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Type 'q()' to quit R. > x <- c(0.34,0.34,0.34,0.34,0.34,0.34,0.34,0.34,0.34,0.34,0.34,0.34,0.34,0.34,0.35,0.35,0.35,0.35,0.35,0.35,0.35,0.36,0.36,0.38,0.38,0.39,0.39,0.39,0.4,0.4,0.4,0.4,0.4,0.4,0.4,0.4,0.4,0.4,0.4,0.4,0.4,0.4,0.4,0.4,0.4,0.4,0.39,0.39,0.4,0.4,0.4,0.4,0.4,0.4,0.4,0.4,0.4,0.4,0.4,0.4,0.4,0.4,0.41,0.41,0.41,0.41,0.41,0.41,0.42,0.42,0.42,0.42) > 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/1n47o1353676476.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/22ehi1353676476.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/3zi741353676476.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 0.9590315694 0.9180631389 0.8715317125 0.8231459542 [6] 0.7797565903 0.7326585625 0.6837062029 0.6310451793 0.5783841558 [11] 0.5220144684 0.4724955073 0.4211222142 0.3697489212 0.3183756281 [16] 0.2712776004 0.2241795726 0.1789358767 0.1336921809 0.0903028170 [21] 0.0469134531 -0.0001845747 -0.0374443414 -0.0728497762 -0.0904330208 [26] -0.1011655392 -0.1057684603 -0.1172221078 -0.1305300871 -0.1358541373 [31] -0.1411781876 -0.1465022378 -0.1518262880 -0.1552960063 -0.1587657246 [36] -0.1659441068 -0.1731224889 -0.1803008711 -0.1893335852 -0.1983662992 [41] -0.2111076772 -0.2257033870 -0.2421534288 -0.2586034706 -0.2769078443 [46] -0.2883614917 -0.3035238030 -0.3266700434 -0.3448198894 > (mypacf <- c(rpacf$acf)) [1] 0.9590315694 -0.0209125934 -0.0907031199 -0.0483910495 0.0407076118 [6] -0.0677126863 -0.0591463231 -0.0731492734 -0.0230550689 -0.0793791305 [11] 0.0494921597 -0.0550225921 -0.0408474624 -0.0430032627 0.0351533822 [16] -0.0452180547 -0.0205489908 -0.0479322169 -0.0042397762 -0.0546551730 [21] -0.0828967001 0.0701485459 -0.0056162559 0.1703585217 0.0600480044 [26] 0.0484745775 -0.1352218961 -0.0414898182 0.0771865947 -0.0188803667 [31] -0.0971462921 -0.0179177212 0.0055697814 0.0042273736 -0.0940136930 [36] -0.0084455286 -0.0363476794 -0.0316477945 -0.0148090513 -0.0609500172 [41] -0.0884854260 -0.0631948157 0.0004801748 -0.0768091749 0.0673314818 [46] -0.0594458882 -0.0631750766 0.0365433082 > 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/4936g1353676476.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/5w0rh1353676476.tab") > > try(system("convert tmp/1n47o1353676476.ps tmp/1n47o1353676476.png",intern=TRUE)) character(0) > try(system("convert tmp/22ehi1353676476.ps tmp/22ehi1353676476.png",intern=TRUE)) character(0) > try(system("convert tmp/3zi741353676476.ps tmp/3zi741353676476.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.693 0.363 2.032