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Type 'q()' to quit R. > x <- c(434.49,434.43,434.07,434.52,433.52,433.52,433.52,433.26,433.63,434.67,432.87,432.49,432.5,430.88,431.64,433.7,434.47,434.38,434.9,435.3,435.37,436.61,436.08,436.08,436.08,435.99,437.72,438.73,437.7,438.13,438.13,438.31,439.67,442,442.61,442.27,442.27,443.72,443.83,444.01,445.01,444.9,444.86,445.36,447.99,449.08,448.66,447.65,447.69,448.17,450.62,450.38,449.18,448.73,448.73,449.55,449.71,449.93,452.23,452.98,452.88,452.37,452.76,452.96,455.21,453.6,453.6,453.86,454.21,454.62,456.28,456.17) > 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/1md3c1356889176.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/2tbud1356889176.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/35eng1356889176.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 0.0574801417 -0.2419942640 -0.1247670182 -0.0719608243 [6] 0.0128187909 0.3160452508 -0.0287351730 -0.0479612751 -0.0789424271 [11] -0.0540142838 0.0861411269 0.1236289971 -0.0038273074 0.0609277692 [16] -0.0960994710 -0.1514608541 0.0403477437 0.2747878228 -0.0065797182 [21] -0.1040377949 -0.1331702460 -0.1207628469 -0.0301051433 0.1229416810 [26] 0.0787760665 0.0248342294 -0.1130727333 -0.0891192730 0.0825175717 [31] 0.0074292066 -0.0301058035 -0.0609433519 -0.0951152455 -0.0606460408 [36] 0.0573884808 -0.0284931536 0.0509688964 -0.0139976223 -0.0714155453 [41] -0.0693484338 0.0728421969 -0.0007912503 0.1419513482 0.0200831651 [46] -0.0908759735 -0.0550831732 -0.0089442667 -0.0315359230 > (mypacf <- c(rpacf$acf)) [1] 0.057480142 -0.246111374 -0.099631246 -0.127490130 -0.036900232 [6] 0.279647636 -0.091657102 0.111394969 -0.067721803 -0.006030713 [11] 0.085787317 -0.011464017 0.072041259 0.083932565 -0.054599017 [16] -0.087418990 -0.015606732 0.231498093 -0.079672379 -0.048684562 [21] -0.064074628 -0.113736227 -0.081807806 -0.105221219 0.070904436 [26] 0.041871572 -0.036404016 0.005106409 0.073443906 -0.050670855 [31] -0.053228317 -0.159791272 -0.003320557 -0.023192066 -0.034459069 [36] -0.125647558 0.080350907 0.018324165 -0.039317511 -0.047611076 [41] 0.120265493 -0.017354621 0.082733146 -0.006987198 0.053323440 [46] 0.063112553 -0.135643627 0.013962659 > 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/4aj4e1356889176.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/5xc511356889177.tab") > > try(system("convert tmp/1md3c1356889176.ps tmp/1md3c1356889176.png",intern=TRUE)) character(0) > try(system("convert tmp/2tbud1356889176.ps tmp/2tbud1356889176.png",intern=TRUE)) character(0) > try(system("convert tmp/35eng1356889176.ps tmp/35eng1356889176.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.821 0.486 2.294