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Type 'q()' to quit R. > x <- c(98.68,99.21,99.36,100.72,102.27,102.62,102.97,102.88,102.9,103.01,103.02,103.73,104.18,103.73,103.78,103.61,103.84,103.86,104.14,104.05,104.01,104.49,104.83,104.78,104.95,105.28,105.28,105.91,106.81,106.39,107.02,106.92,107.01,106.79,107.41,107.13,107.54,108.48,108.5,108.27,109.42,110.09,109.98,109.99,109.54,108.85,106.76,107.56,106.24,108.85,111.11,111.85,110.68,106.96,106.74,105.73,105.66,104.01,106.86,108.84,110.66,106.93,103.74,101.64,102.17,101.13,100.64,100.43,99.77,99.79,99.47,99.63) > 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/1zvkb1353695987.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/2px9s1353695987.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/31n3m1353695987.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 0.276646066 0.041098131 -0.358873474 -0.110207829 [6] -0.137851528 -0.074480008 0.029596694 0.209189505 0.407339653 [11] 0.171563058 -0.012120386 -0.241978956 -0.044269057 -0.092226438 [16] 0.082237779 -0.012590231 0.092745783 0.013564878 0.045811219 [21] 0.007022190 -0.044323226 0.063605878 0.005588880 0.031975350 [26] -0.091930131 -0.017171462 -0.048935511 -0.002677272 -0.016296220 [31] 0.020553803 -0.004147537 0.009524732 0.015805069 -0.040128740 [36] -0.054327587 -0.013599208 0.007395869 0.029357728 0.010122054 [41] -0.028222787 -0.069700699 -0.063324247 -0.036524460 -0.016937200 [46] -0.018933089 0.066930891 0.038080913 0.036114188 > (mypacf <- c(rpacf$acf)) [1] 0.2766460659 -0.0383716114 -0.3904795484 0.1183571137 -0.1229907820 [6] -0.1955483257 0.1615941483 0.1402696234 0.2800876958 0.0128032537 [11] -0.0009654819 -0.0001312734 0.1214046257 -0.0713914780 0.1000016239 [16] -0.0321833426 -0.1026462484 -0.0925506609 -0.0133624253 0.0579944622 [21] -0.0352412156 0.1198733828 -0.0001246787 -0.0753337944 0.0051184681 [26] 0.0040205874 0.0221260595 -0.0681280550 -0.0231945737 -0.0362701929 [31] -0.1130066947 -0.0072125466 0.0734654429 -0.0262852841 -0.0619676541 [36] 0.1097509012 -0.0426698753 0.0542836664 0.0365826190 -0.0247249458 [41] -0.0530086692 -0.1016328071 -0.0196177675 -0.0205496110 -0.0891311644 [46] 0.0930199064 -0.0080518494 -0.0073381670 > 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/403hp1353695987.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/5gu8g1353695987.tab") > > try(system("convert tmp/1zvkb1353695987.ps tmp/1zvkb1353695987.png",intern=TRUE)) character(0) > try(system("convert tmp/2px9s1353695987.ps tmp/2px9s1353695987.png",intern=TRUE)) character(0) > try(system("convert tmp/31n3m1353695987.ps tmp/31n3m1353695987.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.684 0.335 2.003