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(21,19,25,21,23,23,19,18,19,19,22,23,20,14,14,14,15,11,17,16,20,24,23,20,21,19,23,23,23,23,27,26,17,24,26,24,27,27,26,24,23,23,24,17,21,19,22,22,18,16,14,12,14,16,8,3,0,5,1,1,3) > par7 = '0.95' > par6 = 'MA' > par5 = '12' > par4 = '0' > par3 = '0' > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/19t7p1261060936.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2ubln1261060936.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.000000000 0.836368997 0.712654181 0.602559060 0.514831672 [6] 0.397926703 0.308779141 0.231132656 0.193163722 0.125941542 [11] 0.058439985 -0.003392520 -0.080427865 -0.130264560 -0.161563336 [16] -0.150256908 -0.159962063 -0.209368050 -0.245689816 -0.255342587 [21] -0.291547945 -0.328614720 -0.306400895 -0.271265819 -0.233569774 [26] -0.211355949 -0.161437100 -0.165711838 -0.164940303 -0.185029021 [31] -0.153799422 -0.086011998 -0.072534567 -0.056763905 -0.028654032 [36] 0.003995741 0.020895557 > (mypacf <- c(rpacf$acf)) [1] 0.8363689970 0.0437326263 -0.0133136921 0.0164715131 -0.1379867125 [6] 0.0003537972 -0.0170007632 0.0732999351 -0.0963097733 -0.0737084530 [11] -0.0427577406 -0.1392414399 0.0295330251 0.0128555452 0.1126189767 [16] -0.0639243084 -0.1970726297 -0.0462611352 -0.0083992951 -0.0727556367 [21] -0.0438566362 0.1441472355 0.0020670243 -0.0241881454 -0.0299663209 [26] 0.0559694923 -0.1592510305 -0.0071421374 -0.0577634528 0.0610187445 [31] 0.1692441843 -0.1736211106 0.0156948517 -0.0494333787 0.0293553500 [36] 0.0807458606 > 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/3k4cs1261060936.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/4ytpf1261060936.tab") > > try(system("convert tmp/19t7p1261060936.ps tmp/19t7p1261060936.png",intern=TRUE)) character(0) > try(system("convert tmp/2ubln1261060936.ps tmp/2ubln1261060936.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.530 0.342 0.711