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(5.5,5.3,5.2,5.3,5.3,5,4.8,4.9,5.3,6,6.2,6.4,6.4,6.4,6.2,6.1,6,5.9,6.2,6.2,6.4,6.8,6.9,7,7,6.9,6.7,6.6,6.5,6.4,6.5,6.5,6.6,6.7,6.8,7.2,7.6,7.6,7.3,6.4,6.1,6.3,7.1,7.5,7.4,7.1,6.8,6.9,7.2,7.4,7.3,6.9,6.9,6.8,7.1,7.2,7.1,7,6.9,7,7.4,7.5,7.5,7.4,7.3,7,6.7,6.5,6.5,6.5,6.6,6.8,6.9,6.9,6.8,6.8,6.5,6.1,6,5.9,5.8,5.9,5.9,6.2,6.3,6.2,6,5.8,5.5,5.5,5.7,5.8) > par5 = '12' > par4 = '1' > par3 = '1' > par2 = '1' > par1 = '48' > #'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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: Write here your technical program description (don't use hard returns!) > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/1z0601228851507.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x,par1,main='Autocorrelation',xlab='lags',ylab='ACF') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2hawq1228851507.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.000000000 0.458251753 -0.177721114 -0.578856851 -0.497728400 [6] -0.093208661 0.185986338 0.253550641 0.198762825 0.057144474 [11] -0.013430711 -0.060824442 -0.165197589 -0.078398673 0.033555118 [16] 0.029826455 0.002666538 -0.080498576 0.009023161 0.054630030 [21] 0.118747091 0.034357957 -0.037216429 -0.113237258 -0.130305249 [26] -0.027219364 0.063301574 0.136811121 0.054645208 -0.067263910 [31] -0.162044731 -0.083888902 0.082096664 0.193575836 0.091425910 [36] -0.089910666 -0.166655916 -0.087500885 0.033595592 0.102134115 [41] 0.084816324 0.036922993 -0.017615022 -0.039104476 -0.070461036 [46] -0.016960482 0.050603821 0.096960090 0.016267998 > (mypacf <- c(rpacf$acf)) [1] 0.458251753 -0.490776161 -0.387757743 -0.146977230 -0.029939125 [6] -0.209888628 -0.106947423 0.070701255 -0.016947596 0.073907846 [11] 0.067757740 -0.121503342 0.171576621 0.078254880 -0.199099733 [16] -0.046776137 -0.077152837 0.039111766 -0.176289878 0.116935745 [21] -0.117567647 0.089096799 -0.023477482 -0.143127589 0.097275442 [26] 0.025581311 0.005108285 -0.175339609 -0.042393329 -0.117313892 [31] -0.022537259 0.054491903 -0.015264303 -0.094379920 0.078024622 [36] -0.071920222 0.093488656 -0.103354304 0.093599240 -0.087186884 [41] 0.040701072 -0.037003136 -0.056546675 0.047080470 0.022308110 [46] 0.083824714 -0.046203700 -0.010012965 > 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/3bdjd1228851507.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/4rawq1228851507.tab") > > system("convert tmp/1z0601228851507.ps tmp/1z0601228851507.png") > system("convert tmp/2hawq1228851507.ps tmp/2hawq1228851507.png") > > > proc.time() user system elapsed 0.585 0.324 0.684