R version 2.9.0 (2009-04-17) Copyright (C) 2009 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(0.6348,0.634,0.62915,0.62168,0.61328,0.6089,0.60857,0.62672,0.62291,0.62393,0.61838,0.62012,0.61659,0.6116,0.61573,0.61407,0.62823,0.64405,0.6387,0.63633,0.63059,0.62994,0.63709,0.64217,0.65711,0.66977,0.68255,0.68902,0.71322,0.70224,0.70045,0.69919,0.69693,0.69763,0.69278,0.70196,0.69215,0.6769,0.67124,0.66532,0.67157,0.66428,0.66576,0.66942,0.6813,0.69144,0.69862,0.695,0.69867,0.68968,0.69233,0.68293,0.68399,0.66895,0.68756,0.68527,0.6776,0.68137,0.67933,0.67922) > par7 = '0.95' > par6 = 'MA' > par5 = '12' > par4 = '1' > par3 = '1' > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/1d0rx1259920884.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2stwp1259920884.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.0000000000 0.3498072051 0.2083614659 0.0419510677 -0.0315818366 [6] -0.0730710005 -0.0918692430 -0.1031427591 -0.0004876586 -0.0275219921 [11] -0.0021391289 -0.0281978766 -0.4065493936 -0.2227055283 -0.2250061449 [16] -0.1272178646 0.0178771865 0.0527067959 0.2205704914 0.1616602661 [21] 0.0233768492 0.0023877161 -0.0199256356 -0.0964962079 0.0209641227 [26] -0.1227445744 0.0288533979 0.0917570896 0.0818141448 0.0539148071 [31] -0.0429702727 -0.0931200587 0.0192281926 -0.0082432943 0.0144700104 [36] -0.0598956788 -0.0353203201 > (mypacf <- c(rpacf$acf)) [1] 0.349807205 0.097986513 -0.066807663 -0.053774186 -0.045378983 [6] -0.045269967 -0.050208016 0.073302292 -0.036251904 -0.007439704 [11] -0.033993891 -0.464372395 0.043840038 -0.050461421 -0.035016791 [16] 0.112518895 -0.017737706 0.178333435 -0.082366217 -0.102901066 [21] -0.032462234 0.030056481 -0.021527459 -0.119532829 -0.157508660 [26] 0.012253396 0.066218478 0.056337434 -0.041869096 0.100056924 [31] -0.031967045 0.046613576 -0.009665169 -0.035143318 -0.153290459 [36] -0.021742136 > 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/3fbza1259920884.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/4c25m1259920885.tab") > > system("convert tmp/1d0rx1259920884.ps tmp/1d0rx1259920884.png") > system("convert tmp/2stwp1259920884.ps tmp/2stwp1259920884.png") > > > proc.time() user system elapsed 0.537 0.314 0.718