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Type 'q()' to quit R. > x <- c(155.28,173.24,180.16,181.52,182.25,182.19,182,181.65,180.07,182.62,180.38,181.15,180.5,181.14,180.93,211.91,223.81,226.88,226.8,231.81,232.06,232.32,228.37,226.31,225.72,219.98,219.31,215.19,213.81,213.7,213.6,213.52,218.39,219.97,221.09,219.17,219.17,218.45,216.88,216.19,214.59,269.87,272.71,280.35,274.5,268.86,261.7,263.98,263.01,262.79,263.59,267,267.89,267.86,266.84,268.24,267.67,269.07,270.87,271.68,271.63,275.21,276.66,276.08,278.3,279.06,279.28,279.12,262.72,262.55,260.7,259.14) > 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/1kxww1352761748.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/29ybb1352761748.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/3pfav1352761749.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] 1.00000000 0.93521665 0.87781762 0.81927258 0.76633021 0.71155431 [7] 0.66208468 0.61315408 0.56725381 0.52058065 0.47415019 0.42614375 [13] 0.38013740 0.33505231 0.29065290 0.24135921 0.21652094 0.20378816 [19] 0.19152077 0.17820770 0.17062651 0.16227482 0.15529893 0.14206815 [25] 0.12534187 0.10575950 0.07715758 0.02862999 -0.01601379 -0.06555621 [31] -0.10870695 -0.14858302 -0.17057173 -0.19171673 -0.21058962 -0.22839694 [37] -0.24783024 -0.26719568 -0.28754715 -0.30952259 -0.33507243 -0.37232390 [43] -0.36458350 -0.35644081 -0.34204233 -0.33193489 -0.32756023 -0.33209952 [49] -0.33660899 > (mypacf <- c(rpacf$acf)) [1] 0.9352166463 0.0254243411 -0.0365734123 0.0117940144 -0.0399946141 [6] 0.0086133690 -0.0194755698 -0.0069548075 -0.0301239061 -0.0299153224 [11] -0.0409873558 -0.0189530399 -0.0225349192 -0.0285867423 -0.0718429964 [16] 0.1539680576 0.0955828323 -0.0081129786 -0.0110646189 0.0308711648 [21] -0.0039598750 0.0032426768 -0.0522605187 -0.0508078083 -0.0432321257 [26] -0.1090217576 -0.2076624246 -0.0372933260 -0.0909672183 -0.0398741657 [31] 0.0086277843 0.1480703157 0.0305194933 0.0023124411 0.0317936562 [36] -0.0109110606 0.0002865598 -0.0503271171 -0.0795188578 -0.1004619785 [41] -0.2161984073 0.2114840833 -0.0165470096 0.0117658069 -0.0234349323 [46] -0.0768067928 -0.0050643637 0.0198905553 > 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/440p11352761749.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/5dnt01352761749.tab") > > try(system("convert tmp/1kxww1352761748.ps tmp/1kxww1352761748.png",intern=TRUE)) character(0) > try(system("convert tmp/29ybb1352761748.ps tmp/29ybb1352761748.png",intern=TRUE)) character(0) > try(system("convert tmp/3pfav1352761749.ps tmp/3pfav1352761749.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.840 0.424 2.246