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(3016,2155,2172,2150,2533,2058,2160,2260,2498,2695,2799,2946,2930,2318,2540,2570,2669,2450,2842,3440,2678,2981,2260,2844,2546,2456,2295,2379,2479,2057,2280,2351,2276,2548,2311,2201,2725,2408,2139,1898,2537,2068,2063,2520,2434,2190,2794,2070,2615,2265,2139,2428,2137,1823,2063,1806,1758,2243,1993,1932,2465) > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/1xfwq1261253055.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/26jp81261253055.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.000000000 -0.469805953 0.042624045 0.046968775 0.013260684 [6] -0.047587245 -0.025758525 -0.079296195 0.034748102 0.043134345 [11] -0.068803134 -0.071913579 0.187098592 -0.093066585 -0.045925489 [16] 0.123960848 -0.147227356 0.151043669 -0.158879363 0.058859707 [21] -0.108066024 0.208073236 -0.142922990 -0.043959072 0.069645809 [26] 0.134563847 -0.159129169 0.118674495 -0.026346806 0.017753223 [31] 0.005573791 -0.105701275 0.070978921 -0.002719795 0.049752513 [36] -0.171494929 0.125393751 > (mypacf <- c(rpacf$acf)) [1] -0.4698059531 -0.2285353765 -0.0484672833 0.0394292358 -0.0117408717 [6] -0.0760571883 -0.1908948234 -0.1387206745 0.0006435916 -0.0261781582 [11] -0.1671411025 0.0412281524 0.0064390041 -0.0955340083 0.0448648883 [16] -0.1217488926 0.0362906118 -0.1244170566 -0.0591609759 -0.2039865406 [21] 0.0610893723 0.0100413131 -0.1309578820 -0.1440254964 0.1196117288 [26] -0.0115373319 0.0367983735 0.0705852470 -0.0144613609 0.0118578872 [31] -0.0799971210 0.0326581678 -0.0080119752 0.1154778216 -0.0344247514 [36] -0.0807451131 > 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/3zfh41261253055.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/4ag1v1261253056.tab") > > try(system("convert tmp/1xfwq1261253055.ps tmp/1xfwq1261253055.png",intern=TRUE)) character(0) > try(system("convert tmp/26jp81261253055.ps tmp/26jp81261253055.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.553 0.334 0.658