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Type 'q()' to quit R. > x <- c(46.83,45.93,45.93,45.93,45.9,45.91,45.85,45.58,45.56,45.5,45.5,45.5,45.51,45.49,45.4,45.38,45.38,45.38,45.49,45.41,44.99,44.98,44.93,44.93,44.91,44.86,44.76,44.89,44.89,45,45.01,45.11,45.05,44.67,44.48,44.48,44.48,44.58,44.79,44.79,44.41,44.41,44.44,44.43,44.36,44.39,44.39,44.41,44.32,44.43,44.82,44.97,44.91,44.79,44.76,44.8,44.65,44.49,44.56,44.4,44.45,44.46,44.39,44.5,44.44,44.41,44.4,44.42,44.49,44.46,44.49,44.5) > 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/1ubns1352736906.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/23e3j1352736906.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/34rnp1352736906.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 0.097206280 -0.113994503 -0.064734885 -0.089328826 [6] -0.032336510 0.099507058 0.020937785 0.072792031 -0.088961223 [11] -0.104827926 -0.067148455 0.057781357 0.234133608 0.067570647 [16] -0.066369307 -0.064442931 -0.169656938 -0.052641723 0.265917354 [21] 0.127865369 0.033172398 -0.037123991 0.018065079 0.021997074 [26] 0.028151236 -0.002260341 -0.008258011 -0.096973497 -0.055186719 [31] -0.216085597 -0.039112053 0.205131234 0.182316915 0.001937466 [36] -0.066191877 -0.046722830 -0.090531974 -0.046941950 0.212861225 [41] -0.009507873 -0.041967590 -0.009926216 -0.055356707 -0.057134467 [46] 0.007144854 -0.018849950 0.029515133 -0.086867976 > (mypacf <- c(rpacf$acf)) [1] 0.0972062805 -0.1246211168 -0.0411816770 -0.0947845380 -0.0272047082 [6] 0.0837460583 -0.0139074469 0.0871768796 -0.1063081002 -0.0541382417 [11] -0.0650112327 0.0506662977 0.2082764417 -0.0004199057 -0.0165543119 [16] -0.0352752418 -0.1273178410 -0.0227272010 0.2254091184 0.0578079967 [21] 0.0248472589 -0.0043551704 0.1252210357 0.0708627017 0.0104397249 [26] -0.0695237437 -0.0877900715 -0.0784218301 0.0098824989 -0.1527469796 [31] -0.0283044746 0.0741166694 0.1214065434 0.0121777500 -0.0547787596 [36] 0.0389879461 -0.1087381991 -0.0972037686 0.1989003350 -0.0856752694 [41] 0.0252745273 -0.0110291972 0.0300848429 -0.0742823943 -0.1227437722 [46] -0.0847276225 -0.0416511383 -0.0913701924 > 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/46p751352736906.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/5u2uq1352736906.tab") > > try(system("convert tmp/1ubns1352736906.ps tmp/1ubns1352736906.png",intern=TRUE)) character(0) > try(system("convert tmp/23e3j1352736906.ps tmp/23e3j1352736906.png",intern=TRUE)) character(0) > try(system("convert tmp/34rnp1352736906.ps tmp/34rnp1352736906.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.866 0.422 2.269