R version 2.6.1 (2007-11-26) 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(115.9,103.9,91.9,117.2,109.3,106.1,118.8,105.3,106.0,102.0,112.9,116.5,114.8,100.5,85.4,114.6,109.9,100.7,115.5,100.7,99.0,102.3,108.8,105.9,113.2,95.7,80.9,113.9,98.1,102.8,104.7,95.9,94.6,101.6,103.9,110.3,114.1,96.8,87.4,111.4,97.4,102.9,112.7,97.0,95.1,96.9,98.6,111.7,109.8,89.9,87.4,104.5,98.1,102.7,105.4,97.0,97.4,92.0,101.7,112.6,106.9,92.1,86.0,104.7,102.0,103.1,106.0,96.1,96.2,90.7,102.3,109.4,101.0,94.7,81.0,106.2,101.9,96.4,110.4,100.5,98.8) > par5 = '12' > par4 = '1' > par3 = '0' > par2 = '1' > par1 = 'Default' > #'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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: Write here your technical program description (don't use hard returns!) > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/1iqls1196961099.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x,par1,main='Autocorrelation',xlab='lags',ylab='ACF') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2of9b1196961099.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.000000000 0.015244696 0.207969605 0.322258761 -0.005969146 [6] 0.240265915 0.196965475 -0.182697971 0.024189972 0.105839748 [11] -0.204896347 0.037410534 -0.131950909 -0.166936974 0.037131984 [16] -0.017783729 -0.129914342 0.138695374 -0.004497054 -0.153532565 > (mypacf <- c(rpacf$acf)) [1] 0.015244696 0.207785494 0.330941394 -0.041238074 0.122200156 [6] 0.137525264 -0.270424726 -0.206553649 0.137411848 -0.100035732 [11] -0.077007747 -0.056841982 0.035682797 -0.001285462 0.098627631 [16] 0.015048948 0.147736626 0.057187931 -0.250911130 > 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/35yhj1196961099.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/4jp731196961100.tab") > > system("convert tmp/1iqls1196961099.ps tmp/1iqls1196961099.png") > system("convert tmp/2of9b1196961099.ps tmp/2of9b1196961099.png") > > > proc.time() user system elapsed 1.428 0.535 1.523