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(60,52,60,26,2,60,60,60,50,39,46,60,52,52,66,58,23,48,73,73,46,50,50,36,60,67,67,12,60,60,46,60,60,60,60,60,60,60,77,25,35,60,38,37,60,60,60,60,60,72,55,60,43,66,60,75,98,60,60,60,60) > par7 = '0.95' > par6 = 'White Noise' > par5 = '12' > par4 = '0' > par3 = '0' > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/1jurs1260519931.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2is6f1260519931.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.0000000000 0.1694598378 -0.1534974717 0.0320770590 0.0368213669 [6] 0.0014378612 0.0653768304 0.1513890944 -0.0754275071 -0.0925755191 [11] -0.0525919848 0.0039055184 0.2214300548 0.0973212918 -0.1495326358 [16] -0.1199574264 -0.0916501731 -0.0367463810 0.0986313395 0.1642861778 [21] 0.0474989848 -0.1206183745 -0.1115544195 0.2308982924 0.0827956373 [26] -0.0539135103 0.0015128472 0.0467276901 -0.1201511215 -0.1410147765 [31] 0.0670526849 0.0497203046 -0.0460047914 -0.1262056254 -0.0986516806 [36] 0.0521281437 0.1357741595 0.0251457720 0.0759606602 0.0354815771 [41] -0.0895150945 -0.0167649049 0.0077531842 -0.0413335225 -0.0379465271 [46] -0.0750153625 -0.0761697086 -0.0674315086 0.0224185566 0.0068416339 [51] -0.0322326308 -0.0637749420 -0.1979391286 -0.0885471564 -0.0118471874 [56] -0.0265011376 -0.0129987706 -0.0076052149 0.0029348175 0.0009762637 [61] 0.0019585538 > (mypacf <- c(rpacf$acf)) [1] 0.169459838 -0.187601389 0.101119908 -0.020806633 0.021369167 [6] 0.066770488 0.133843313 -0.122449335 -0.008451124 -0.094668890 [11] 0.024689059 0.220564879 0.006885516 -0.125878872 -0.050453472 [16] -0.132258532 0.003943078 0.091027014 0.087393742 0.081569879 [21] -0.055582315 -0.094699356 0.291662553 -0.145952364 -0.033763386 [26] 0.022997598 0.073781385 -0.078692692 -0.058493922 -0.130180754 [31] 0.029989187 -0.051746415 -0.066920448 0.042107610 0.028965055 [36] 0.100184146 0.064122016 0.084898932 -0.006912489 -0.024526649 [41] 0.025435768 -0.129633570 -0.117526078 -0.023844905 -0.065791390 [46] -0.123590494 -0.032822506 0.006824532 0.030959996 -0.093717978 [51] 0.005048872 -0.019012914 -0.008330033 -0.069174227 0.021160032 [56] 0.011717467 -0.017834888 -0.013299096 -0.040159973 -0.020396280 > 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/3mtef1260519931.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/4lp5c1260519931.tab") > system("convert tmp/1jurs1260519931.ps tmp/1jurs1260519931.png") > system("convert tmp/2is6f1260519931.ps tmp/2is6f1260519931.png") > > > proc.time() user system elapsed 0.590 0.313 0.796