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(9.3,9.3,8.7,8.2,8.3,8.5,8.6,8.5,8.2,8.1,7.9,8.6,8.7,8.7,8.5,8.4,8.5,8.7,8.7,8.6,8.5,8.3,8,8.2,8.1,8.1,8,7.9,7.9,8,8,7.9,8,7.7,7.2,7.5,7.3,7,7,7,7.2,7.3,7.1,6.8,6.4,6.1,6.5,7.7,7.9,7.5,6.9,6.6,6.9,7.7,8,8,7.7,7.3,7.4,8.1,8.3,8.3) > par7 = '0.95' > par6 = 'MA' > par5 = '12' > par4 = '0' > par3 = '0' > par2 = '1' > par1 = '60' > #'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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/1djvm1261061397.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2fdsw1261061397.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.0000000000 0.8543040658 0.6344937723 0.5094749043 0.5316509015 [6] 0.6266058641 0.6746712713 0.5972204249 0.4474052314 0.3277871700 [11] 0.2966981831 0.3481397675 0.3643872621 0.2879271919 0.1871069529 [16] 0.1116484280 0.0736293931 0.0545481816 0.0213753341 -0.0388284698 [21] -0.1048692372 -0.1583045327 -0.1884619747 -0.1898384483 -0.2110735208 [26] -0.2636095793 -0.2976924332 -0.2994727557 -0.2768929095 -0.2583892454 [31] -0.2672503862 -0.3030724828 -0.3442361549 -0.3644481434 -0.3325905408 [36] -0.2779612420 -0.2760692313 -0.3168290545 -0.3379833573 -0.3218274017 [41] -0.2607742123 -0.2051325988 -0.1921320497 -0.2284603037 -0.2669639574 [46] -0.2443841112 -0.1472860569 -0.0534349481 -0.0471005990 -0.0981774167 [51] -0.1405849435 -0.1303467213 -0.0635481074 -0.0001579788 0.0177695275 [56] -0.0011770677 -0.0315552805 -0.0332332946 0.0042997320 0.0425004555 [61] 0.0403378227 > (mypacf <- c(rpacf$acf)) [1] 0.854304066 -0.352902184 0.328174301 0.322292207 0.190737361 [6] 0.028741722 -0.171783281 -0.089087691 -0.074104074 -0.048661450 [11] 0.083712317 -0.186285653 -0.084156522 0.131271969 -0.083896497 [16] -0.106658726 -0.105043102 -0.065518425 -0.032692293 -0.057597841 [21] -0.042626723 -0.037526572 0.077486392 -0.040157610 -0.072422877 [26] 0.092744490 0.031712496 0.068389193 0.007600713 -0.013932745 [31] -0.028289642 -0.101290956 -0.034763266 0.050076738 -0.045246795 [36] -0.117012879 0.005342810 0.087052555 -0.037473269 0.074990240 [41] -0.056669447 -0.031610597 -0.093302403 -0.032975956 0.118244157 [46] 0.071243369 0.021648003 -0.030616842 0.013992987 -0.003532278 [51] -0.088280440 -0.019634891 -0.071820557 -0.000761957 0.076728921 [56] -0.059001074 -0.014353057 -0.066680027 -0.003249700 -0.040296293 > 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/3gwrf1261061397.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/4zwck1261061397.tab") > > try(system("convert tmp/1djvm1261061397.ps tmp/1djvm1261061397.png",intern=TRUE)) character(0) > try(system("convert tmp/2fdsw1261061397.ps tmp/2fdsw1261061397.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.577 0.301 0.715