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(10800,10642,10269,10189,9876,10164,9906,10003,10564,10221,10052,10512,10573,10821,10167,10901,10896,10934,11059,10513,10270,10399,10740,10263,9883,10204,10201,10416,10557,10166,10066,10117,9973,10360,10133,10667,10883,10794,11212,11242,11483,11106,11019,10767,10577,10859,10575,10680,10926,11781,11241,12347,12699,12214,12066,12085,11894,11793,15567,16135) > par7 = '0.95' > par6 = 'MA' > par5 = '12' > par4 = '0' > par3 = '0' > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/1xvog1259948447.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2a26s1259948447.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.00000000 0.67852370 0.39498232 0.37902758 0.34607648 0.30946994 [7] 0.30301268 0.28622588 0.17578770 0.13061136 0.12751457 0.05406177 [13] 0.03680697 0.05070711 0.05068766 0.03352532 0.05493519 0.06679376 [19] 0.08083018 0.07449538 0.05097895 0.01227501 -0.01605165 -0.02554240 [25] -0.07737101 -0.11210200 -0.12709556 -0.14403023 -0.15029411 -0.15157184 [31] -0.12306167 -0.11458736 -0.13633155 -0.14303999 -0.14991782 -0.14975463 [37] -0.08640695 > (mypacf <- c(rpacf$acf)) [1] 0.6785236962 -0.1212220350 0.3024146038 -0.0468166051 0.1360005049 [6] 0.0321597331 0.0530585252 -0.1586544313 0.0865752327 -0.0820598866 [11] -0.0639265388 0.0368902630 -0.0190439013 0.0467183189 -0.0103614295 [16] 0.0840197357 -0.0204471104 0.1230771201 -0.0992814271 0.0455905475 [21] -0.1229458373 0.0065498683 -0.0877929815 -0.0851195361 -0.0405376688 [26] -0.0574687102 0.0059055799 -0.0336493907 0.0491777779 0.0237839336 [31] 0.0478517899 -0.0763980160 0.0297364128 -0.0958257943 -0.0001635152 [36] 0.0579470138 > 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/3ewim1259948447.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/4uhu91259948447.tab") > system("convert tmp/1xvog1259948447.ps tmp/1xvog1259948447.png") > system("convert tmp/2a26s1259948447.ps tmp/2a26s1259948447.png") > > > proc.time() user system elapsed 0.536 0.312 0.661