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Type 'q()' to quit R. > x <- c(0.88,1.03,0.69,0.71,1.11,1.05,1.03,0.65,0.59,0.77,0.9,1.26,0.96,0.83,0.87,0.79,1.12,0.88,0.64,0.64,0.58,0.5,0.99,1.07,0.89,0.89,0.83,0.86,0.9,1.12,0.88,0.88,0.89,0.82,0.88,0.81,0.88,0.76,1.13,0.85,1.45,1.55,0.71,0.81,0.83,0.73,0.9,0.94,1.78,0.88,1.04,0.83,1.41,0.96,1.3,0.83,1.4,0.91,0.87,0.97,1.19,1.23,1.33,1.17,1.09,0.63,0.89,0.63,1.51,0.97,0.84,0.92,0.95,0.73,1.02,0.79,1.27,0.95,0.75,0.52,0.95,0.82,0.76,1.24,0.94,1.04,1.81,0.95,1.39,0.86,1.15,1.51,0.6,0.72,1.1,1.62,1.84,1.73,1.36,1.07,1,1.49,0.9,1.43,1.54,0.81,1.61,1.3,1.4,1.03,0.79,1.11,1.15,1.03,1.59,1.11,1.33,0.93,1.07,1.14,1.12,0.86,0.82,1.02,1.07,1.31,0.98,0.89,0.8,0.8,0.78,0.97) > par5 = '12' > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: Write here your technical program description (don't use hard returns!) > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/1dypo1247736361.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x,par1,main='Autocorrelation',xlab='lags',ylab='ACF') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2s31i1247736361.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.000000000 0.253550335 0.221061498 0.031487380 0.027686269 [6] 0.153113994 0.188386718 0.169146884 0.279859302 0.076396306 [11] 0.240210067 0.146828893 0.253532665 0.100300952 0.010698796 [16] 0.047303319 0.022118204 -0.025560398 0.141441804 -0.067680379 [21] 0.109972453 -0.036732162 -0.030873982 0.007069941 -0.040454900 [26] -0.081595907 -0.095633637 -0.050040899 0.100188683 -0.026414646 [31] -0.007572708 -0.175649528 -0.080012352 -0.128928209 -0.003583446 [36] 0.045428593 0.031237320 -0.008094534 0.013705928 -0.046496090 [41] 0.013986638 -0.138549966 -0.001651987 0.051009778 -0.024374695 [46] 0.064376391 0.033069936 0.074045934 0.090351105 > (mypacf <- c(rpacf$acf)) [1] 0.2535503350 0.1675448086 -0.0633935178 -0.0035508649 0.1722334706 [6] 0.1337581271 0.0466845624 0.2106083980 -0.0444199636 0.1734616835 [11] 0.0729956109 0.1561802430 -0.0732989199 -0.1100338169 0.0174469343 [16] -0.0807167498 -0.1551087198 0.0379961734 -0.1796966564 -0.0013160286 [21] -0.0638178580 -0.0858413746 -0.0155890942 -0.0204498825 -0.0579721089 [26] -0.0790879864 0.1229910842 0.1475621791 0.0340577797 -0.0039002715 [31] -0.0661840527 0.0832068043 -0.0760161707 0.1154237575 0.0724862346 [36] -0.0157675608 0.1168255543 0.0309103335 0.0002909269 -0.0408521172 [41] -0.1372389959 0.0460055871 0.1040383298 -0.1250281754 0.0277950953 [46] -0.0014867815 0.0279204391 -0.0026052889 > 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/3d9n41247736361.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/4su051247736361.tab") > > system("convert tmp/1dypo1247736361.ps tmp/1dypo1247736361.png") > system("convert tmp/2s31i1247736361.ps tmp/2s31i1247736361.png") > > > proc.time() user system elapsed 0.566 0.321 2.856