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Type 'q()' to quit R. > x <- c(46,62,66,59,58,61,41,27,58,70,49,59,44,36,72,45,56,54,53,35,61,52,47,51,52,63,74,45,51,64,36,30,55,64,39,40,63,45,59,55,40,64,27,28,45,57,45,69,60,56,58,50,51,53,37,22,55,70,62,58,39,49,58,47,42,62,39,40,72,70,54,65) > par8 = '' > par7 = '0.95' > par6 = 'White Noise' > par5 = '12' > par4 = '0' > par3 = '2' > par2 = '1' > par1 = '48' > par8 <- '' > par7 <- '0.95' > par6 <- 'White Noise' > par5 <- '12' > par4 <- '0' > par3 <- '2' > 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/1jt8v1353944112.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/2c6571353944113.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/3ii4e1353944113.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 -0.489514256 -0.237288653 0.349220716 -0.069072397 [6] -0.194391347 0.271020572 -0.153782666 -0.077915808 0.286108490 [11] -0.258930542 -0.103191807 0.411308823 -0.184142024 -0.260506141 [16] 0.331258613 -0.072678328 -0.171718930 0.263462422 -0.196457895 [21] -0.025383121 0.250503107 -0.201398832 -0.143339039 0.320637263 [26] -0.009506387 -0.373144923 0.376264278 -0.121568868 -0.087827691 [31] 0.142664262 -0.098399905 -0.031804741 0.220140290 -0.213578587 [36] -0.098881700 0.308800745 -0.119355116 -0.160076615 0.192266202 [41] -0.012169786 -0.143074540 0.108641191 0.016808584 -0.094793670 [46] 0.148694323 -0.149925564 -0.011694808 0.157286358 > (mypacf <- c(rpacf$acf)) [1] -0.489514256 -0.627206790 -0.318298488 -0.207439384 -0.308788331 [6] -0.035603886 -0.129840133 -0.190208237 0.128159766 -0.016454476 [11] -0.286780536 -0.036612993 0.189635340 0.054351822 0.043697501 [16] 0.026216245 -0.044476514 0.123174252 -0.043199183 -0.090678569 [21] 0.007761403 0.091832583 -0.068860323 -0.249456263 0.126745340 [26] -0.027903166 0.154199163 -0.035540131 0.036338259 0.029551748 [31] -0.069840137 0.005909444 0.035483030 0.067468083 0.018883430 [36] -0.067845722 -0.112410273 -0.036758499 0.040883542 0.095099517 [41] 0.079918187 -0.106928413 -0.004791215 0.068860379 -0.015414089 [46] -0.108304260 -0.023075220 0.026151976 > 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/4in2r1353944113.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/5eqxs1353944113.tab") > > try(system("convert tmp/1jt8v1353944112.ps tmp/1jt8v1353944112.png",intern=TRUE)) character(0) > try(system("convert tmp/2c6571353944113.ps tmp/2c6571353944113.png",intern=TRUE)) character(0) > try(system("convert tmp/3ii4e1353944113.ps tmp/3ii4e1353944113.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 2.923 0.609 3.499