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(3.5300,3.4900,3.5100,3.5300,3.5400,3.5600,3.5800,3.6100,3.5600,3.5600,3.6100,3.6100,3.6200,3.6300,3.6500,3.7200,3.7200,3.7300,3.7300,3.7200,3.7200,3.7000,3.7100,3.7200,3.7200,3.7300,3.7300,3.7300,3.7500,3.7400,3.8300,3.9400,3.9500,3.9700,3.9900,3.9900,4.0000,4.0000,4.0000,3.9900,3.9600,3.9800,4.0300,4.0800,4.0700,4.0700,4.0500,4.0500,4.0500,4.0600,4.0700,4.0900,4.0900,4.1100,4.1700,4.1800,4.1600,4.1600,4.1700,4.1700,4.1900,4.2000,4.1900,4.1800,4.1200,4.1200,4.1300,4.1500,4.1200,4.1100,4.1000,4.1000) > par5 = '12' > par4 = '0' > par3 = '1' > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: Write here your technical program description (don't use hard returns!) > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/1lvso1198158357.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x,par1,main='Autocorrelation',xlab='lags',ylab='ACF') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2553q1198158357.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.00000000 0.23733102 -0.06793250 -0.01044821 -0.07205649 0.01974780 [7] -0.05957581 -0.01469773 0.04745142 -0.18803368 -0.12974414 0.08939951 [13] 0.17370670 0.03601690 -0.27790992 -0.04335560 0.07443858 0.01718972 [19] 0.11018798 > (mypacf <- c(rpacf$acf)) [1] 0.23733102 -0.13167526 0.04210862 -0.09603806 0.07152327 -0.11054782 [7] 0.04927441 0.01144763 -0.21070625 -0.02905789 0.10848169 0.13213865 [13] -0.07350710 -0.28103921 0.11666367 0.02948099 0.04803332 0.04557094 > 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/3vjrf1198158357.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/42yz81198158357.tab") > > system("convert tmp/1lvso1198158357.ps tmp/1lvso1198158357.png") > system("convert tmp/2553q1198158357.ps tmp/2553q1198158357.png") > > > proc.time() user system elapsed 1.427 0.534 1.511