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(4.2,4.5,4.6,4.9,4.9,4.5,4.6,4.7,4.7,4.3,4.2,4.4,4,3.8,3.6,3.6,3.3,3.4,3.4,3.3,3.3,3.2,3.1,3.1,2.4,2.4,2.4,2.1,2,2,2.1,2.1,2,2,2,1.7,1.3,1.2,1.1,1.4,1.5,1.4,1.1,1.1,1,1.4,1.3,1.2,1.5,1.6,1.8,1.5,1.3,1.6,1.6,1.8,1.8,1.6,1.8,2,1.3) > par7 = '0.95' > par6 = 'MA' > par5 = '12' > par4 = '0' > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/1z0g11260703296.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2dd1d1260703296.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.0000000000 -0.0269171297 -0.1521135624 0.0561491990 0.0132117878 [6] 0.1125689987 -0.0676465829 -0.1379317475 0.1155330205 0.0723798479 [11] 0.0455166586 0.0449763562 -0.1129079238 -0.1152282575 0.1120215042 [16] -0.0069178489 0.0166531816 -0.1038504414 -0.0269324128 0.1339167880 [21] -0.0044410882 -0.3191299423 0.0491738138 -0.0471105957 0.0002481256 [26] -0.0039601201 -0.1003524102 0.0362775770 0.0921049319 -0.1045085136 [31] 0.0032094503 -0.0994399194 -0.0403761440 0.0575246777 -0.1715608537 [36] -0.1287870615 0.0773720265 > (mypacf <- c(rpacf$acf)) [1] -0.026917130 -0.152948911 0.048479963 -0.007388846 0.132085009 [6] -0.066888231 -0.108137332 0.079949856 0.050447312 0.083850529 [11] 0.071633485 -0.084922614 -0.162767224 0.060869293 -0.005826234 [16] 0.072318552 -0.094286543 -0.018967172 0.024005805 0.003471286 [21] -0.277794837 0.073771205 -0.131257747 0.013402416 -0.053367123 [26] -0.003298255 -0.023859085 0.067437876 -0.075532205 0.004898786 [31] -0.081769214 0.004400988 -0.034681623 -0.232964938 -0.115972331 [36] -0.011228739 > 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/3s72e1260703296.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/4o2r51260703296.tab") > try(system("convert tmp/1z0g11260703296.ps tmp/1z0g11260703296.png",intern=TRUE)) character(0) > try(system("convert tmp/2dd1d1260703296.ps tmp/2dd1d1260703296.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.539 0.313 0.679