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(46,43,59,57,44,63,52,53,55,57,62,69,60,54,56,66,67,65,63,63,70,71,66,66,70,70,67,65,75,80,76,75,77,74,81,75,79,82,77,72,81,79,76,75,71,69,69,57,74,57,61,59,67,57,55,63,61,65,58,55,50) > par7 = '0.95' > par6 = 'White Noise' > par5 = '12' > par4 = '0' > par3 = '1' > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/1wbet1260520960.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2p1tf1260520960.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.0000000000 -0.4324612403 -0.0386612278 0.0142254314 0.0393317079 [6] 0.0393770318 0.0537228057 -0.0897755689 0.0334646162 0.1275881470 [11] -0.0847399350 -0.0422855714 0.0580270068 -0.0113434609 0.1034102276 [16] -0.0458083271 -0.0099649912 -0.0463272068 0.0471399100 0.0294854964 [21] 0.0028757189 -0.0176387847 -0.0537431233 0.0962928232 -0.0519411103 [26] -0.0740028757 0.0650381345 0.0725384471 -0.0876516004 0.0496546012 [31] -0.1013222056 0.0226916104 0.0618873468 -0.0603244561 -0.0623187047 [36] 0.1115356964 -0.1137800075 0.0590428857 0.0065281945 -0.0819720555 [41] 0.0005470118 0.1121358465 -0.1755860840 0.1700143786 -0.2014706802 [46] 0.0186374719 0.0899037259 -0.0017613778 -0.0531976744 -0.0404460490 [51] 0.1099649912 -0.1368248312 0.0522443111 -0.0066704176 0.0087771943 [56] 0.0097602526 -0.0183264566 -0.0058795949 -0.0250812703 0.0054638660 > (mypacf <- c(rpacf$acf)) [1] -0.432461240 -0.277601796 -0.169509328 -0.054610914 0.051550800 [6] 0.160848649 0.055072113 0.044662079 0.188877569 0.089580329 [11] -0.024184318 -0.003032206 -0.031944155 0.092245437 0.071971661 [16] 0.077050282 -0.041597920 -0.068701900 -0.010075927 0.018277778 [21] 0.009575731 -0.085460336 0.004160874 -0.027451572 -0.126588604 [26] -0.049932543 0.078095919 -0.025973931 0.041504278 -0.050947753 [31] -0.054205871 -0.028028943 -0.062715834 -0.112015409 0.002568915 [36] -0.081979461 0.017898740 0.077872001 -0.003974370 -0.063022079 [41] 0.051192974 -0.112250787 0.111052639 -0.109341632 -0.138378838 [46] -0.042570520 0.015575606 0.091543896 -0.001914778 0.136575402 [51] -0.041654524 -0.055936229 0.001016653 0.028186109 -0.029537398 [56] -0.012579322 0.046037384 0.019335832 -0.032841548 > 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/38r6u1260520960.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/4hw3r1260520960.tab") > system("convert tmp/1wbet1260520960.ps tmp/1wbet1260520960.png") > system("convert tmp/2p1tf1260520960.ps tmp/2p1tf1260520960.png") > > > proc.time() user system elapsed 0.596 0.320 1.377