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Type 'q()' to quit R. > x <- c(36.80,35.40,33.00,28.73,26.70,26.46,24.60,28.00,31.60,33.50,34.50,35.00,34.76,33.50,32.74,34.40,31.93,29.24,25.75,26.03,26.08,23.80,20.61,19.70,18.18,19.60,20.60,20.03,23.00,23.60,22.56,22.55,23.75,24.92,24.50,30.58,28.07,27.70,27.00,25.23,26.86,25.60,24.55,23.96,23.50,23.64,21.55,21.05,21.89,21.98,21.45,22.15,22.58,23.80,23.30,22.38,23.00,21.96,22.40,20.80,20.40,16.00,12.78,9.75,7.50,11.24,12.24,12.75,12.52,14.49,14.21,14.32,22.15,22.58,23.80,23.30,22.38,23.00,21.96,22.40,20.80,20.40,16.00,12.78,9.75,7.50,11.24,12.24,12.75,12.52,14.49,14.21,14.32) > par5 = '12' > par4 = '0' > par3 = '0' > par2 = '1' > par1 = 'Default' > #'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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: Write here your technical program description (don't use hard returns!) > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/1cu931244395002.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x,par1,main='Autocorrelation',xlab='lags',ylab='ACF') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/259ji1244395002.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.0000000 0.9237374 0.8294992 0.7263089 0.6270715 0.5429408 0.4603951 [8] 0.3950644 0.3074043 0.2298107 0.1635745 0.1248695 0.1214636 0.1284449 [15] 0.1542809 0.1771527 0.1964907 0.2161789 0.2474267 0.2798115 > (mypacf <- c(rpacf$acf)) [1] 0.92373741 -0.16216838 -0.10072999 -0.02063598 0.04157436 -0.06851061 [7] 0.05482658 -0.22823687 0.04360871 0.01823982 0.13546918 0.13321137 [13] 0.01983542 0.06620019 0.02619208 -0.01354477 0.03970894 0.10306059 [19] -0.03344292 > 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/3hjlb1244395002.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/4b5ay1244395002.tab") > > system("convert tmp/1cu931244395002.ps tmp/1cu931244395002.png") > system("convert tmp/259ji1244395002.ps tmp/259ji1244395002.png") > > > proc.time() user system elapsed 0.524 0.304 0.645