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(106.2 + ,101.6 + ,99 + ,96.4 + ,94 + ,93.2 + ,103 + ,103.6 + ,103.2 + ,102.2 + ,100 + ,99.6 + ,98.8 + ,95.2 + ,91.6 + ,88.6 + ,86 + ,84.8 + ,95.2 + ,96.2 + ,94 + ,92 + ,90.2 + ,90 + ,88.8 + ,85.8 + ,84.2 + ,80 + ,77.8 + ,76.8 + ,86.4 + ,89.2 + ,86.2 + ,84.6 + ,83.2 + ,83.2 + ,82.6 + ,79.8 + ,77.2 + ,74.8 + ,73 + ,73 + ,83.6 + ,85.6 + ,84.8 + ,84.2 + ,83.4 + ,84.6 + ,84.6 + ,83.8 + ,81.2 + ,79.6 + ,78 + ,78.2 + ,88.8 + ,92 + ,91 + ,91.2 + ,90.4 + ,91.8 + ,92.2 + ,90.2 + ,88.6 + ,87.8 + ,86 + ,87.2 + ,97.6 + ,101.2 + ,100.4 + ,100.2 + ,100.2 + ,103 + ,104.2 + ,104 + ,102.4 + ,101.8 + ,101 + ,102.2 + ,114 + ,118.4 + ,118.8 + ,117.2 + ,117.2 + ,118.4 + ,118.8 + ,117.2 + ,114.4 + ,112.6 + ,111 + ,110.8 + ,120.2 + ,124.4 + ,123.4 + ,121.2 + ,119 + ,119.8 + ,120 + ,118.4 + ,115 + ,113.4 + ,111 + ,111 + ,121.6 + ,126.2 + ,125.8 + ,124.8 + ,122 + ,123.2 + ,124.2 + ,120.8 + ,116.8 + ,114.8 + ,111 + ,109 + ,119.8 + ,124 + ,121.6 + ,118 + ,115.8 + ,116 + ,115.8 + ,114.4 + ,112 + ,110.2 + ,107.4 + ,108.2 + ,117.6 + ,121.4 + ,119.8 + ,115.6 + ,112.6 + ,113.2 + ,112.2 + ,110.8 + ,108 + ,105.2 + ,102.4 + ,101 + ,110.8 + ,116.8 + ,113.8 + ,108 + ,104.4 + ,105.2 + ,105.4 + ,103.2 + ,100.6 + ,97.8 + ,95.8 + ,95 + ,104.8 + ,110.4 + ,106.4 + ,102.2 + ,98.4 + ,98.4 + ,98.6 + ,96.2 + ,92.4 + ,91.4 + ,88.4 + ,87.8 + ,97.6 + ,104.2 + ,100.2 + ,97 + ,92.8 + ,92 + ,93.4 + ,92 + ,89.6 + ,88.6 + ,87.2 + ,86.2 + ,96.8 + ,102 + ,102.6 + ,100.6 + ,94.2 + ,94.2 + ,95.2 + ,95 + ,94 + ,92.2 + ,91 + ,91.2 + ,103.4 + ,105 + ,104.6 + ,103.8 + ,101.8 + ,102.4 + ,103.8 + ,103.4 + ,102 + ,101.8 + ,100.2 + ,101.4 + ,113.8 + ,116 + ,115.6 + ,113 + ,109.4 + ,111 + ,112.4 + ,112.2 + ,111 + ,108.8 + ,107.4 + ,108.6 + ,118.8 + ,122.2 + ,122.6 + ,122.2 + ,118.8 + ,119 + ,118.2 + ,117.8 + ,116.8 + ,114.6 + ,113.4 + ,113.8 + ,124.2 + ,125.8 + ,125.6 + ,122.4 + ,119 + ,119.4 + ,118.6 + ,118 + ,116 + ,114.8 + ,114.6 + ,114.6 + ,124 + ,125.2 + ,124 + ,117.6 + ,113.2 + ,111.4 + ,112.2 + ,109.8 + ,106.4 + ,105.2 + ,102.2 + ,99.8 + ,111 + ,113 + ,108.4 + ,105.4 + ,102 + ,102.8) > par5 = '12' > par4 = '1' > par3 = '1' > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: Write here your technical program description (don't use hard returns!) > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/105tn1229609922.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x,par1,main='Autocorrelation',xlab='lags',ylab='ACF') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2f6tc1229609922.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.0000000000 0.0692415715 0.0491760994 0.1375314258 0.1182741972 [6] 0.1119779078 0.0904697597 0.0494984196 0.0394740450 0.1079268870 [11] -0.0389166299 -0.0250118250 -0.2453138252 0.0514589415 0.1160883972 [16] -0.0034849585 -0.0151907155 -0.0266849950 0.0983957156 0.0003272628 [21] 0.0941437917 0.0857731168 0.0314419345 0.2352412911 -0.0257256561 [26] -0.0437358027 -0.0171491544 0.0754906337 0.0227809304 0.1249626201 [31] -0.0917601459 -0.0337114528 0.0700535954 -0.1145618017 -0.0502550080 [36] -0.1273849181 -0.0221554108 0.0480110344 0.0309797654 -0.2052906021 [41] -0.0956495650 -0.0169255416 -0.0397810647 0.0254964380 -0.1367622465 [46] -0.0483497394 -0.0104994177 -0.0180972468 -0.0846982089 -0.1107263484 [51] -0.0104996911 0.0333323582 0.0229226952 -0.1828508908 -0.0210261896 [56] -0.0598745859 -0.0361188318 -0.0483914030 -0.0455769145 -0.0689125731 [61] -0.0317266357 > (mypacf <- c(rpacf$acf)) [1] 0.069241571 0.044595513 0.132085075 0.101523904 0.091921321 [6] 0.058228927 0.010016301 -0.003466557 0.069180424 -0.081560402 [11] -0.050848315 -0.292267049 0.064256846 0.136012949 0.071401864 [16] 0.033022575 -0.015958216 0.113196800 -0.006074769 0.098045755 [21] 0.099939136 -0.063556066 0.181742623 -0.201395579 -0.049054003 [26] -0.052092945 0.017949608 0.017123740 0.098023458 -0.049575407 [31] -0.028106693 0.071655504 -0.041313170 -0.083035582 -0.053942595 [36] -0.138168244 0.045926038 0.055999953 -0.140027503 -0.055574209 [41] -0.017280300 -0.009462592 0.047742189 -0.074960931 -0.029881728 [46] -0.076139610 0.030206589 -0.023883142 -0.071187253 0.003085101 [51] -0.011594425 -0.004417217 -0.065211026 0.055186625 -0.050380583 [56] -0.014460549 0.017036542 -0.032895625 -0.018231743 -0.006012601 > 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/3q0j91229609922.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/458241229609922.tab") > > system("convert tmp/105tn1229609922.ps tmp/105tn1229609922.png") > system("convert tmp/2f6tc1229609922.ps tmp/2f6tc1229609922.png") > > > proc.time() user system elapsed 0.649 0.351 0.943