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Type 'q()' to quit R. > x <- c(79.49,79.69,79.86,79.87,79.83,79.83,79.83,79.37,79.53,79.78,79.94,79.97,79.97,79.98,80.25,80.38,80.13,80.15,80.15,80.18,80.47,80.83,80.62,80.66,80.66,80.67,80.8,81.04,81.24,81.26,81.26,81.47,81.94,82.83,82.29,82.32,82.32,82.3,82.54,82.54,82.62,82.63,82.63,82.63,82.71,83.25,83.14,83.34,83.34,83.37,83.33,83.26,83.66,83.64,83.64,83.71,83.87,84.17,84.35,84.44,84.44,84.45,84.67,84.95,84.89,84.93,84.93,84.93,85.45,85.77,85.79,85.9) > 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/1m98g1352717575.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/2f5ov1352717575.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/39vfo1352717575.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 0.9536413981 0.9091454462 0.8664944035 0.8279976496 [6] 0.7960087282 0.7605479971 0.7222680692 0.6771475235 0.6325727164 [11] 0.5931881183 0.5572293921 0.5203611926 0.4770535283 0.4335238468 [16] 0.3944209204 0.3603189986 0.3249629962 0.2892672117 0.2511678376 [21] 0.2098309328 0.1766043319 0.1455189074 0.1113661285 0.0761934170 [26] 0.0371385637 -0.0005601598 -0.0384462771 -0.0680988411 -0.0947385973 [31] -0.1217279062 -0.1519682215 -0.1823452933 -0.2080647903 -0.2246651924 [36] -0.2427237685 -0.2628386160 -0.2858868299 -0.3107074090 -0.3413299433 [41] -0.3602260192 -0.3716724214 -0.3806523298 -0.3912091346 -0.4030592227 [46] -0.4123722722 -0.4125172485 -0.4118127983 -0.4096671352 > (mypacf <- c(rpacf$acf)) [1] 0.9536413981 -0.0031630343 -0.0025426123 0.0237943591 0.0528968953 [6] -0.0519743920 -0.0481860247 -0.0944210422 -0.0229042455 0.0209759536 [11] 0.0071609439 -0.0380918805 -0.0860042866 -0.0217963762 0.0236887552 [16] 0.0195626084 -0.0531505707 -0.0274455169 -0.0382181885 -0.0524669212 [21] 0.0489689050 -0.0177791376 -0.0759053480 -0.0336718238 -0.0510213523 [26] -0.0227973922 -0.0538134248 0.0343818236 0.0009467841 -0.0137982414 [31] -0.0534183195 -0.0239660764 0.0003274446 0.0598095202 -0.0464962756 [36] -0.0449592021 -0.0545700697 -0.0420272308 -0.1189921309 0.0561672841 [41] 0.0401813352 0.0139886743 -0.0271430923 -0.0162264655 -0.0085574396 [46] 0.0701866866 -0.0284689300 -0.0016746751 > 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/4tluf1352717575.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/5qlj31352717575.tab") > > try(system("convert tmp/1m98g1352717575.ps tmp/1m98g1352717575.png",intern=TRUE)) character(0) > try(system("convert tmp/2f5ov1352717575.ps tmp/2f5ov1352717575.png",intern=TRUE)) character(0) > try(system("convert tmp/39vfo1352717575.ps tmp/39vfo1352717575.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 2.093 0.348 2.420