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(15836.8,17570.4,18252.1,16196.7,16643,17729,16446.1,15993.8,16373.5,17842.2,22321.5,22786.7,18274.1,22392.9,23899.3,21343.5,22952.3,21374.4,21164.1,20906.5,17877.4,20664.3,22160,19813.6,17735.4,19640.2,20844.4,19823.1,18594.6,21350.6,18574.1,18924.2,17343.4,19961.2,19932.1,19464.6,16165.4,17574.9,19795.4,19439.5,17170,21072.4,17751.8,17515.5,18040.3,19090.1,17746.5,19202.1,15141.6,16258.1,18586.5,17209.4,17838.7,19123.5,16583.6,15991.2,16704.4,17420.4,17872,17823.2) > par7 = '0.95' > par6 = 'White Noise' > par5 = '12' > par4 = '0' > par3 = '0' > par2 = '0.4' > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/1nuc31259944563.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2q8621259944563.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.00000000 0.51202777 0.33592208 0.44614443 0.40111838 0.25386265 [7] 0.24524072 0.08081919 0.15879136 -0.03001108 -0.19418187 -0.05919347 [13] 0.18053312 -0.10025154 -0.21421854 -0.09921662 -0.00931493 -0.09828087 [19] -0.09408330 -0.06443292 -0.05058004 -0.18229226 -0.19730234 -0.10933486 [25] 0.00863708 -0.10235269 -0.25099814 -0.13953255 -0.03165155 -0.16251265 [31] -0.13323802 -0.07675093 -0.16790096 -0.20286760 -0.17629657 -0.19060568 [37] -0.06628900 > (mypacf <- c(rpacf$acf)) [1] 0.512027765 0.099955122 0.328774972 0.090795932 -0.044574099 [6] 0.022814444 -0.254500979 0.171367342 -0.349655472 -0.124733421 [11] 0.121759930 0.408989715 -0.164930583 -0.232170226 0.007253820 [16] 0.072115781 -0.001555555 -0.106637195 0.082114600 -0.219654516 [21] -0.013683392 0.125341053 -0.032952805 -0.101898152 0.039118786 [26] -0.020120634 -0.033865320 -0.013705295 -0.061125424 -0.029002124 [31] -0.137002538 -0.065920090 0.028836606 0.017022504 -0.178676882 [36] 0.084593408 > 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/3nw3v1259944563.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/4ks0i1259944563.tab") > > system("convert tmp/1nuc31259944563.ps tmp/1nuc31259944563.png") > system("convert tmp/2q8621259944563.ps tmp/2q8621259944563.png") > > > proc.time() user system elapsed 0.559 0.327 1.864