R version 2.7.0 (2008-04-22) 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(345,334,345,333,336,324,320,330,313,301,288,294,302,294,293,290,283,286,293,334,329,411,416,418,408,402,401,400,389,371,364,350,332,323,316,312,315,314,313,314,317,308,312,306,304,297,284,278,273,265,259,252,245,235,232,229,219,218,215,211) > par5 = '12' > par4 = '0' > par3 = '1' > par2 = '1' > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: Write here your technical program description (don't use hard returns!) > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/1vvvd1228640333.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x,par1,main='Autocorrelation',xlab='lags',ylab='ACF') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2pzik1228640333.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.000000000 0.091120591 0.393207754 0.056834806 0.063637024 [6] 0.025464873 -0.057457460 -0.012313651 -0.130063417 -0.054156089 [11] -0.123324513 -0.276203008 -0.119414356 -0.220795657 0.004454105 [16] 0.063558874 -0.065401642 0.113007436 -0.052131344 0.180492295 [21] -0.059920292 0.112395770 -0.021326923 0.066507980 0.004816245 [26] -0.048971848 -0.032121223 -0.054400412 -0.041282420 -0.041744128 [31] -0.065701146 -0.048217944 -0.073854218 -0.018372130 -0.060158395 [36] -0.061965222 0.016785133 > (mypacf <- c(rpacf$acf)) [1] 0.0911205909 0.3881273987 -0.0005396773 -0.1093678077 0.0062541077 [6] -0.0527413824 -0.0167923653 -0.0946204437 -0.0322935169 -0.0385156520 [11] -0.2773291404 -0.0482024368 -0.0042488914 0.0921144000 0.1942113013 [16] -0.1574322952 -0.0082972173 -0.0141591109 0.1119099934 -0.0650260921 [21] -0.0364970493 -0.0596003751 0.0152462654 -0.0820306887 -0.0328975508 [26] 0.0471402371 0.0219401145 -0.0161395060 -0.0883248555 -0.0013749892 [31] 0.0070936373 -0.0439035310 -0.0356521688 -0.0639240872 -0.0486569690 [36] 0.0147147305 > lengthx <- length(x) > sqrtn <- sqrt(lengthx) > > #Note: the /var/www/html/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > 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 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/rcomp/tmp/3hfft1228640333.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/rcomp/tmp/4et0g1228640333.tab") > > system("convert tmp/1vvvd1228640333.ps tmp/1vvvd1228640333.png") > system("convert tmp/2pzik1228640333.ps tmp/2pzik1228640333.png") > > > proc.time() user system elapsed 1.476 0.564 1.572