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(8.0,8.1,8.3,8.2,8.1,7.7,7.6,7.7,8.2,8.4,8.4,8.6,8.4,8.5,8.7,8.7,8.6,7.4,7.3,7.4,9.0,9.2,9.2,8.5,8.3,8.3,8.6,8.6,8.5,8.1,8.1,8.0,8.6,8.7,8.7,8.6,8.4,8.4,8.7,8.7,8.5,8.3,8.3,8.3,8.1,8.2,8.1,8.1,7.9,7.7,8.1,8.0,7.7,7.8,7.6,7.4,7.7,7.8,7.5,7.2) > par5 = '12' > par4 = '0' > par3 = '0' > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: Write here your technical program description (don't use hard returns!) > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/135jc1197319285.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x,par1,main='Autocorrelation',xlab='lags',ylab='ACF') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/26y821197319285.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.000000000 0.683209081 0.305605552 0.030110762 0.070979995 [6] 0.190234659 0.276793226 0.182804374 0.010536592 -0.048519623 [11] 0.092035430 0.239087101 0.327722456 0.174332144 -0.054168664 [16] -0.234024708 -0.230138275 -0.109658839 -0.020810480 -0.092487175 [21] -0.212968387 -0.234083285 -0.159399684 -0.071855974 -0.033649289 [26] -0.060142535 -0.122606813 -0.149206561 -0.126256279 -0.101522090 [31] -0.079104319 -0.142154357 -0.213271917 -0.238247511 -0.182574507 [36] -0.124425333 -0.090212471 -0.107120542 -0.106642171 -0.059116566 [41] 0.037186929 0.027733994 -0.012790883 -0.095676909 -0.092615865 [46] -0.065565259 -0.021767222 0.010129222 0.037259705 0.063591423 [51] 0.058079060 0.075624368 0.098042139 0.082332215 0.056238351 [56] 0.020585938 0.004849389 0.003384099 0.018639615 0.015656673 > (mypacf <- c(rpacf$acf)) [1] 0.6832090811 -0.3022532512 -0.0728316486 0.3468876028 0.0206822558 [6] 0.0363580884 -0.0895146309 -0.0953367906 0.1574918624 0.1958326587 [11] -0.0480034256 0.1486824272 -0.2116222923 -0.1416393921 -0.0472483771 [16] -0.1408491428 0.0503947249 -0.0271934032 -0.2083638485 0.0699789128 [21] 0.0701799501 -0.2001540793 0.0327781435 -0.0223602374 0.0604847207 [26] 0.1413533809 -0.0815243897 -0.0122304771 0.0119121465 -0.0694556339 [31] -0.1486241935 -0.0274241745 -0.0647509948 -0.0089406236 -0.0878932824 [36] -0.0553493790 -0.0204709377 0.0362352985 0.0214049965 0.0928896756 [41] -0.0766694477 0.0450343533 -0.0061655766 0.0391309968 0.0014238575 [46] -0.1126837860 0.0973016830 0.0209156274 0.0023401277 -0.1005306492 [51] -0.0377693844 -0.0446788617 -0.0123710572 -0.0165557617 -0.0001076099 [56] -0.0042936202 -0.0506334188 0.0010305673 -0.0333974866 > 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/36xb71197319285.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/4388h1197319285.tab") > > system("convert tmp/135jc1197319285.ps tmp/135jc1197319285.png") > system("convert tmp/26y821197319285.ps tmp/26y821197319285.png") > > > proc.time() user system elapsed 0.880 0.337 1.013