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(258778,252791,256389,258961,258647,256304,250498,247883,249552,262626,264416,273049,272441,267564,265952,263937,264765,263386,258985,257334,257477,271486,274488,281274,272674,269704,268227,276444,272247,268516,263406,263619,265905,281681,287413,289423,281242,273878,269022,272630,270287,260447,262248,252806,238663,258438,266719,263279,258064,248828,248284,253376,251846,239494,239709,228793,229521,249999,254016,251178) > par5 = '12' > par4 = '1' > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: Write here your technical program description (don't use hard returns!) > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/freestat/rcomp/tmp/1mqss1229436336.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x,par1,main='Autocorrelation',xlab='lags',ylab='ACF') > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/2o1gi1229436336.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.00000000 0.91015940 0.82626824 0.77853276 0.74178959 0.68119824 [7] 0.61128286 0.51577068 0.43948299 0.36108107 0.27037653 0.17256858 [13] 0.07498964 0.03304708 0.01936748 -0.02226044 -0.10638632 -0.15673362 [19] -0.17106022 -0.18187647 -0.19138408 -0.21930454 -0.24364723 -0.25784213 [25] -0.27700334 -0.30696213 -0.32761155 -0.33598256 -0.32800351 -0.31200509 [31] -0.32393414 -0.36014493 -0.36751778 -0.32632552 -0.30214153 -0.28851022 [37] -0.26753374 > (mypacf <- c(rpacf$acf)) [1] 0.910159403 -0.012364687 0.165820633 0.050227590 -0.119690830 [6] -0.072445882 -0.242061896 0.006395472 -0.126151803 -0.121890291 [11] -0.088870108 -0.131217914 0.294963514 0.166888889 0.001381712 [16] -0.211755547 0.008283823 0.069100140 -0.093077320 0.079229213 [21] -0.193266452 -0.051168321 -0.130458063 -0.142484134 0.040297822 [26] 0.027018883 0.116394307 -0.094162512 0.140345039 0.007601692 [31] -0.172621485 0.082654938 0.102021515 -0.054277401 -0.095222716 [36] 0.037209240 > 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/3l8tl1229436336.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/4emb51229436336.tab") > > system("convert tmp/1mqss1229436336.ps tmp/1mqss1229436336.png") > system("convert tmp/2o1gi1229436336.ps tmp/2o1gi1229436336.png") > > > proc.time() user system elapsed 0.781 0.420 0.900