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(99.5,93.5,104.6,95.3,102.8,103.3,100.2,107.9,107.5,119.8,112,102.1,105.3,101.3,108.4,107.4,109.1,109.5,111.4,110.1,117,129.6,113.5,113.3,110.1,107.4,110.1,112.5,106,117.6,117.8,113.5,121.2,130.4,115.2,117.9,110.7,107.6,124.3,115.1,112.5,127.9,117.4,119.3,130.4,126,125.4,130.5,115.9,108.7,124,119.4,118.6,131.3,111.1,124.8,132.3,126.7,131.7,130.9,122.1,113.2,133.6,119.2,129.4,131.4,117.1,130.5,132.3,140.8,137.5,128.6,126.7,120.8,139.3,128.6,131.3,136.3,128.8,133.2,136.3,151.1,145,134.4) > par5 = '12' > par4 = '0' > par3 = '0' > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: Write here your technical program description (don't use hard returns!) > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/1cl0n1229016038.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x,par1,main='Autocorrelation',xlab='lags',ylab='ACF') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2rqx71229016038.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.000000000 0.701961091 0.614695434 0.598541122 0.434510186 [6] 0.491770205 0.500580786 0.400604614 0.355457653 0.433822942 [11] 0.370498112 0.465056136 0.588585506 0.372154135 0.346190339 [16] 0.277169321 0.152633945 0.227018153 0.213136947 0.126905110 [21] 0.118461910 0.162319019 0.147154091 0.251009891 0.281755038 [26] 0.158883763 0.147017305 0.055488516 -0.028337706 0.019400506 [31] -0.009565743 -0.041951596 -0.048579387 -0.064396989 -0.027417926 [36] 0.037423642 0.063186654 > (mypacf <- c(rpacf$acf)) [1] 0.701961091 0.240405934 0.213474082 -0.178835883 0.266837315 [6] 0.106477630 -0.069185618 -0.145766583 0.340986318 -0.046893256 [11] 0.258470351 0.194031118 -0.348998136 -0.180804372 -0.118081875 [16] -0.015626245 0.021022597 0.022659762 0.009653772 -0.027221393 [21] 0.079449099 0.119246706 -0.012647544 -0.093097194 0.025763746 [26] -0.066895040 -0.074725344 -0.093881851 -0.005375104 -0.011618734 [31] 0.102246558 -0.047993699 -0.101610398 0.056690651 -0.024744420 [36] 0.082432267 > 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/3egfy1229016038.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/48q3t1229016038.tab") > > system("convert tmp/1cl0n1229016038.ps tmp/1cl0n1229016038.png") > system("convert tmp/2rqx71229016038.ps tmp/2rqx71229016038.png") > > > proc.time() user system elapsed 0.558 0.350 0.782