R version 2.8.0 (2008-10-20) Copyright (C) 2008 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(8.4,8.4,8.4,8.6,8.9,8.8,8.3,7.5,7.2,7.5,8.8,9.3,9.3,8.7,8.2,8.3,8.5,8.6,8.6,8.2,8.1,8,8.6,8.7,8.8,8.5,8.4,8.5,8.7,8.7,8.6,8.5,8.3,8.1,8.2,8.1,8.1,7.9,7.9,7.9,8,8,7.9,8,7.7,7.2,7.5,7.3,7,7,7,7.2,7.3,7.1,6.8,6.6,6.2,6.2,6.8,6.9) > par5 = '12' > par4 = '0' > par3 = '0' > par2 = '1' > par1 = '60' > #'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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: Write here your technical program description (don't use hard returns!) > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/freestat/rcomp/tmp/17l7g1228470436.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x,par1,main='Autocorrelation',xlab='lags',ylab='ACF') > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/2da1e1228470436.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.0000000000 0.8849294544 0.6950056187 0.5220002497 0.4525034336 [6] 0.4746535148 0.5026719940 0.4777500312 0.4182419778 0.3605443876 [11] 0.3368085903 0.3303658384 0.3061306031 0.2227119491 0.1370458234 [16] 0.0593707080 0.0350106131 0.0396803596 0.0352977900 0.0008865027 [21] -0.0507554002 -0.0979023598 -0.1200149831 -0.1318891247 -0.1367711325 [26] -0.1685603696 -0.1964789612 -0.2195904607 -0.2207266825 -0.2152453490 [31] -0.2141965289 -0.2265701086 -0.2519915096 -0.2690473218 -0.2668747659 [36] -0.2482831814 -0.2160819079 -0.2103508553 -0.2069297041 -0.2121862904 [41] -0.2047072044 -0.2048445499 -0.2136596329 -0.2430141091 -0.2742414783 [46] -0.2720689225 -0.2311274816 -0.1629042327 -0.0914970658 -0.0582969160 [51] -0.0644275190 -0.1125109252 -0.1549132226 -0.1716568860 -0.1528780122 [56] -0.1186165564 -0.0830440754 -0.0529654139 -0.0296291672 -0.0141590710 > (mypacf <- c(rpacf$acf)) [1] 0.8849294544 -0.4061529602 0.0915933370 0.3561956642 0.1447596534 [6] -0.1489935352 -0.0757132224 0.1697269360 0.0503178629 -0.0429563843 [11] -0.0777014447 -0.0468209918 -0.2175051687 0.1361171344 -0.1365077166 [16] 0.0183595718 -0.0457091665 -0.0309850835 -0.0369916046 0.0006458018 [21] -0.0106219713 -0.0397327363 -0.0472065233 0.0835090407 -0.1246867507 [26] 0.0350838386 0.0190669447 -0.0456701440 -0.0323919780 0.0121599837 [31] -0.0014363129 -0.1115948755 0.0527299089 0.0204405895 -0.0064199223 [36] 0.0191925439 -0.0722261378 0.0525174046 0.0036135949 -0.0109566991 [41] -0.1663699630 -0.0077077977 -0.0631194931 -0.0488052654 0.0811250686 [46] 0.0515821917 0.0294640569 0.0616564547 0.0520380647 -0.1319757245 [51] -0.1288876206 0.0468089779 0.0190483807 -0.0736420096 0.0264013705 [56] 0.0558776930 -0.0017626501 -0.0083379067 -0.0290112130 > lengthx <- length(x) > sqrtn <- sqrt(lengthx) > > #Note: the /var/www/html/freestat/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/freestat/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 2:(par1+1)) { + 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(abs(mytstat),lengthx),6)) + a<-table.row.end(a) + } > a<-table.end(a) > table.save(a,file="/var/www/html/freestat/rcomp/tmp/3auaz1228470436.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,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(abs(mytstat),lengthx),6)) + a<-table.row.end(a) + } > a<-table.end(a) > table.save(a,file="/var/www/html/freestat/rcomp/tmp/4vrb81228470436.tab") > > system("convert tmp/17l7g1228470436.ps tmp/17l7g1228470436.png") > system("convert tmp/2da1e1228470436.ps tmp/2da1e1228470436.png") > > > proc.time() user system elapsed 0.822 0.426 0.944