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Type 'q()' to quit R. > x <- c(4.43,4.43,4.44,4.44,4.44,4.45,4.47,4.48,4.48,4.5,4.52,4.52,4.53,4.53,4.63,4.66,4.67,4.68,4.69,4.69,4.7,4.71,4.72,4.72,4.72,4.73,4.74,4.76,4.81,4.82,4.83,4.83,4.84,4.89,4.92,4.95,4.95,5.01,5.05,5.08,5.11,5.14,5.17,5.18,5.2,5.22,5.24,5.28,5.29,5.33,5.4,5.43,5.46,5.46,5.46,5.47,5.49,5.5,5.54,5.55,5.55,5.56,5.6,5.61,5.63,5.64,5.66,5.67,5.69,5.77,5.77,5.78,5.8,5.82,5.85,5.87,5.88,5.9,5.91,5.94,5.97,5.98,6,6.01,6.02) > par5 = '12' > par4 = '0' > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: Write here your technical program description (don't use hard returns!) > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/184ou1241085263.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x,par1,main='Autocorrelation',xlab='lags',ylab='ACF') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/236yx1241085263.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.0000000000 0.1083635469 -0.0158962960 -0.0365979194 0.0037896041 [6] 0.0930229380 -0.0002459599 0.0397589593 0.0119153898 -0.0948721920 [11] -0.0377776158 0.0446963762 0.0664638257 0.0493331754 0.0109042214 [16] -0.1315930913 -0.0835534826 0.0096334287 -0.0110681947 0.1682046751 [21] -0.0774682530 -0.0449878842 0.0200138466 0.1378149653 0.0675023230 [26] -0.0170942117 -0.2092025434 -0.0457439831 0.0141563576 -0.0319246816 [31] 0.0009382914 -0.0404239620 -0.0071783847 -0.0944531492 -0.0738335125 [36] 0.0988075501 0.1630440724 > (mypacf <- c(rpacf$acf)) [1] 0.1083635469 -0.0279673655 -0.0321995192 0.0110852242 0.0912342383 [6] -0.0218759334 0.0467874622 0.0085561968 -0.0993860890 -0.0221923762 [11] 0.0530117687 0.0413377692 0.0375350818 0.0245848648 -0.1351869682 [16] -0.0590866666 0.0211395376 -0.0434493713 0.1706424479 -0.0887791170 [21] -0.0109301198 0.0488498260 0.1482851757 -0.0268282872 -0.0172381550 [26] -0.2307815173 0.0019327685 0.0550713854 -0.0342945228 -0.0337434932 [31] -0.0357470140 0.0080427153 -0.0835261001 0.0003860664 0.0622133813 [36] 0.1198992355 > 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/3nrjn1241085263.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/46odm1241085263.tab") > > system("convert tmp/184ou1241085263.ps tmp/184ou1241085263.png") > system("convert tmp/236yx1241085263.ps tmp/236yx1241085263.png") > > > proc.time() user system elapsed 0.548 0.313 0.693