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(1.56,1.57,1.56,1.56,1.56,1.56,1.55,1.56,1.55,1.54,1.54,1.53,1.53,1.53,1.53,1.52,1.52,1.52,1.52,1.52,1.51,1.51,1.51,1.52,1.51,1.5,1.5,1.5,1.5,1.5,1.5,1.49,1.47,1.45,1.45,1.44) > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/1k2551261042034.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2zd6n1261042034.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.0000000000 -0.0129621178 -0.0003651301 -0.0245093565 0.0072569603 [6] -0.0919671383 0.0883614788 0.0626198083 -0.1484253765 0.0878137837 [11] -0.1983112734 0.0570972159 -0.0421268827 0.0439525331 -0.1303514377 [16] -0.0618439069 0.1184847102 -0.0558192606 0.0494294843 -0.1248744865 [21] -0.0004564126 -0.0437699681 0.1732998631 0.0357371063 0.0483340940 [26] -0.0317206755 -0.0382930169 0.0861250571 -0.1249201278 0.0170698311 [31] -0.0262437243 -0.0695572798 -0.1496120493 0.0498858969 -0.0493382017 > (mypacf <- c(rpacf$acf)) [1] -0.0129621178 -0.0005332362 -0.0245251313 0.0066256684 -0.0918926333 [6] 0.0862689672 0.0651413749 -0.1547225147 0.0959420126 -0.2149817149 [11] 0.0788312907 -0.0414048197 -0.0063098905 -0.0874606034 -0.1112742088 [16] 0.1624696505 -0.0618887244 0.0026680701 -0.1057736298 -0.0715487852 [21] 0.0741123561 0.0838577036 0.0563807881 0.0166966102 -0.0862486218 [26] 0.0721743981 0.0495883510 -0.1407140756 -0.0598893218 -0.0026819742 [31] -0.0709602321 -0.0909429876 -0.0174269938 -0.0658858692 > 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/3peht1261042034.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/47bcf1261042034.tab") > > try(system("convert tmp/1k2551261042034.ps tmp/1k2551261042034.png",intern=TRUE)) character(0) > try(system("convert tmp/2zd6n1261042034.ps tmp/2zd6n1261042034.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.556 0.326 0.682