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Type 'q()' to quit R. > x <- c(9.676,8.642,9.402,9.610,9.294,9.448,10.319,9.548,9.801,9.596,8.923,9.746,9.829,9.125,9.782,9.441,9.162,9.915,10.444,10.209,9.985,9.842,9.429,10.132,9.849,9.172,10.313,9.819,9.955,10.048,10.082,10.541,10.208,10.233,9.439,9.963,10.158,9.225,10.474,9.757,10.490,10.281,10.444,10.640,10.695,10.786,9.832,9.747,10.411,9.511,10.402,9.701,10.540,10.112,10.915,11.183,10.384,10.834,9.886,10.216,10.943,9.867,10.203,10.837,10.573,10.647,11.502,10.656,10.866,10.835,9.945,10.331,10.718,9.462,10.579,10.633,10.346,10.757,11.207,11.013,11.015,10.765,10.042,10.661) > 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/1yqgu1353926597.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/273sq1353926597.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/3elqi1353926597.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 -0.5267146080 -0.0249608339 0.2974151716 -0.3108489947 [6] 0.0386472971 0.1061042592 -0.1217756925 -0.1527449251 0.2890028326 [11] -0.1307463352 -0.2414459212 0.6084572889 -0.4155037628 0.1145060932 [16] 0.1662874298 -0.2697091651 0.1193223195 -0.0793892423 -0.0005628342 [21] -0.0604711369 0.0920195491 0.0213423390 -0.2071112989 0.3852498687 [26] -0.2063246842 0.0560378168 0.0400655852 -0.0793925059 -0.0028281517 [31] -0.0450136319 0.0572240135 -0.1270207643 0.0876149821 0.0790831397 [36] -0.2176449480 0.2688309451 -0.0389401007 -0.0670799218 0.0306209105 [41] 0.0251424990 -0.1025135580 0.0335577163 0.0698588285 -0.1854308620 [46] 0.1055085865 0.1025954195 -0.2363773464 0.2398923680 > (mypacf <- c(rpacf$acf)) [1] -0.526714608 -0.418490100 0.097883665 -0.098058209 -0.198465642 [6] -0.140494318 -0.071257433 -0.423621244 -0.194220808 -0.084160337 [11] -0.566709130 -0.020615384 -0.061760401 0.065095317 -0.040745566 [16] 0.062746272 0.161690104 -0.223824895 -0.075821184 0.090740345 [21] -0.135545625 0.024568360 -0.073879859 -0.031834354 0.032634414 [26] 0.053573757 -0.047541239 0.044592435 -0.084218801 0.083317874 [31] 0.012184929 0.035435013 0.046514846 -0.013247078 0.005737845 [36] -0.159301058 0.039249793 0.069167994 -0.205788840 -0.062972991 [41] -0.036708146 -0.018152419 0.047819290 0.040991298 -0.008180634 [46] -0.010027930 -0.059064326 0.063051506 > 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/4ucsu1353926597.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/5rmsh1353926597.tab") > > try(system("convert tmp/1yqgu1353926597.ps tmp/1yqgu1353926597.png",intern=TRUE)) character(0) > try(system("convert tmp/273sq1353926597.ps tmp/273sq1353926597.png",intern=TRUE)) character(0) > try(system("convert tmp/3elqi1353926597.ps tmp/3elqi1353926597.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.764 0.463 2.210