R version 2.9.0 (2009-04-17) Copyright (C) 2009 The R Foundation for Statistical Computing ISBN 3-900051-07-0 R is free software and comes with ABSOLUTELY NO WARRANTY. You are welcome to redistribute it under certain conditions. Type 'license()' or 'licence()' for distribution details. R is a collaborative project with many contributors. Type 'contributors()' for more information and 'citation()' on how to cite R or R packages in publications. Type 'demo()' for some demos, 'help()' for on-line help, or 'help.start()' for an HTML browser interface to help. Type 'q()' to quit R. > x <- c(9.3,8.7,8.2,8.3,8.5,8.6,8.5,8.2,8.1,7.9,8.6,8.7,8.7,8.5,8.4,8.5,8.7,8.7,8.6,8.5,8.3,8,8.2,8.1,8.1,8,7.9,7.9,8,8,7.9,8,7.7,7.2,7.5,7.3,7,7,7,7.2,7.3,7.1,6.8,6.4,6.1,6.5,7.7,7.9,7.5,6.9,6.6,6.9,7.7,8,8,7.7,7.3,7.4,8.1,8.3,8.2) > par7 = '0.95' > par6 = 'White Noise' > par5 = '12' > par4 = '0' > par3 = '1' > par2 = '1' > par1 = '60' > #'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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/1p2ct1261046151.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2f2cg1261046151.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.0000000000 0.3367721481 -0.3030040025 -0.5265124555 -0.3476808589 [6] 0.1477487050 0.5343941217 0.3493147119 -0.0675934697 -0.3412312143 [11] -0.3179847581 -0.0071733361 0.3677462301 0.0805904742 -0.0810372343 [16] -0.0847499936 -0.0864913763 0.0003255758 0.0969226043 0.0273351426 [21] -0.0545414202 -0.0632466269 -0.0582802086 0.0433348695 0.1661742492 [26] -0.1046472431 -0.1468658525 -0.0663470647 -0.0115073777 0.0814541250 [31] 0.1305588981 0.0383390085 -0.1206260614 -0.1671714586 0.0055155875 [36] 0.1722116968 0.2347320720 -0.0218545448 -0.1798467276 -0.1887055480 [41] -0.0345801650 0.1646564599 0.2686525513 0.0733834285 -0.1915751385 [46] -0.2624427149 -0.0649214436 0.1359793304 0.2082797819 0.0486234500 [51] -0.1121593828 -0.1457500192 -0.0630038318 0.0300856823 0.0846437441 [56] 0.0442428975 -0.0624934928 -0.0818236514 -0.0134659532 0.0072970805 > (mypacf <- c(rpacf$acf)) [1] 0.3367721481 -0.4696895476 -0.3160103827 -0.2471630247 0.0835536239 [6] 0.2562565326 0.0453589960 0.0701558291 0.0403940964 -0.0059045715 [11] 0.0094433793 0.1501234733 -0.4640086167 0.1078605310 0.0763817871 [16] -0.0001492072 -0.0510787804 -0.0171824372 0.0980623788 -0.0014740320 [21] -0.0494062774 -0.1388934447 0.0618844887 0.0591424056 -0.1708975231 [26] -0.0827452902 -0.0944525168 0.0537939336 0.0003549613 -0.0236804873 [31] 0.0622675449 -0.0273639382 0.0013126398 0.2401279478 0.0010802574 [36] 0.0155465912 0.0485551481 -0.1015802990 -0.0888802464 -0.0148608227 [41] -0.0472970881 0.1124713045 -0.0834034280 0.0416188215 0.0759634549 [46] -0.0169458379 -0.0293563870 -0.1059130828 -0.0032675654 -0.0850289253 [51] 0.0411677090 -0.1052161582 -0.0341975944 -0.0641158586 0.0485294984 [56] 0.0169514882 -0.0515948629 -0.0801311466 0.0726187679 > 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/3ep261261046151.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/4qsw01261046151.tab") > > try(system("convert tmp/1p2ct1261046151.ps tmp/1p2ct1261046151.png",intern=TRUE)) character(0) > try(system("convert tmp/2f2cg1261046151.ps tmp/2f2cg1261046151.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.588 0.303 0.697