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Type 'q()' to quit R. > x <- c(15.58,15.66,15.73,15.74,15.77,15.78,15.8,15.81,15.82,15.88,15.85,15.89,15.92,16.02,16.1,16.13,16.21,16.25,16.27,16.21,16.21,16.24,16.32,16.32,16.36,16.48,16.54,16.58,16.56,16.55,16.58,16.53,16.6,16.46,16.48,16.48,16.49,16.54,16.67,16.72,16.79,16.86,16.84,16.86,16.96,17.01,17.02,17.04,17.04,17.39,17.54,17.57,17.58,17.56,17.63,17.67,17.71,17.75,17.82,17.86,17.89,17.96,18,18.08,18,18.02,18.01,18.02,17.95,17.96,18,18.01) > 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/fisher/rcomp/tmp/10tqf1353678210.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/2bkug1353678210.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/3x6u81353678210.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 0.962475855 0.924769615 0.887996812 0.850513470 [6] 0.810169560 0.768072075 0.724947211 0.681591668 0.634826048 [11] 0.589473346 0.542587879 0.496185499 0.448626215 0.402767557 [16] 0.359234759 0.317083661 0.277852532 0.240122189 0.204315182 [21] 0.165822774 0.126671543 0.088283230 0.054993856 0.029444789 [26] 0.003064862 -0.020930847 -0.043588696 -0.064744145 -0.084488763 [31] -0.104725008 -0.124470575 -0.144663645 -0.161779987 -0.183220012 [36] -0.201558733 -0.220171782 -0.240160363 -0.260100076 -0.276983082 [41] -0.296572649 -0.313226685 -0.330082268 -0.347171187 -0.364702200 [46] -0.380524047 -0.395024355 -0.408179780 -0.418549791 > (mypacf <- c(rpacf$acf)) [1] 0.9624758547 -0.0215935808 -0.0069026769 -0.0291966295 -0.0589496295 [6] -0.0463276962 -0.0388044803 -0.0282779288 -0.0712686185 -0.0077738838 [11] -0.0496210943 -0.0220403120 -0.0446663927 -0.0084754535 0.0005542363 [16] -0.0117613429 0.0125865428 -0.0121940532 -0.0029426699 -0.0714889123 [21] -0.0442025880 -0.0329636957 0.0302995892 0.0752273235 -0.0380749695 [26] 0.0070811839 -0.0195960591 -0.0107616498 -0.0146232968 -0.0352300693 [31] -0.0265807302 -0.0413890970 0.0157834516 -0.0992813514 0.0118481225 [36] -0.0448907729 -0.0463433606 -0.0268665257 0.0140011758 -0.0558231573 [41] 0.0089433439 -0.0265160230 -0.0583026330 -0.0354969274 -0.0178578860 [46] -0.0061897643 -0.0147739584 0.0063421557 > 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/4lpg71353678210.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/50keg1353678210.tab") > > try(system("convert tmp/10tqf1353678210.ps tmp/10tqf1353678210.png",intern=TRUE)) character(0) > try(system("convert tmp/2bkug1353678210.ps tmp/2bkug1353678210.png",intern=TRUE)) character(0) > try(system("convert tmp/3x6u81353678210.ps tmp/3x6u81353678210.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.713 0.445 2.144