 0.10959972 -0.22434609 [25] -0.06817157 0.06496492 -0.05124611 -0.07183557 0.12612506 -0.14842564 [31] -0.09569728 -0.10666613 0.04257864 -0.04735607 -0.07947207 -0.03444368 > 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/3no7n1230130024.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/405n31230130024.tab") > > system("convert tmp/1926r1230130024.ps tmp/1926r1230130024.png") > system("convert tmp/260401230130024.ps tmp/260401230130024.png") > > > proc.time() user system elapsed 0.577 0.354 0.782