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Type 'q()' to quit R. > x <- c(104.4,104.4,104.4,104.4,104.4,104.41,104.42,104.68,106.02,106.35,106.38,106.47,106.5,106.56,113.07,116.26,118,118.02,118.04,118.12,118.12,118.17,118.22,118.22,118.23,118.23,118.23,119.94,120.88,121.14,121.16,121.2,121.2,121.2,121.2,121.2,121.22,121.22,121.95,123.05,123.44,123.65,123.79,123.87,123.91,123.94,124.28,126.28,126.68,126.69,126.69,126.99,128.79,128.84,128.95,128.97,128.97,128.97,128.97,128.97,128.97,128.98,128.99,129.07,129.76,130.47,130.76,130.88,131.04,131.06,131.13,131.15) > 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/1v0721353953581.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/2ush41353953581.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/3al1p1353953581.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 0.3785955443 0.0581251382 -0.1310863426 -0.1211093490 [6] -0.0505053576 0.0172743213 -0.0276920770 -0.0518154034 -0.1073861936 [11] -0.1279218203 -0.0593231522 0.0270818490 0.1457597913 0.0307963625 [16] -0.0655211230 -0.0758098120 -0.0642078389 -0.0502348307 -0.0079704909 [21] 0.0007548118 -0.0673244940 -0.0687356056 -0.0137552467 0.0870630971 [26] 0.1201875933 -0.0085552792 -0.0331676126 -0.0489202900 -0.0594016917 [31] -0.0408543494 0.0247277699 0.0815663372 0.1616113666 -0.0264533206 [36] -0.0606678492 0.0042261985 0.0762318088 0.1551928380 -0.0073218469 [41] -0.0408496423 -0.0661831226 -0.0745322760 -0.0604719743 -0.0345599681 [46] -0.0574424472 -0.0632352030 -0.0526390788 -0.0332398535 > (mypacf <- c(rpacf$acf)) [1] 0.378595544 -0.099466427 -0.138675973 -0.016137016 0.007452039 [6] 0.016209834 -0.073376362 -0.030397466 -0.080913585 -0.079090635 [11] 0.004356976 0.025611155 0.109697453 -0.107108003 -0.058996407 [16] 0.008537078 -0.043406376 -0.055778404 -0.013131831 -0.003589094 [21] -0.100814602 -0.017229429 0.041755307 0.064102106 0.016877598 [26] -0.139676116 0.038131939 -0.009618959 -0.074485543 -0.029253313 [31] 0.049450701 0.057840780 0.101373056 -0.129610098 0.021814986 [36] 0.064447945 0.010894540 0.089232025 -0.112191559 0.044749380 [41] -0.014722896 -0.022816776 -0.004620878 -0.061061546 -0.051752931 [46] -0.067882257 0.036540861 -0.018368950 > 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/4ugej1353953581.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/5ify11353953581.tab") > > try(system("convert tmp/1v0721353953581.ps tmp/1v0721353953581.png",intern=TRUE)) character(0) > try(system("convert tmp/2ush41353953581.ps tmp/2ush41353953581.png",intern=TRUE)) character(0) > try(system("convert tmp/3al1p1353953581.ps tmp/3al1p1353953581.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 2.261 0.360 2.610