R version 2.6.0 (2007-10-03) Copyright (C) 2007 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(4.8,6.1,1.7,5.1,-3.1,8.1,6.4,3.4,4.2,0.8,1.7,4.6,0.6,0.2,14.2,2.6,6.5,10.3,-0.4,5.8,9.2,-4.4,10.2,12.6,5.2,1.1,-0.3,4.3,6.1,3.4,-6.3,5.5,1.9,0.7,6.3,0.4,6.2,4.5,9.6,-0.2,10.8,0.1,6.0,5.7,0.0,14.1,5.8,-2.3,4.6,7.6,5.7,9.4,1.9,4.9,11.4) > par5 = '12' > par4 = '0' > par3 = '0' > par2 = '1' > par1 = '36' > #'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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: Write here your technical program description (don't use hard returns!) > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/1wha11196785278.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x,par1,main='Autocorrelation',xlab='lags',ylab='ACF') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2sjdr1196785278.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.00000000 -0.24440036 -0.11617817 0.20766202 -0.15773517 0.13244359 [7] 0.14947214 -0.31780257 0.04814260 0.32947725 -0.40507291 0.11314413 [13] -0.04837767 -0.20937480 0.18632218 -0.10730472 -0.18084985 0.25027437 [19] 0.03680303 -0.23332857 0.05620705 -0.05257350 0.10228446 0.18866118 [25] -0.22429828 -0.14550197 0.28388652 -0.14244160 0.04651783 0.07278540 [31] -0.16428467 0.20100984 0.03969302 -0.16366296 0.05215226 0.09262909 [37] -0.15497004 > (mypacf <- c(rpacf$acf)) [1] -0.244400357 -0.187084550 0.141324986 -0.096048445 0.131940882 [6] 0.172919455 -0.202509862 -0.104670264 0.297870820 -0.269128608 [11] -0.040942366 -0.124308824 -0.095547587 -0.100095435 -0.071649720 [16] -0.022745212 0.103906993 0.109157259 -0.053099408 -0.240856811 [21] 0.031557867 0.120255725 0.071904449 -0.075289329 -0.248500852 [26] 0.054962747 -0.152124200 0.130235671 0.140737828 -0.008554586 [31] 0.037580435 -0.065067049 0.024602564 -0.019532146 -0.027444085 [36] 0.054847566 > lengthx <- length(x) > sqrtn <- sqrt(lengthx) > 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 1:par1) { + 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(mytstat,lengthx),6)) + a<-table.row.end(a) + } > a<-table.end(a) > table.save(a,file="/var/www/html/rcomp/tmp/3g1zb1196785278.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-1,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(mytstat,lengthx),6)) + a<-table.row.end(a) + } > a<-table.end(a) > table.save(a,file="/var/www/html/rcomp/tmp/4yoez1196785278.tab") > > system("convert tmp/1wha11196785278.ps tmp/1wha11196785278.png") > system("convert tmp/2sjdr1196785278.ps tmp/2sjdr1196785278.png") > > > proc.time() user system elapsed 0.823 0.331 0.930