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Type 'q()' to quit R. > x <- c(122.36 + ,123.33 + ,123.04 + ,124.53 + ,125.13 + ,125.85 + ,126.50 + ,126.53 + ,127.07 + ,124.55 + ,124.90 + ,124.32 + ,122.84 + ,123.31 + ,123.31 + ,124.87 + ,124.64 + ,124.73 + ,124.90 + ,124.04 + ,123.28 + ,123.86 + ,122.29 + ,124.09 + ,124.54 + ,125.65 + ,125.70 + ,125.53 + ,125.61 + ,125.55 + ,125.41 + ,127.60 + ,124.68 + ,124.41 + ,126.43 + ,126.38 + ,125.78 + ,124.70 + ,125.07 + ,125.25 + ,126.58 + ,127.13 + ,125.82 + ,123.70 + ,124.39 + ,123.70 + ,124.42 + ,121.05 + ,121.02 + ,123.23 + ,121.32 + ,120.91 + ,120.72 + ,123.31 + ,119.58 + ,119.53 + ,120.59 + ,118.63 + ,118.47 + ,111.81 + ,114.71 + ,117.34 + ,115.77 + ,118.38 + ,117.84 + ,118.83 + ,120.02 + ,116.21 + ,117.08 + ,120.20 + ,119.83 + ,118.92 + ,118.03 + ,117.71 + ,119.55 + ,116.13 + ,115.97 + ,115.99 + ,114.96 + ,116.46 + ,116.55 + ,113.05 + ,117.44 + ,118.84 + ,117.06 + ,117.54 + ,119.31 + ,118.72 + ,121.55 + ,122.61 + ,121.53 + ,123.31 + ,124.07 + ,123.59 + ,122.97 + ,123.22 + ,123.04 + ,122.96 + ,122.81 + ,122.81 + ,122.62 + ,120.82 + ,119.41 + ,121.56 + ,121.59 + ,118.50 + ,118.77 + ,118.86 + ,117.60 + ,119.90 + ,121.83 + ,121.84 + ,122.12 + ,122.12 + ,121.36 + ,119.66 + ,119.32 + ,120.36 + ,117.06 + ,117.48 + ,115.60 + ,113.86 + ,116.92 + ,117.75 + ,117.75 + ,115.31 + ,116.28 + ,115.22 + ,115.65 + ,115.11 + ,118.67 + ,118.04 + ,116.50 + ,119.78 + ,119.95 + ,120.37 + ,119.79 + ,119.43 + ,121.06 + ,121.74 + ,121.09 + ,122.97 + ,120.50 + ,117.18 + ,115.03 + ,113.36 + ,112.59 + ,111.65 + ,111.98 + ,114.87 + ,114.67 + ,114.09 + ,114.77 + ,117.05 + ,117.22 + ,113.18 + ,110.95 + ,112.14 + ,112.72 + ,110.01 + ,110.29 + ,110.74 + ,110.32 + ,105.89 + ,108.97 + ,109.34 + ,106.57 + ,99.49 + ,101.81 + ,104.29 + ,109.73 + ,105.06 + ,107.97 + ,108.13 + ,109.86 + ,108.95 + ,111.20 + ,110.69 + ,106.10 + ,105.68 + ,104.12 + ,104.71 + ,104.30 + ,103.52 + ,107.76 + ,107.80 + ,107.30 + ,108.64 + ,105.03 + ,108.30 + ,107.21 + ,109.27 + ,109.50 + ,111.68 + ,111.80 + ,111.75 + ,106.68 + ,106.37 + ,105.76 + ,109.01 + ,109.01 + ,109.01 + ,109.01 + ,107.69 + ,105.19 + ,105.48 + ,102.22 + ,100.54 + ,105.00 + ,105.44 + ,107.89 + ,108.64 + ,106.70 + ,109.10 + ,105.23 + ,108.41 + ,108.80 + ,110.39 + ,110.22 + ,110.86 + ,108.58 + ,107.70 + ,106.62 + ,109.84 + ,107.16 + ,107.26 + ,108.70 + ,109.85 + ,109.41 + ,112.36 + ,111.03 + ,110.67 + ,109.21 + ,113.58 + ,113.88 + ,114.08 + ,112.33 + ,113.92 + ,114.41 + ,114.57 + ,115.35 + ,113.13 + ,113.29 + ,112.56 + ,113.06 + ,113.46 + ,115.39 + ,116.62 + ,117.04 + ,117.42 + ,115.62 + ,115.16 + ,115.69 + ,112.85 + ,114.05 + ,112.00 + ,113.74 + ,116.26 + ,118.63 + ,116.49 + ,118.23 + ,116.83 + ,118.82 + ,114.36 + ,112.02 + ,113.24 + ,109.75 + ,110.33 + ,112.86 + ,113.04 + ,113.80 + ,110.90 + ,109.96 + ,108.69 + ,108.84 + ,108.47 + ,108.07 + ,107.94 + ,108.11 + ,108.11 + ,106.81 + ,105.58 + ,105.61 + ,106.52 + ,103.86 + ,104.60 + ,104.73 + ,105.12 + ,104.76 + ,103.85 + ,103.83 + ,103.22 + ,101.64 + ,102.13 + ,104.33 + ,104.92 + ,107.78 + ,104.49 + ,102.80 + ,102.86 + ,104.51 + ,104.73 + ,102.58 + ,99.93 + ,101.41 + ,101.05 + ,99.86 + ,101.11 + ,100.89 + ,101.09 + ,98.31 + ,98.08 + ,99.55 + ,99.62 + ,97.37 + ,98.16 + ,97.98 + ,98.15 + ,97.10 + ,97.24 + ,96.70 + ,96.64 + ,100.65 + ,96.75 + ,97.74 + ,97.92 + ,98.34 + ,93.84 + ,97.80 + ,96.20 + ,95.99 + ,95.18 + ,95.95 + ,92.23 + ,91.78 + ,92.97 + ,89.76 + ,92.88 + ,96.23 + ,95.79 + ,93.97 + ,93.90 + ,93.60 + ,93.96 + ,88.69 + ,88.57 + ,85.62 + ,86.25 + ,85.33 + ,83.33 + ,77.78 + ,78.70 + ,72.05 + ,80.75 + ,81.41 + ,82.65 + ,75.85 + ,75.70 + ,78.25 + ,77.41 + ,76.84 + ,74.25 + ,74.95 + ,68.78 + ,73.21 + ,73.26 + ,78.67 + ,75.63 + ,74.99 + ,83.87 + ,79.62 + ,80.13 + ,79.76 + ,78.20 + ,78.05 + ,79.05 + ,73.32 + ,75.17 + ,73.26 + ,73.72 + ,73.57 + ,70.60 + ,71.25 + ,74.22 + ,73.32 + ,73.01 + ,74.21 + ,75.32 + ,71.73 + ,71.94 + ,72.94 + ,72.47 + ,71.94 + ,74.30 + ,74.30) > par7 = '' > par6 = 'White Noise' > par5 = '1' > par4 = '0' > par3 = '0' > par2 = '1' > par1 = '48' > #'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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: Write here your technical program description (don't use hard returns!) > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/1oex41260886054.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x,par1,main='Autocorrelation',xlab='lags',ylab='ACF') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2o6wy1260886054.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.0000000 0.9819491 0.9686219 0.9544983 0.9418848 0.9278592 0.9140778 [8] 0.9006611 0.8900240 0.8767967 0.8652772 0.8544538 0.8415546 0.8285393 [15] 0.8142262 0.8031042 0.7919719 0.7784829 0.7657244 0.7520090 0.7405298 [22] 0.7295573 0.7169447 0.7065610 0.6956281 0.6837355 0.6728701 0.6589189 [29] 0.6445658 0.6327345 0.6174738 0.6026624 0.5849208 0.5701156 0.5575320 [36] 0.5443183 0.5317865 0.5189075 0.5065310 0.4932590 0.4824230 0.4697067 [43] 0.4573204 0.4410751 0.4270602 0.4135534 0.4023144 0.3917719 0.3802695 > (mypacf <- c(rpacf$acf)) [1] 0.981949057 0.122929485 -0.012108874 0.032071179 -0.035992128 [6] -0.010066288 0.005838107 0.072413583 -0.058461893 0.025315647 [11] 0.029621286 -0.068833889 -0.018709731 -0.042983575 0.072709140 [16] 0.010838983 -0.065777102 0.003474326 -0.046003531 0.051478332 [21] 0.023332836 -0.040706697 0.044243041 -0.014805056 -0.025016666 [26] 0.005509224 -0.086947457 -0.044423156 0.068702648 -0.073526115 [31] -0.042517294 -0.090406794 0.049940715 0.069532627 -0.002553312 [36] 0.010307133 -0.036177405 0.019928593 -0.040469956 0.075230162 [41] -0.057320810 -0.025267018 -0.063158181 -0.001960947 0.018979066 [46] 0.033768726 0.044054073 -0.005627783 > 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/397qz1260886054.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/45h3v1260886054.tab") > > try(system("convert tmp/1oex41260886054.ps tmp/1oex41260886054.png",intern=TRUE)) character(0) > try(system("convert tmp/2o6wy1260886054.ps tmp/2o6wy1260886054.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.602 0.306 1.167