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Type 'q()' to quit R. > x <- c(100.01,103.84,104.48,95.43,104.80,108.64,105.65,108.42,115.35,113.64,115.24,100.33,101.29,104.48,99.26,100.11,103.52,101.18,96.39,97.56,96.39,85.10,79.77,79.13,80.84,82.75,92.55,96.60,96.92,95.32,98.52,100.22,104.91,103.10,97.13,103.42,111.72,118.11,111.62,100.22,102.03,105.76,107.68,110.77,105.44,112.26,114.07,117.90,124.72,126.42,134.73,135.79,143.36,140.37,144.74,151.98,150.92,163.38,154.43,146.66,157.95,162.10,180.42,179.57,171.58,185.43,190.64,203.00,202.36,193.41,186.17,192.24,209.60,206.41,209.82,230.37,235.80,232.07,244.64,242.19,217.48,209.39,211.73,221.00,203.11,214.71,224.19,238.04,238.36,246.24,259.87,249.97,266.48,282.98,306.31,301.73,314.62,332.62,355.51,370.32,408.13,433.58,440.51,386.29,342.84,254.97,203.42,170.09,174.03,167.85,177.01,188.19,211.20,240.91,230.26,251.25,241.66) > par7 = '0.95' > par6 = 'MA' > par5 = '12' > par4 = '2' > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/11b8c1259936988.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2bxpx1259936988.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.000000000 0.460715254 0.155019858 0.086198418 0.127056682 [6] 0.007426095 -0.021388360 0.006179300 -0.090313931 -0.230694960 [11] -0.244421140 -0.235509153 -0.449984355 -0.252157834 -0.082290666 [16] 0.062062174 -0.039535356 -0.020182011 -0.016703523 0.021236935 [21] 0.055139206 0.075256396 0.059068561 0.008325332 0.105491716 [26] 0.114561071 0.091201692 -0.017647267 -0.057033051 -0.009599277 [31] 0.041807102 0.007581602 -0.059820817 -0.052916550 -0.030166317 [36] 0.045383600 -0.030896359 > (mypacf <- c(rpacf$acf)) [1] 0.460715254 -0.072661769 0.054959487 0.095066820 -0.119353275 [6] 0.023106111 0.018786684 -0.150539269 -0.154128624 -0.080995580 [11] -0.126566062 -0.383657371 0.180706866 -0.026375643 0.126089947 [16] -0.038208571 -0.014649486 -0.083908336 0.019542668 -0.025745082 [21] -0.154652228 -0.064869293 -0.084083716 0.001139716 0.100959909 [26] 0.035194384 0.019581906 -0.143400974 0.089353080 -0.070578475 [31] -0.017712375 -0.111276140 -0.041673583 -0.031189941 0.100411342 [36] -0.028989238 > 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/3h3aj1259936988.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/4zox61259936988.tab") > > system("convert tmp/11b8c1259936988.ps tmp/11b8c1259936988.png") > system("convert tmp/2bxpx1259936988.ps tmp/2bxpx1259936988.png") > > > proc.time() user system elapsed 0.566 0.330 1.195