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(162,161,160,158,156,155,156,158,159,159,160,162,152,157,149,150,144,146,151,148,151,151,145,140,139,144,140,134,130,132,136,137,146,139,132,131,137,145,142,142,137,139,139,139,150,146,138,134,137,143,136,138,129,132,124,132,154,145,136,132,135,148,142,139,126,124,115,126,147,136,127,123,132,156,153,147,129,119,108,121,138,128,123,125) > par7 = '0.95' > par6 = 'White Noise' > par5 = '12' > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/1h1hk1280857549.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2h1hk1280857549.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.000000000 0.080826536 -0.281439322 -0.405359175 -0.205079780 [6] 0.221222348 0.153862363 0.307339998 -0.155765195 -0.373917357 [11] -0.268413313 0.086871609 0.662189113 -0.014224929 -0.156484403 [16] -0.224239762 -0.125769082 0.161866455 0.073813661 0.248772471 [21] -0.096732879 -0.242993725 -0.228137427 0.052426638 0.417536357 [26] -0.037073066 -0.040315831 -0.137678960 -0.092650412 0.045798261 [31] 0.051251336 0.228382319 -0.050000017 -0.174339062 -0.178877508 [36] 0.052924600 0.242662286 -0.006814901 0.059944907 -0.138614823 [41] -0.095296385 -0.009715838 0.067540426 0.186925420 -0.053634425 [46] -0.114011063 -0.131663530 0.012058380 0.130826496 > (mypacf <- c(rpacf$acf)) [1] 0.080826536 -0.289865924 -0.387462834 -0.319687283 -0.033440822 [6] -0.195886888 0.242446459 -0.135685398 -0.234338024 -0.333023845 [11] -0.191091884 0.357014472 -0.318068165 -0.025589729 0.090219308 [16] 0.027321973 0.047048283 -0.064478769 -0.031164118 0.098234499 [21] 0.072603323 -0.128229903 -0.032459651 -0.004205581 0.029393221 [26] 0.018748147 -0.070238877 -0.001175207 -0.056590938 0.067340596 [31] -0.040613455 -0.070451530 -0.056638828 0.024290226 0.004712399 [36] -0.087256383 0.038645375 0.092974804 -0.057206555 0.025665250 [41] 0.009208269 0.024607220 -0.001560327 -0.039640706 -0.030957421 [46] 0.041965766 -0.099459278 -0.034578579 > 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/3vbfs1280857549.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/4htdg1280857549.tab") > > try(system("convert tmp/1h1hk1280857549.ps tmp/1h1hk1280857549.png",intern=TRUE)) character(0) > try(system("convert tmp/2h1hk1280857549.ps tmp/2h1hk1280857549.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.561 0.318 0.705