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Type 'q()' to quit R. > x <- c(41,39,50,40,43,38,44,35,39,35,29,49,50,59,63,32,39,47,53,60,57,52,70,90,74,62,55,84,94,70,108,139,120,97,126,149,158,124,140,109,114,77,120,133,110,92,97,78,99,107,112,90,98,125,155,190,236,189,174,178,136,161,171,149,184,155,276,224,213,279,268,287,238,213,257,293,212,246,353,339,308,247,257,322,298,273,312,249,286,279,309,401,309,328,353,354,327,324,285,243,241,287,355,460,364,487,452,391,500,451,375,372,302,316,398,394,431,431) > par8 = '' > par7 = '0.95' > par6 = 'White Noise' > par5 = '12' > par4 = '0' > par3 = '1' > par2 = '1' > par1 = '48' > par8 <- '' > par7 <- '0.95' > par6 <- 'White Noise' > par5 <- '12' > par4 <- '0' > par3 <- '1' > par2 <- '1' > par1 <- '48' > #'GNU S' R Code compiled by R2WASP v. 1.2.291 () > #Author: root > #To cite this work: Wessa P., (2012), (Partial) Autocorrelation Function (v1.0.11) in Free Statistics Software (v$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_autocorrelation.wasp/ > #Source of accompanying publication: > # > 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 (par8 != '') par8 <- as.numeric(par8) > ox <- x > if (par8 == '') { + if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } + } else { + x <- log(x,base=par8) + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/fisher/rcomp/tmp/1xm7c1356113489.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > op <- par(mfrow=c(2,1)) > plot(ox,type='l',main='Original Time Series',xlab='time',ylab='value') > if (par8=='') { + mytitle <- paste('Working Time Series (lambda=',par2,', d=',par3,', D=',par4,')',sep='') + mysub <- paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='') + } else { + mytitle <- paste('Working Time Series (base=',par8,', d=',par3,', D=',par4,')',sep='') + mysub <- paste('(base=',par8,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='') + } > plot(x,type='l', main=mytitle,xlab='time',ylab='value') > par(op) > dev.off() null device 1 > postscript(file="/var/fisher/rcomp/tmp/2qmyi1356113489.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=mysub) > dev.off() null device 1 > postscript(file="/var/fisher/rcomp/tmp/360521356113489.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',sub=mysub) > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.0000000000 -0.2592532444 -0.1371021858 0.1555421348 -0.2382611039 [6] 0.1126685907 -0.0546177972 -0.2149648862 0.1774991006 -0.0924168451 [11] -0.2051480282 0.1134450749 0.1902792298 0.0400974863 0.0763396185 [16] -0.0820197386 -0.0824161572 0.1351714073 -0.1628705217 0.0232787370 [21] 0.1142638512 -0.2505810944 0.0785309167 0.0242678098 0.0001556352 [26] 0.1735867931 -0.1018728100 -0.0194983811 0.0833742158 -0.1248628324 [31] 0.0280481657 0.0562260274 -0.0612435702 -0.0877714734 0.0146866601 [36] 0.0064661905 0.1232089267 0.0370000079 -0.1486868564 0.1963811438 [41] -0.0302902145 -0.0694093419 0.0379191577 -0.0565316588 0.0103063194 [46] -0.0753325010 -0.1043759424 0.1273253644 0.0697499349 > (mypacf <- c(rpacf$acf)) [1] -0.2592532444 -0.2190363556 0.0624148421 -0.2287817345 0.0261042866 [6] -0.1249282179 -0.2353490241 -0.0421192528 -0.1313147952 -0.3298427776 [11] -0.2534413923 0.0975328225 0.0582091355 0.0834157933 -0.0014468630 [16] -0.1303767251 -0.0113458440 -0.0944482201 0.0239900964 0.0505539822 [21] -0.1317989541 0.0077103443 0.0356605950 0.0779049007 0.0195569793 [26] -0.0576754347 -0.0536822979 0.0001005802 -0.0161776528 0.0129359957 [31] 0.0021638726 -0.0218062100 -0.1351295576 -0.0459980897 -0.0029685215 [36] 0.0500255253 0.0034692360 -0.1199339800 0.1053118306 0.0817575336 [41] 0.1353889430 -0.0462132303 -0.0046306742 -0.0356805397 -0.0345452281 [46] 0.0379308154 0.0435447825 0.0417986110 > lengthx <- length(x) > sqrtn <- sqrt(lengthx) > > #Note: the /var/fisher/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/fisher/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/fisher/rcomp/tmp/43qc71356113489.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/fisher/rcomp/tmp/5zmjn1356113489.tab") > > try(system("convert tmp/1xm7c1356113489.ps tmp/1xm7c1356113489.png",intern=TRUE)) character(0) > try(system("convert tmp/2qmyi1356113489.ps tmp/2qmyi1356113489.png",intern=TRUE)) character(0) > try(system("convert tmp/360521356113489.ps tmp/360521356113489.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.786 0.603 2.388