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(627,696,825,677,656,785,412,352,839,729,696,641,695,638,762,635,721,854,418,367,824,687,601,676,740,691,683,594,729,731,386,331,707,715,657,653,642,643,718,654,632,731,392,344,792,852,649,629,685,617,715,715,629,916,531,357,917,828,708,858,775,785,1006,789,734,906,532,387,991,841,892,782) > par7 = '0.95' > par6 = 'White Noise' > par5 = '12' > par4 = '1' > par3 = '0' > par2 = '1' > par1 = '48' > #'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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/1xpra1291820059.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2xpra1291820059.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.000000000 0.311111883 0.222002828 0.283437187 0.059262413 [6] 0.187995104 0.312275957 0.133005624 0.396181631 0.219589136 [11] 0.085027804 0.210230536 -0.101466166 -0.123252234 0.179642121 [16] 0.038102656 0.030581950 0.118606460 -0.021431419 -0.042233069 [21] -0.007883173 -0.087335657 -0.109368883 -0.104257509 -0.212365800 [26] -0.059806790 -0.113740139 -0.182348974 -0.047139681 -0.078731458 [31] -0.260622499 -0.134232090 -0.244332071 -0.211774216 -0.103557982 [36] -0.079572454 -0.028130222 -0.035468116 -0.134093026 -0.081399373 [41] -0.161729836 -0.154934064 -0.019534743 -0.025133516 -0.028820579 [46] 0.014858149 -0.057787588 -0.055296922 -0.131991588 > (mypacf <- c(rpacf$acf)) [1] 3.111119e-01 1.386303e-01 2.041142e-01 -1.069668e-01 1.530399e-01 [6] 2.202862e-01 -1.769534e-02 3.103338e-01 -5.627100e-02 -2.080935e-02 [11] 2.795539e-02 -2.970572e-01 -1.563220e-01 1.081518e-01 2.907265e-02 [16] -1.330368e-01 2.647074e-02 1.010006e-01 -1.043303e-01 8.813427e-02 [21] 7.627165e-02 -2.426551e-01 -5.480542e-02 -1.780286e-01 -8.097951e-02 [26] -7.017327e-02 5.400595e-02 6.510815e-02 2.021433e-02 -3.069372e-03 [31] -1.330065e-02 -9.253807e-02 8.230575e-02 -6.435811e-02 4.019862e-02 [36] 4.487753e-02 -5.295336e-02 7.452782e-02 -1.038831e-02 -2.673743e-02 [41] 4.453813e-02 2.283493e-02 -6.151057e-02 -8.101533e-02 2.572637e-02 [46] -1.106937e-01 1.357711e-05 -5.757508e-02 > 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/3i8qg1291820059.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/4lqom1291820059.tab") > > try(system("convert tmp/1xpra1291820059.ps tmp/1xpra1291820059.png",intern=TRUE)) character(0) > try(system("convert tmp/2xpra1291820059.ps tmp/2xpra1291820059.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.574 0.325 1.453