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(90.8,96.4,90,92.1,97.2,95.1,88.5,91,90.5,75,66.3,66,68.4,70.6,83.9,90.1,90.6,87.1,90.8,94.1,99.8,96.8,87,96.3,107.1,115.2,106.1,89.5,91.3,97.6,100.7,104.6,94.7,101.8,102.5,105.3,110.3,109.8,117.3,118.8,131.3,125.9,133.1,147,145.8,164.4,149.8,137.7,151.7,156.8,180,180.4,170.4,191.6,199.5,218.2,217.5,205,194,199.3,219.3,211.1,215.2,240.2,242.2,240.7,255.4,253,218.2,203.7,205.6,215.6,188.5,202.9,214,230.3,230,241,259.6,247.8,270.3) > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: Write here your technical program description (don't use hard returns!) > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/1tszn1196017671.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x,par1,main='Autocorrelation',xlab='lags',ylab='ACF') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2fy671196017671.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.000000000 0.804544369 0.657005151 0.615793549 0.571029648 [6] 0.498952424 0.382015490 0.273979493 0.149577797 0.144299308 [11] 0.165583925 0.068423962 -0.069965411 -0.069775362 -0.007215901 [16] 0.002409401 -0.045079948 -0.115857906 -0.161230207 -0.133761226 > (mypacf <- c(rpacf$acf)) [1] 0.80454437 0.02753978 0.22586493 0.02798751 -0.02394474 -0.17135378 [7] -0.10499360 -0.21364590 0.23576516 0.11861204 -0.14908489 -0.22984587 [13] 0.17648498 0.11854340 0.05193908 -0.15501903 -0.14017682 -0.08849928 [19] 0.08794613 > 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/3hzq01196017671.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/4zokw1196017671.tab") > > system("convert tmp/1tszn1196017671.ps tmp/1tszn1196017671.png") > system("convert tmp/2fy671196017671.ps tmp/2fy671196017671.png") > > > proc.time() user system elapsed 0.800 0.308 0.896