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(6.3,6.1,6.1,6.3,6.3,6,6.2,6.4,6.8,7.5,7.5,7.6,7.6,7.4,7.3,7.1,6.9,6.8,7.5,7.6,7.8,8,8.1,8.2,8.3,8.2,8,7.9,7.6,7.6,8.2,8.3,8.4,8.4,8.4,8.6,8.9,8.8,8.3,7.5,7.2,7.5,8.8,9.3,9.3,8.7,8.2,8.3,8.5,8.6,8.6,8.2,8.1,8,8.6,8.7,8.8,8.5,8.4,8.5,8.7) > par5 = '12' > par4 = '2' > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: Write here your technical program description (don't use hard returns!) > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/1sdo01229679547.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x,par1,main='Autocorrelation',xlab='lags',ylab='ACF') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2dw9s1229679547.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.0000000000 0.5238430820 -0.1165139770 -0.6687808316 -0.5882076580 [6] -0.2497063660 0.0972515856 0.3335682405 0.3556495184 0.3192389006 [11] 0.0072821236 -0.2539346958 -0.4570119803 -0.2312661499 0.0653042048 [16] 0.3040873855 0.2500587268 0.0667136481 -0.0348837209 -0.1068827813 [21] -0.0893821940 -0.1360112755 -0.0462767207 0.0621329575 0.1578576462 [26] 0.1112285647 -0.0263096077 -0.1247357294 -0.1093493070 -0.0090439276 [31] 0.0369978858 0.0404040404 0.0068123091 0.0091613813 0.0002349072 [36] 0.0004698144 > (mypacf <- c(rpacf$acf)) [1] 0.523843082 -0.538770380 -0.568248966 0.098647405 -0.275035478 [6] -0.478929790 0.188827672 -0.071706161 0.043203990 -0.133746256 [11] -0.046120590 -0.092832290 0.168719036 -0.144450473 -0.121368376 [16] 0.029325839 -0.052959243 0.057155029 -0.012253133 -0.051637034 [21] 0.098707973 -0.001109547 0.048200714 -0.076773469 0.072956972 [26] -0.012376464 -0.152269292 0.060707455 -0.047430621 -0.105739213 [31] -0.010918161 -0.081799725 -0.145376001 -0.029432984 0.029613811 > 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/369f81229679547.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/4qrd81229679547.tab") > > system("convert tmp/1sdo01229679547.ps tmp/1sdo01229679547.png") > system("convert tmp/2dw9s1229679547.ps tmp/2dw9s1229679547.png") > > > proc.time() user system elapsed 0.608 0.335 1.431