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Type 'q()' to quit R. > x <- c(31.5,31.29,31.3,31.06,31.09,31.11,31.13,31.1,31.03,30.74,30.83,30.82,30.8,30.74,30.71,30.58,30.71,30.7,30.7,30.72,30.68,30.78,30.84,30.8,30.8,30.88,30.87,30.92,30.82,30.75,30.75,30.75,30.63,30.52,30.58,30.6,30.6,30.63,30.56,30.61,30.53,30.6,30.6,30.63,30.66,30.34,30.32,30.3,30.3,30.08,29.96,29.91,29.83,29.89,29.85,30.06,29.83,29.95,30.02,30.03,30.03,29.96,29.85,30.12,29.91,29.9,29.92,29.89,29.96,29.72,29.6,29.54) > 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/1irlv1352718488.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/2qxmc1352718488.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/3y5pr1352718488.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 -0.240643283 0.090766194 -0.056780106 0.002684065 [6] 0.168675166 0.028006621 -0.176691229 0.060607215 -0.089716161 [11] -0.103117769 0.023378720 -0.066441402 -0.038629849 -0.033534814 [16] -0.057895287 0.015237222 0.074751207 -0.131083447 0.103009173 [21] 0.072884622 0.016117219 -0.038077696 -0.055741876 0.063544179 [26] -0.020602596 -0.051465448 -0.048950015 -0.063387022 -0.013188073 [31] -0.022234599 0.005560943 0.047318363 -0.027844277 -0.044626054 [36] -0.121982247 0.154814366 0.099689014 0.003078310 -0.004507628 [41] -0.093735331 0.121253994 0.089724004 -0.038302707 0.014584366 [46] -0.031530165 -0.070098024 0.149534587 -0.092935767 > (mypacf <- c(rpacf$acf)) [1] -0.2406432826 0.0348766851 -0.0290205925 -0.0212552097 0.1797268805 [6] 0.1160733001 -0.1838741555 -0.0171419412 -0.0549445032 -0.2192272160 [11] -0.0605744648 0.0165125932 -0.0691310781 -0.0636492255 0.0130838329 [16] -0.0144109660 0.0379805902 -0.0929672274 0.0345178472 0.1225444353 [21] 0.0179509499 -0.1100892965 -0.0737239322 0.0289606805 -0.1395752600 [26] -0.1044602932 -0.0014862529 -0.0994452521 -0.0858424007 0.0153569375 [31] 0.0514469711 0.0367460073 0.0100643363 -0.0409797853 -0.2262396033 [36] 0.0044177670 0.1330160131 -0.0088470356 -0.0008387632 -0.0855912392 [41] -0.0050155433 0.0871874387 -0.0171871519 -0.0374709746 0.0279843873 [46] -0.0694240699 0.0849414123 0.0200663631 > 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/49mtz1352718488.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/5bvtu1352718488.tab") > > try(system("convert tmp/1irlv1352718488.ps tmp/1irlv1352718488.png",intern=TRUE)) character(0) > try(system("convert tmp/2qxmc1352718488.ps tmp/2qxmc1352718488.png",intern=TRUE)) character(0) > try(system("convert tmp/3y5pr1352718488.ps tmp/3y5pr1352718488.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 2.321 0.400 2.701