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Type 'q()' to quit R. > x <- c(103.48,103.93,103.89,104.4,104.79,104.77,105.13,105.26,104.96,104.75,105.01,105.1,103.48,103.93,103.89,104.4,104.79,106.12,106.57,106.44,106.54,107.1,108.1,108.4,108.84,109.62,110.42,110.67,111.66,112.28,112.87,112.18,112.36,112.16,111.49,111.25,111.36,111.74,111.1,111.33,111.25,111.04,110.97,111.31,111.02,111.07,111.36,111.54,112.05,112.52,112.94,113.33,113.78,113.77,113.82,113.89,114.25,114.41,114.55,115,115.66,116.33,116.91,117.2,117.59,117.95,118.09,117.99,118.31,118.49,118.96,119.01) > 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/wessaorg/rcomp/tmp/1wku31352710773.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/wessaorg/rcomp/tmp/2al1r1352710773.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/wessaorg/rcomp/tmp/3lxec1352710773.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 0.2079556274 0.1852496990 0.1608223193 0.2460218758 [6] -0.1386471426 -0.0892723346 0.1392840653 -0.0758476304 -0.1516804713 [11] -0.1380757400 0.0322596230 -0.0911090291 -0.1245962698 -0.2288242934 [16] -0.1048893418 -0.3438352882 -0.2858367889 -0.2423350970 0.0272396589 [21] -0.0707706735 -0.0573868208 0.1592305162 0.0486743620 0.0232100795 [26] -0.0350590709 0.1556246318 -0.0435108890 -0.0547227987 0.0514164082 [31] 0.0176943743 0.0079004269 0.1190562972 0.1540085814 0.0653063795 [36] 0.0798124843 0.0563493672 -0.0354984935 -0.0140194807 0.0076774526 [41] -0.0118610140 -0.0269991082 0.0417355636 0.0400428022 0.0355285786 [46] 0.0482764189 0.0376872644 -0.0003721433 -0.0221491979 > (mypacf <- c(rpacf$acf)) [1] 0.207955627 0.148422780 0.103829594 0.188354527 -0.272582047 [6] -0.115131514 0.218558251 -0.129172088 -0.072890853 -0.110799140 [11] 0.009395532 0.090884880 -0.077281926 -0.323384607 -0.048919982 [16] -0.255149750 -0.095412468 -0.074877414 0.094231003 0.081409844 [21] -0.038461077 0.084562529 -0.116215494 -0.077447896 -0.077350476 [26] -0.081099797 -0.065895040 -0.075862632 0.044703716 -0.150445888 [31] -0.075656855 0.059476603 -0.075388138 -0.087509105 0.033632228 [36] -0.040074730 -0.048020749 0.066436656 -0.095618689 0.037246934 [41] -0.101837727 -0.016949539 0.029666991 -0.066177526 0.008893410 [46] -0.057107525 -0.015732162 -0.012866506 > lengthx <- length(x) > sqrtn <- sqrt(lengthx) > > #Note: the /var/wessaorg/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/wessaorg/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/wessaorg/rcomp/tmp/4g3jw1352710773.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/wessaorg/rcomp/tmp/5dgbo1352710773.tab") > > try(system("convert tmp/1wku31352710773.ps tmp/1wku31352710773.png",intern=TRUE)) character(0) > try(system("convert tmp/2al1r1352710773.ps tmp/2al1r1352710773.png",intern=TRUE)) character(0) > try(system("convert tmp/3lxec1352710773.ps tmp/3lxec1352710773.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.865 0.398 2.247