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Type 'q()' to quit R. > x <- c(3779.7,3795.5,3813.1,3826.9,3833.3,3844.8,3851.3,3851.8,3854.1,3858.4,3861.6,3856.3,3855.8,3860.4,3855.1,3839.5,3833,3833.6,3826.8,3818.2,3811.4,3806.8,3810.3,3818.2,3858.9,3867.8,3872.3,3873.3,3876.7,3882.6,3883.5,3882.2,3888.1,3893.7,3901.9,3914.3,3930.3,3948.3,3971.5,3990.1,3993,3998,4015.8,4041.2,4060.7,4076.7,4103,4125.3,4139.7,4146.7,4158,4155.1,4144.8,4148.2,4142.5,4142.1,4145.4,4146.3,4143.5,4149.2,4158.9,4166.1,4179.1,4194.4,4211.7,4226.3,4235.8,4243.6,4258.7,4278.2,4298,4315.1,4334.3,4356,4374,4395.5) > par5 = '4' > par4 = '0' > par3 = '1' > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: Write here your technical program description (don't use hard returns!) > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/15c891244396634.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x,par1,main='Autocorrelation',xlab='lags',ylab='ACF') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2355a1244396635.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.000000000 0.676167161 0.463117517 0.382580322 0.319677117 [6] 0.187138467 0.085374947 0.079307942 0.009836522 -0.060767000 [11] -0.040121641 -0.015303988 -0.077974409 -0.153075143 -0.127794442 [16] -0.170133494 -0.275354154 -0.282482831 -0.175975617 -0.095849420 [21] -0.099770005 -0.035571384 0.045379618 0.003929422 -0.021723196 [26] 0.006960619 0.032068818 -0.068476810 -0.151619112 -0.076632680 [31] -0.082383404 -0.054227053 -0.021112475 0.034814731 0.039414314 [36] 0.072353557 0.157666003 0.162189092 0.125113287 0.107629142 [41] 0.139092547 0.113584767 0.055852242 0.041584633 0.049248704 [46] 0.059551383 0.036698981 -0.002465222 -0.038645029 > (mypacf <- c(rpacf$acf)) [1] 0.676167161 0.010898139 0.120647053 0.028148366 -0.122399792 [6] -0.048555122 0.065689913 -0.108743134 -0.038027215 0.080015936 [11] 0.002314620 -0.105753036 -0.088062848 0.027792409 -0.136753108 [16] -0.144452862 0.016902565 0.118495200 0.089271162 -0.017358933 [21] 0.050193942 0.026435761 -0.127452678 -0.022680137 -0.010141830 [26] 0.018317828 -0.116499703 -0.115589519 0.097396225 -0.075453218 [31] 0.110267615 -0.024201523 -0.009203150 0.047086292 0.140818972 [36] 0.082237912 -0.013729462 0.027336905 -0.007508365 -0.027405135 [41] -0.054981037 -0.006844877 -0.076932836 -0.035505756 0.052820659 [46] 0.009841112 -0.068647612 -0.029392885 > 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/3vu9h1244396635.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/44g301244396635.tab") > > system("convert tmp/15c891244396634.ps tmp/15c891244396634.png") > system("convert tmp/2355a1244396635.ps tmp/2355a1244396635.png") > > > proc.time() user system elapsed 0.575 0.296 0.720