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(493,514,522,490,484,506,501,462,465,454,464,427,460,473,465,422,415,413,420,363,376,380,384,346,389,407,393,346,348,353,364,305,307,312,312,286,324,336,327,302,299,311,315,264,278,278,287,279,324,354,354,360,363,385,412,370,389,395,417,404) > par7 = '0.95' > par6 = 'White Noise' > par5 = '12' > par4 = '0' > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/1mus51292010495.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2mus51292010495.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.00000000 0.91733899 0.84273794 0.79022531 0.76738956 0.67801535 [7] 0.59339177 0.53965919 0.52254429 0.44126008 0.38648582 0.35040056 [13] 0.34475831 0.24272036 0.15334314 0.09365256 0.06657004 -0.01050464 [19] -0.07369656 -0.11423828 -0.11497073 -0.16551637 -0.19812751 -0.21139197 [25] -0.20176094 -0.26356256 -0.31849228 -0.34852343 -0.34757397 -0.38328571 [31] -0.41604114 -0.43165985 -0.41061691 -0.41412530 -0.40829118 -0.39366167 [37] -0.35793167 -0.36381758 -0.36647327 -0.35255800 -0.32075035 -0.30219221 [43] -0.28615727 -0.25847817 -0.20449135 -0.16747438 -0.12528370 -0.08562762 [49] -0.03678984 > (mypacf <- c(rpacf$acf)) [1] 0.917338986 0.007742656 0.101161005 0.172081952 -0.411096885 [6] 0.008780693 0.120270961 0.085081073 -0.292580277 0.252843364 [11] -0.028689404 -0.038994940 -0.478495641 0.120825312 0.007407803 [16] -0.097034489 0.087476445 0.110855985 -0.107934646 -0.066933161 [21] 0.110115839 -0.100155545 -0.008010334 -0.066030247 -0.106555995 [26] -0.086718917 0.020852209 -0.016469655 0.066298551 -0.100597731 [31] -0.023575269 0.006195597 0.123264623 -0.067497439 -0.051504403 [36] 0.061954253 -0.018204126 -0.073507202 0.047459033 0.009141055 [41] 0.055653733 -0.032440865 0.079346319 0.022820236 -0.063508174 [46] 0.068392699 -0.038203982 0.009838619 > 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/30mqe1292010495.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/4tdpz1292010495.tab") > > try(system("convert tmp/1mus51292010495.ps tmp/1mus51292010495.png",intern=TRUE)) character(0) > try(system("convert tmp/2mus51292010495.ps tmp/2mus51292010495.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.595 0.321 3.673