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Type 'q()' to quit R. > x <- c(0.8832,0.8707,0.8766,0.8860,0.9170,0.9561,0.9935,0.9781,0.9806,0.9812,1.0013,1.0194,1.0622,1.0785,1.0797,1.0862,1.1556,1.1674,1.1365,1.1155,1.1267,1.1714,1.1710,1.2298,1.2638,1.2640,1.2261,1.1989,1.2000,1.2146,1.2266,1.2191,1.2224,1.2507,1.2997,1.3406,1.3123,1.3013,1.3185,1.2943,1.2697,1.2155,1.2041,1.2295,1.2234,1.2022,1.0000,1.1861,1.2126,1.1940,1.2028,1.2273,1.2767,1.2661,1.2681,1.2810,1.2722,1.2617,1.2888,1.3205,1.2993,1.3080,1.3246,1.3513,1.3518,1.3421,1.3726,1.3626,1.3910,1.4233,1.4683,1.4559,1.4728,1.4759,1.5520,1.5754,1.5554,1.5562,1.5759,1.4955,1.4342,1.3266,1.2744,1.3511,1.3244,1.2797,1.3050,1.3203) > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: Write here your technical program description (don't use hard returns!) > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/freestat/rcomp/tmp/1hwoo1244124712.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x,par1,main='Autocorrelation',xlab='lags',ylab='ACF') > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/2vb3x1244124712.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.000000000 0.937489361 0.874587828 0.819414319 0.762995850 [6] 0.701042125 0.639969468 0.592443061 0.543729026 0.493597959 [11] 0.437330463 0.384708351 0.337274972 0.296154524 0.260910992 [16] 0.222813952 0.185028290 0.161321178 0.139690021 0.112642150 [21] 0.075594775 0.043147841 0.019104653 -0.001143978 -0.011174197 [26] -0.016752152 -0.018318537 -0.024824654 -0.042635592 -0.057231784 [31] -0.058285296 -0.050985977 -0.053873816 -0.049147064 -0.033989111 [36] -0.004579335 0.019604822 0.029321756 0.046717245 0.066667297 [41] 0.070198428 0.067497158 0.062391095 0.047338861 0.031901235 [46] 0.015821404 -0.006157540 -0.057417990 -0.079621726 > (mypacf <- c(rpacf$acf)) [1] 0.9374893609 -0.0354912251 0.0303430484 -0.0412678861 -0.0740442979 [6] -0.0298214050 0.0706363286 -0.0400381290 -0.0299716630 -0.0889724322 [11] -0.0165265687 0.0013844538 0.0325438077 0.0216133787 -0.0533470625 [16] -0.0411870631 0.0834905262 -0.0036737520 -0.0431047557 -0.1107502912 [21] -0.0198024568 0.0268366511 0.0368630450 0.0823610421 0.0108874547 [26] -0.0108501849 -0.0524296027 -0.0989294173 0.0258862059 0.1101397870 [31] 0.0576765322 -0.0987824666 0.0360469032 0.0673525417 0.1591201288 [36] 0.0003504134 -0.1077806545 0.0209958933 0.0262035370 -0.0986684804 [41] -0.0116731848 -0.0511663253 -0.1420384947 -0.0391636633 0.0105861807 [46] 0.0143004839 -0.2397200280 0.1882527904 > lengthx <- length(x) > sqrtn <- sqrt(lengthx) > > #Note: the /var/www/html/freestat/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/freestat/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/freestat/rcomp/tmp/3w22o1244124712.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/freestat/rcomp/tmp/4gssl1244124712.tab") > > system("convert tmp/1hwoo1244124712.ps tmp/1hwoo1244124712.png") > system("convert tmp/2vb3x1244124712.ps tmp/2vb3x1244124712.png") > > > proc.time() user system elapsed 0.810 0.416 0.906