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Type 'q()' to quit R. > x <- c(5.44,5.44,5.44,5.44,5.44,5.49,5.49,5.49,5.49,5.49,5.49,5.60,5.60,5.60,5.60,5.60,5.60,5.60,5.67,5.67,5.67,5.67,5.67,5.67,5.67,5.67,5.67,5.82,5.82,5.95,5.95,5.95,5.95,5.95,5.95,6.02,6.02,6.05,6.05,6.05,6.12,6.12,6.12,6.12,6.12,6.12,6.12,6.12,6.17,6.17,6.17,6.17,6.17,6.28,6.27,6.28,6.28,6.27,6.27,6.28,6.59,6.59,6.59,6.59,6.59,6.63,6.63,6.63,6.63,6.63,6.63,6.63,6.63,6.63,6.63,6.63,6.63,6.63,6.63,6.63,6.63,6.63,6.79,6.79,6.79,6.81,6.80,6.80,6.85,6.85,6.85,6.85,6.85,6.85,6.86,6.86,6.88,6.88,6.88,6.91,6.91,6.91,6.91,6.99,6.99,6.99,7.02,7.02,7.05,7.05,7.05,7.05,7.10,7.10,7.10,7.10,7.12,7.13,7.18) > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: Write here your technical program description (don't use hard returns!) > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/17pez1242348252.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x,par1,main='Autocorrelation',xlab='lags',ylab='ACF') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2j3e51242348252.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.000000000 0.974730521 0.950613262 0.926040935 0.901774515 [6] 0.877441344 0.853569607 0.828972306 0.804296667 0.779069600 [11] 0.753372367 0.727460366 0.704509792 0.680865577 0.657141856 [16] 0.633296240 0.609198127 0.586451345 0.563214081 0.541040751 [21] 0.518574293 0.496129907 0.473084753 0.448225687 0.423460664 [26] 0.397621806 0.371220494 0.344166174 0.320992101 0.297350765 [31] 0.276319657 0.254705195 0.233134291 0.211418275 0.188096723 [36] 0.164828584 0.142850754 0.120330202 0.102289640 0.083996582 [41] 0.065456832 0.048663047 0.031776390 0.013598227 -0.005439004 [46] -0.024540085 -0.043812399 -0.063389451 -0.083439571 > (mypacf <- c(rpacf$acf)) [1] 0.9747305206 0.0102939974 -0.0209712973 -0.0070183813 -0.0137602557 [6] -0.0038591635 -0.0269746947 -0.0158205813 -0.0244874245 -0.0242592042 [11] -0.0191558605 0.0441114285 -0.0246996658 -0.0174004502 -0.0158881227 [16] -0.0197256772 0.0133806766 -0.0245906132 0.0058674628 -0.0201293961 [21] -0.0161166277 -0.0264236090 -0.0502526656 -0.0172486991 -0.0399362287 [26] -0.0316353930 -0.0338765399 0.0608271069 -0.0243806560 0.0360459724 [31] -0.0252761396 -0.0169188792 -0.0179446799 -0.0575633875 -0.0159464205 [36] 0.0003858894 -0.0310664087 0.0677151674 -0.0118289582 -0.0250864014 [41] 0.0228802083 -0.0212782016 -0.0445938218 -0.0350319595 -0.0292604656 [46] -0.0160765969 -0.0280768135 -0.0301616458 > 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/3pbze1242348252.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/49i0d1242348252.tab") > > system("convert tmp/17pez1242348252.ps tmp/17pez1242348252.png") > system("convert tmp/2j3e51242348252.ps tmp/2j3e51242348252.png") > > > proc.time() user system elapsed 0.561 0.311 0.740