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(1.4272,1.4614,1.4914,1.4816,1.4562,1.4268,1.4088,1.4016,1.365,1.319,1.305,1.2785,1.3239,1.3449,1.2732,1.3322,1.4369,1.4975,1.577,1.5553,1.5557,1.575,1.5527,1.4748,1.4718,1.457,1.4684,1.4227,1.3896,1.3622,1.3716,1.3419,1.3511,1.3516,1.3242,1.3074,1.2999,1.3213,1.2881,1.2611,1.2727,1.2811,1.2684,1.265,1.277,1.2271,1.202,1.1938,1.2103,1.1856,1.1786,1.2015,1.2256,1.2292,1.2037,1.2165,1.2694,1.2938,1.3201,1.3014,1.3119,1.3408,1.2991,1.249,1.2218,1.2176,1.2266,1.2138,1.2007,1.1985,1.2262,1.2646) > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/18m4v1273070268.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/28m4v1273070268.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.00000000 0.94589825 0.85592051 0.76113017 0.66056403 0.55330174 [7] 0.44112354 0.34241750 0.28205483 0.24303459 0.21946526 0.21429885 [13] 0.22385257 0.24650831 0.27806819 0.30208862 0.30391244 0.28287729 [19] 0.24911508 0.20418913 0.15278348 0.09084661 0.03080288 -0.02247807 [25] -0.06472742 -0.11270728 -0.15948583 -0.20231984 -0.22877860 -0.24662146 [31] -0.25015810 -0.24874478 -0.24924457 -0.24838403 -0.23439520 -0.21521591 [37] -0.20766275 -0.20746655 -0.20639476 -0.19957998 -0.20240586 -0.23228936 [43] -0.27079506 -0.30492616 -0.33397312 -0.35778742 -0.37299062 -0.37456951 [49] -0.34957672 > (mypacf <- c(rpacf$acf)) [1] 0.945898253 -0.368581706 0.019219013 -0.126982106 -0.094092784 [6] -0.094405591 0.095556382 0.257662852 -0.034685493 0.076281007 [11] 0.058708122 0.003826266 0.033814745 0.070829276 -0.040834908 [16] -0.189284907 -0.102020287 0.005636656 -0.055003596 0.062235694 [21] -0.036349311 0.047921004 -0.095524056 0.012187828 -0.223525632 [26] -0.040652021 -0.101238068 0.073745145 -0.070750883 0.167961081 [31] -0.038516733 -0.089060662 -0.004704393 0.146938802 -0.019097299 [36] -0.164151931 0.066550376 -0.049837121 0.008075762 -0.091305932 [41] -0.075809073 -0.000389881 -0.016910010 0.010408494 0.033710802 [46] 0.010017242 0.081905812 0.054036147 > 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/34wjm1273070268.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/4xnjp1273070268.tab") > > try(system("convert tmp/18m4v1273070268.ps tmp/18m4v1273070268.png",intern=TRUE)) character(0) > try(system("convert tmp/28m4v1273070268.ps tmp/28m4v1273070268.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.573 0.311 0.722