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(16.2,16.7,18.4,16,16.5,18.2,16.8,17.3,18,19.6,23.3,23.7,20.3,22.8,24.3,21.5,23.5,22.2,20.9,22.2,19.5,21.1,22,19.2,17.8,19.2,19.9,19.6,18.1,20.4,18.1,18.6,17.6,19.4,19.3,18.6,16.9,16.4,19,18.7,17.1,21.5,17.8,18.1,19,18.9,16.8,18.1,15.7,15.1,18.3,16.5,16.9,18.4,16.4,15.7,16.9,16.6,16.7,16.6) > par7 = '0.95' > par6 = 'MA' > par5 = '12' > par4 = '1' > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/1hc521260984970.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2g4ss1260984970.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.000000000 -0.471870062 0.058885357 0.400885675 -0.371728803 [6] 0.098715478 0.254292215 -0.435935178 0.238638111 0.005486549 [11] -0.320088583 0.291677776 -0.163573365 -0.163515327 0.251643984 [16] -0.152247439 -0.052442727 0.163338514 -0.179480929 -0.028986559 [21] 0.193733042 -0.244308371 0.038169030 0.232895986 -0.318483506 [26] 0.266280167 -0.049199399 -0.100116334 0.133981314 0.002936765 [31] -0.115911255 0.172946843 -0.133674966 0.030116846 0.046096368 [36] -0.104401527 0.052459130 > (mypacf <- c(rpacf$acf)) [1] -0.471870062 -0.210688096 0.451122581 0.049507033 -0.184905163 [6] 0.128940502 -0.147722010 -0.107414504 -0.038688185 -0.121607689 [11] 0.003477522 -0.054527845 -0.092523698 -0.038852357 0.103164164 [16] 0.022185617 -0.127433072 -0.079818807 -0.170859657 0.038324551 [21] -0.024130680 -0.178185097 0.186791916 0.008355364 0.099302499 [26] -0.178989728 0.050712070 -0.054450134 -0.036749407 0.024095184 [31] -0.102603649 0.005173106 0.076764259 -0.081263933 -0.043914529 [36] -0.008328974 > 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/3vp2j1260984970.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/4psdq1260984970.tab") > try(system("convert tmp/1hc521260984970.ps tmp/1hc521260984970.png",intern=TRUE)) character(0) > try(system("convert tmp/2g4ss1260984970.ps tmp/2g4ss1260984970.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.538 0.306 0.661