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(145.9,158.5,152.2,153.7,157.9,154.4,150.7,151.2,147.3,146.6,145.2,139.3,145.7,163.3,181.8,188.1,222.9,206.3,184.9,183.6,186.6,176.5,173.9,184.9,182.5,183.6,172.4,168.9,163.3,152.4,145.8,148.6,143.4,141.2,144.6,144.5,140.8,133.3,127.3,119.6,120.2,121.9,112.4,111,107.8,110.5,118.3,123,112.1,104.2,102.4,100.3,102.6,101.5,103.4,99.4,97.9,98,90.2,87.1,91.8,94.8,91.8,89.3,91.7,86.2,82.8,82.3,79.8,79.4,85.3,87.5,88.3,88.6,94.9,94.7,92.6,91.8,96.4,96.4,107.1,111.9,107.8,109.2,115.3,119.2,107.8,106.8,104.2,94.8,97.5,98.3,100.6,94.9,93.6,98,104.3,103.9,105.3,102.6,103.3,107.9,107.8,109.8,110.6,110.8,119.3,128.1,127.6,137.9,151.4,143.6,143.4,141.9,135.2,133.1,129.6,134.1,136.8,143.5,162.5,163.1,157.2,158.8,155.4,148.5,154.2,153.3,149.4,147.9,156,163,159.1,159.5,157.3,156.4,156.6,162.4,166.8,162.6,168.1) > par5 = '12' > par4 = '1' > par3 = '1' > par2 = '0.0' > par1 = '36' > #'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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: Write here your technical program description (don't use hard returns!) > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/1r2zj1196425260.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x,par1,main='Autocorrelation',xlab='lags',ylab='ACF') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2qd3j1196425260.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.000000000 0.100047931 -0.176395102 0.150339694 0.054201174 [6] -0.212596148 -0.001404405 0.207547461 -0.105090270 -0.041922036 [11] 0.237224152 0.085323839 -0.537062411 -0.114237589 0.071598322 [16] -0.180501143 -0.059796071 0.064046109 -0.043428635 -0.111929884 [21] 0.123572891 0.003708486 -0.110731266 -0.072521781 0.068168379 [26] 0.016440496 -0.050389790 0.072227320 -0.011148654 0.049989961 [31] 0.163669130 0.130327535 -0.035720160 -0.009991353 -0.059173047 [36] -0.052636765 0.028600372 > (mypacf <- c(rpacf$acf)) [1] 0.100047931 -0.188289390 0.199130865 -0.029029512 -0.163451277 [6] 0.036698876 0.140996234 -0.106593198 0.059187638 0.138501601 [11] 0.058690659 -0.525521180 -0.003066310 -0.103043874 0.026112937 [16] -0.028891415 -0.161569163 -0.040682766 0.076616341 0.008385416 [21] -0.050342979 0.115471650 0.018464121 -0.251032026 -0.001702449 [26] -0.069816138 0.013695206 -0.048558058 0.015035614 0.130519393 [31] 0.140187297 -0.002404095 -0.084150386 -0.088107209 0.032870344 [36] -0.114982140 > 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/39ywf1196425261.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/4j5b11196425261.tab") > > system("convert tmp/1r2zj1196425260.ps tmp/1r2zj1196425260.png") > system("convert tmp/2qd3j1196425260.ps tmp/2qd3j1196425260.png") > > > proc.time() user system elapsed 0.808 0.321 0.936