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(0.76,0.77,0.76,0.77,0.78,0.79,0.78,0.76,0.78,0.76,0.74,0.73,0.72,0.71,0.73,0.75,0.75,0.72,0.72,0.72,0.74,0.78,0.74,0.74,0.75,0.78,0.81,0.75,0.7,0.71,0.71,0.73,0.74,0.74,0.75,0.74,0.74,0.73,0.76,0.8,0.83,0.81,0.83,0.88,0.89,0.93,0.91,0.9,0.86,0.88,0.93,0.98,0.97,1.03,1.06,1.06,1.08,1.09,1.04,1) > par5 = '12' > par4 = '0' > par3 = '0' > par2 = '-0.4' > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: Write here your technical program description (don't use hard returns!) > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/136hy1197578906.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x,par1,main='Autocorrelation',xlab='lags',ylab='ACF') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2plrd1197578906.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.00000000 0.94126722 0.86168773 0.78026659 0.71109659 0.64911843 [7] 0.57782375 0.50431367 0.44390582 0.38980220 0.35125950 0.31380521 [13] 0.26557053 0.20845913 0.14375775 0.07655476 0.02422639 -0.01638051 [19] -0.04895040 -0.08470894 -0.13207423 -0.17255035 -0.19657495 -0.20916498 [25] -0.21400342 -0.22393567 -0.23818222 -0.24092981 -0.23957536 -0.23733674 [31] -0.22700742 -0.22553143 -0.22567546 -0.23948631 -0.26248103 -0.26990094 [37] -0.27480409 -0.27901278 -0.28499535 -0.29732926 -0.29546970 -0.28138785 [43] -0.26930778 -0.25806695 -0.24770351 -0.22923930 -0.20134395 -0.17028467 [49] -0.14264708 > (mypacf <- c(rpacf$acf)) [1] 0.9412672188 -0.2130950116 -0.0281998792 0.0667515553 -0.0127911039 [6] -0.1424812774 -0.0237113505 0.0890849603 -0.0449338920 0.0776408535 [11] -0.0345700341 -0.1246100152 -0.0881572602 -0.0835974970 -0.0861354969 [16] 0.0757973699 0.0517098479 -0.0033860509 -0.0717553269 -0.1335161329 [21] 0.0012910718 0.0513026555 0.0174674465 0.0434913873 -0.0060029676 [26] -0.0421469329 0.0502751120 -0.0555174387 -0.0751807341 0.0995352055 [31] -0.0571232008 -0.0196584405 -0.1296187758 -0.1012861354 0.0673126082 [36] -0.0652285803 -0.0207258090 -0.0008151928 -0.0285886123 0.0471240765 [41] -0.0017058303 -0.0861398698 -0.0012072801 0.0846488537 0.0918471707 [46] 0.0168772019 0.0479617106 -0.0480195122 > 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/3sia51197578906.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/4slet1197578906.tab") > > system("convert tmp/136hy1197578906.ps tmp/136hy1197578906.png") > system("convert tmp/2plrd1197578906.ps tmp/2plrd1197578906.png") > > > proc.time() user system elapsed 0.828 0.312 0.954