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Type 'q()' to quit R. > x <- c(112,118,132,129,121,135,148,148,136,119,104,118,115,126,141,135,125,149,170,170,158,133,114,140,145,150,178,163,172,178,199,199,184,162,146,166,171,180,193,181,183,218,230,242,209,191,172,194,196,196,236,235,229,243,264,272,237,211,180,201,204,188,235,227,234,264,302,293,259,229,203,229,242,233,267,269,270,315,364,347,312,274,237,278,284,277,317,313,318,374,413,405,355,306,271,306,315,301,356,348,355,422,465,467,404,347,305,336,340,318,362,348,363,435,491,505,404,359,310,337,360,342,406,396,420,472,548,559,463,407,362,405,417,391,419,461,472,535,622,606,508,461,390,432) > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: Write here your technical program description (don't use hard returns!) > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/1op951243593715.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x,par1,main='Autocorrelation',xlab='lags',ylab='ACF') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2y51j1243593715.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.00000000 0.94804734 0.87557484 0.80668116 0.75262542 0.71376997 [7] 0.68173360 0.66290439 0.65561048 0.67094833 0.70271992 0.74324019 [13] 0.76039504 0.71266087 0.64634228 0.58592342 0.53795519 0.49974753 [19] 0.46873401 0.44987066 0.44162880 0.45722376 0.48248203 0.51712699 [25] 0.53218983 0.49397569 0.43772134 0.38760290 0.34802503 0.31498388 [31] 0.28849682 0.27080187 0.26429011 0.27679934 0.29852150 0.32558712 [37] 0.33702360 0.30333486 0.25397708 0.21065534 0.17217092 0.13840041 [43] 0.11140324 0.09098453 0.08217177 0.08877222 0.10386958 0.12393082 [49] 0.13263456 > (mypacf <- c(rpacf$acf)) [1] 0.948047341 -0.229421874 0.038147781 0.093785438 0.073606698 [6] 0.007727603 0.125597130 0.089951343 0.232488542 0.166051260 [11] 0.171274420 -0.135431102 -0.539691242 -0.026610140 0.090764982 [16] 0.024955559 0.032515570 0.073432641 0.048442115 -0.045541680 [21] 0.045752935 -0.100178880 0.052434944 0.048014127 -0.162746157 [26] -0.036135034 0.066423772 0.006176119 0.007537142 0.019350490 [31] -0.010251459 -0.018310175 -0.029001360 -0.014804966 -0.047724599 [36] 0.046203659 -0.066697603 -0.002296444 0.016098101 -0.088339686 [41] 0.002173483 0.016220834 -0.038245657 -0.003652919 -0.036369847 [46] -0.005033119 -0.009775270 0.023914972 > 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/30hju1243593715.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/4pkuf1243593715.tab") > > system("convert tmp/1op951243593715.ps tmp/1op951243593715.png") > system("convert tmp/2y51j1243593715.ps tmp/2y51j1243593715.png") > > > proc.time() user system elapsed 0.546 0.323 0.807