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(2.9,2.6,2.5,3.2,3.1,3.1,2.9,2.5,2.8,3.1,2.6,2.3,2.3,2.6,2.9,2,2.2,2.4,2.3,2.6,1.9,1.1,1.3,1.6,1.7,1.9,1.6,1.8,1.8,1.5,1.6,1,1.5,1.8,1.7,1.2,1.4,1.1,1.3,1.3,1.3,1.3,0.9,1.3,1.8,2.7,2.6,2.9,2.2,2.1,2.3,2.3,2.7,2.6,2.9,3.1,2.8,2.1,2.3,2.2) > par5 = '12' > par4 = '1' > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: Write here your technical program description (don't use hard returns!) > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/1ly8w1198158246.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x,par1,main='Autocorrelation',xlab='lags',ylab='ACF') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2dsh81198158246.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.000000000 -0.140619776 -0.141173170 -0.116290682 -0.101795623 [6] 0.185640902 0.110931102 -0.210751592 -0.047472497 0.147634745 [11] -0.058987203 0.263996045 -0.460532436 0.048789397 0.109515685 [16] -0.027877227 0.040030113 -0.089054905 -0.136208312 0.064143864 [21] 0.180536115 -0.036217161 0.176089778 -0.174286396 -0.075124574 [26] -0.044659099 -0.034087496 0.085224298 0.025399048 -0.047241462 [31] -0.047210948 0.079845320 -0.077574636 0.041173737 -0.104168528 [36] 0.009386131 0.128872073 -0.006021300 -0.027759312 -0.033424469 [41] -0.013141542 0.055646783 0.102267065 -0.083098557 -0.009864330 [46] 0.001055569 -0.011534540 > (mypacf <- c(rpacf$acf)) [1] -0.140619776 -0.164193848 -0.170361641 -0.189133262 0.090171342 [6] 0.107451611 -0.176020078 -0.068538259 0.159814739 -0.079770063 [11] 0.225440072 -0.411382584 0.120688245 -0.048484772 -0.094435586 [16] -0.054039824 -0.061966885 -0.059343753 -0.138956805 0.083361183 [21] 0.164896612 0.108482738 0.148148960 -0.302810090 -0.041694829 [26] -0.122918470 -0.051385789 0.001357475 -0.093019532 -0.068388133 [31] -0.074657612 -0.024732787 0.027048081 -0.025742060 0.119104367 [36] -0.062252807 -0.004106307 -0.022173637 0.021136217 -0.010043565 [41] -0.085511980 -0.104975028 -0.037987739 -0.047789930 0.124649021 [46] 0.001241999 > 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/3k0uq1198158246.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/4qrrs1198158246.tab") > > system("convert tmp/1ly8w1198158246.ps tmp/1ly8w1198158246.png") > system("convert tmp/2dsh81198158246.ps tmp/2dsh81198158246.png") > > > proc.time() user system elapsed 0.861 0.315 0.991