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 = '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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/1sqi11261061370.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2c2yu1261061370.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.000000e+00 -2.133363e-01 -9.125781e-02 5.842997e-03 -1.079393e-02 [6] -5.716622e-02 7.606304e-02 1.898602e-02 6.955100e-02 -4.892953e-02 [11] 5.501041e-03 1.009664e-01 -5.899494e-02 3.899792e-02 -1.767172e-01 [16] 1.955100e-02 2.086827e-01 -1.304341e-01 2.598870e-02 9.275944e-02 [21] -1.323223e-02 -2.436664e-01 -6.066012e-03 2.383289e-02 6.042224e-02 [26] -1.780404e-01 2.550699e-01 -7.007136e-02 -7.927446e-02 -1.146298e-02 [31] -1.497175e-01 1.342700e-01 2.366934e-02 -8.366042e-02 -3.264942e-02 [36] -2.475468e-02 -5.947071e-05 > (mypacf <- c(rpacf$acf)) [1] -0.2133363069 -0.1432917331 -0.0502568707 -0.0367210876 -0.0775457303 [6] 0.0414678931 0.0336894615 0.1022608100 0.0007029512 0.0170838065 [11] 0.1219666627 -0.0012599174 0.0598104953 -0.1914432350 -0.0652455791 [16] 0.1786573165 -0.0798610274 0.0173594782 0.0574943062 0.0779808810 [21] -0.2221936974 -0.1551148597 -0.0595595747 0.0090143926 -0.1641149395 [26] 0.1608478015 -0.0020075824 -0.0289614550 -0.0263250359 -0.1694130683 [31] 0.1052758268 0.0283160956 0.0081557650 -0.1063561977 -0.1981244464 [36] 0.0255012578 > 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/3s02y1261061370.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/4rqos1261061370.tab") > > try(system("convert tmp/1sqi11261061370.ps tmp/1sqi11261061370.png",intern=TRUE)) character(0) > try(system("convert tmp/2c2yu1261061370.ps tmp/2c2yu1261061370.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.558 0.332 1.284