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Type 'q()' to quit R. > x <- c(1.38,1.96,1.36,1.24,1.35,1.23,1.09,1.08,1.33,1.35,1.38,1.5,1.47,2.09,1.52,1.29,1.52,1.27,1.35,1.29,1.41,1.39,1.45,1.53,1.45,2.11,1.53,1.38,1.54,1.35,1.29,1.33,1.47,1.47,1.54,1.59,1.5,2,1.51,1.4,1.62,1.44,1.29,1.28,1.4,1.39,1.46,1.49,1.45,2.05,1.59,1.42,1.73,1.39,1.23,1.37,1.51,1.47,1.5,1.54,1.54,2.15,1.62,1.4,1.65,1.49,1.45,1.45,1.51,1.48,1.56,1.57) > par8 = '' > par7 = '0.95' > par6 = 'White Noise' > par5 = '12' > par4 = '0' > par3 = '0' > par2 = '1' > par1 = '48' > par8 <- '' > par7 <- '0.95' > par6 <- 'White Noise' > par5 <- '12' > par4 <- '0' > par3 <- '0' > par2 <- '1' > par1 <- '48' > #'GNU S' R Code compiled by R2WASP v. 1.2.291 () > #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/1vhr01352715185.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/2wg0c1352715185.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/3n14y1352715185.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] 1.000000000 0.219423150 0.073880947 0.203663835 -0.116840883 [6] -0.225143198 -0.342337530 -0.247974679 -0.174689876 0.117739754 [11] 0.013706686 0.097694648 0.725893657 0.114646492 0.021050136 [16] 0.160819563 -0.126315715 -0.201178931 -0.288484178 -0.208732375 [21] -0.160090437 0.047767519 -0.021210352 0.045351453 0.553873960 [26] 0.087068066 0.024140979 0.141305077 -0.089331245 -0.173320707 [31] -0.223659478 -0.164104533 -0.144870160 0.004533155 -0.034884773 [36] 0.025132537 0.423419995 0.075906607 0.026398523 0.131551607 [41] -0.050160342 -0.122803167 -0.167914875 -0.120859429 -0.117203498 [46] -0.024529886 -0.053848950 -0.004021932 0.266133250 > (mypacf <- c(rpacf$acf)) [1] 0.2194231500 0.0270361232 0.1913022174 -0.2185020668 -0.1857040969 [6] -0.3396100511 -0.0699683896 -0.0577029626 0.3580356741 -0.1074666537 [11] 0.0491442264 0.5997232764 -0.3283816526 -0.0351275137 -0.0948384146 [16] -0.0108943251 0.0267768597 0.0373865192 0.0073989336 0.0066844870 [21] -0.1387114729 -0.0055999081 0.0234040453 0.0466935401 0.0630987688 [26] -0.0015368753 -0.0841181980 0.0232551554 -0.1035566547 0.0929591883 [31] -0.0025633250 0.0062337287 -0.0397083850 -0.0195162229 -0.0138712798 [36] 0.0219934831 0.0099853075 0.0044047444 -0.0034786374 -0.0172984754 [41] 0.0483846361 -0.0344810134 0.0163548140 0.0002018502 -0.0420698397 [46] -0.0236016419 -0.0151334592 -0.1276732392 > 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/4szlw1352715185.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/57tr41352715185.tab") > > try(system("convert tmp/1vhr01352715185.ps tmp/1vhr01352715185.png",intern=TRUE)) character(0) > try(system("convert tmp/2wg0c1352715185.ps tmp/2wg0c1352715185.png",intern=TRUE)) character(0) > try(system("convert tmp/3n14y1352715185.ps tmp/3n14y1352715185.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 2.416 0.381 2.777