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(-1.2,-2.4,0.8,-0.1,-1.5,-4.4,-4.2,3.5,10,8.6,9.5,9.9,10.4,16,12.7,10.2,8.9,12.6,13.6,14.8,9.5,13.7,17,14.7,17.4,9,9.1,12.2,15.9,12.9,10.9,10.6,13.2,9.6,6.4,5.8,-1,-0.2,2.7,3.6,-0.9,0.3,-1.1,-2.5,-3.4,-3.5,-3.9,-4.6,-0.1,4.3,10.2,8.7,13.3,15,20.7,20.7,26.4,31.2,31.4,26.6,26.6,19.2,6.5,3.1,-0.2,-4,-12.6,-13,-17.6,-21.7,-23.2,-16.8,-19.8) > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/1j7u51261329534.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2kow41261329534.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.000000000 0.228661029 0.131458113 0.120376576 0.260461783 [6] 0.081838014 0.097512385 -0.029538751 -0.147211403 -0.133764309 [11] -0.061526428 0.119210910 -0.441470981 -0.222293744 -0.136374771 [16] 0.026008781 -0.159169697 -0.076853030 -0.172140834 0.023020775 [21] 0.001342183 0.001287962 0.072125990 -0.155084914 -0.037994593 [26] 0.041953382 0.146243441 -0.071514511 0.055048319 0.009131447 [31] 0.097456722 0.010344627 0.066400336 0.068707284 -0.088951046 [36] -0.001945890 0.090596242 > (mypacf <- c(rpacf$acf)) [1] 0.2286610286 0.0835402197 0.0783402352 0.2237580745 -0.0317811385 [6] 0.0459927915 -0.1050694889 -0.2170864664 -0.0947110848 -0.0306641444 [11] 0.2420548167 -0.4856637499 0.0387103993 -0.0210099765 0.0794647553 [16] 0.0170697089 -0.1055666572 -0.0187195407 0.1072430481 -0.0730824912 [21] -0.1223933866 0.0663351833 -0.0318569556 -0.2055708582 0.0063894403 [26] 0.0615272475 0.0294013838 0.0772400493 -0.0298778089 -0.1205869071 [31] 0.1197418923 -0.0007154963 -0.0547371503 -0.0801453249 0.0021495196 [36] 0.0094727271 > 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/3hwuo1261329534.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/4i1k81261329534.tab") > > try(system("convert tmp/1j7u51261329534.ps tmp/1j7u51261329534.png",intern=TRUE)) character(0) > try(system("convert tmp/2kow41261329534.ps tmp/2kow41261329534.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.533 0.322 0.641