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Type 'q()' to quit R. > x <- c(15.13,15.25,15.33,15.36,15.4,15.4,15.41,15.47,15.54,15.55,15.59,15.65,15.75,15.86,15.89,15.94,15.93,15.95,15.99,15.99,16.06,16.08,16.07,16.11,16.15,16.18,16.3,16.42,16.49,16.5,16.58,16.64,16.66,16.81,16.91,16.92,16.95,17.11,17.16,17.16,17.27,17.34,17.39,17.43,17.45,17.5,17.56,17.65,17.62,17.7,17.72,17.71,17.74,17.75,17.78,17.8,17.86,17.88,17.89,17.94,17.98,18.1,18.14,18.19,18.23,18.24,18.27,18.3,18.34,18.36,18.36,18.4) > 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/wessaorg/rcomp/tmp/1po101353966277.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/2j8dl1353966277.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/3693v1353966277.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 0.961460810 0.924496228 0.887650524 0.849718819 [6] 0.811603779 0.772272838 0.731789255 0.690665617 0.650474669 [11] 0.609791257 0.568934088 0.530409074 0.493306155 0.458082299 [16] 0.421988935 0.385996416 0.349314817 0.312077741 0.275081786 [21] 0.236472439 0.198589513 0.159533669 0.119062171 0.079657919 [26] 0.039073833 -0.000492908 -0.037590905 -0.072162374 -0.105905854 [31] -0.140096326 -0.172685073 -0.203555726 -0.232901044 -0.259856801 [36] -0.284605458 -0.306912678 -0.328985942 -0.347863795 -0.364254568 [41] -0.378350297 -0.390033778 -0.399512818 -0.406705253 -0.413324825 [46] -0.418586054 -0.420706865 -0.419425615 -0.415750871 > (mypacf <- c(rpacf$acf)) [1] 0.9614608098 0.0011818390 -0.0172259588 -0.0338203560 -0.0235022305 [6] -0.0373190853 -0.0379793751 -0.0325665753 -0.0119900601 -0.0299803349 [11] -0.0272584617 0.0050903276 -0.0043103482 0.0011811071 -0.0354987016 [16] -0.0250189046 -0.0366728990 -0.0366253468 -0.0276508435 -0.0505842929 [21] -0.0223312336 -0.0466079645 -0.0520956463 -0.0213003122 -0.0491135714 [26] -0.0245527005 -0.0047477416 -0.0029377589 -0.0243461672 -0.0447646729 [31] -0.0212558522 -0.0169162359 -0.0222160553 -0.0092266878 -0.0092067791 [36] -0.0048792695 -0.0331331471 0.0042315625 0.0027031296 -0.0005214888 [41] -0.0002853383 -0.0010094897 -0.0003481836 -0.0196011429 -0.0128354824 [46] 0.0142205357 0.0228199458 0.0084519612 > 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/4882r1353966277.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/5451e1353966277.tab") > > try(system("convert tmp/1po101353966277.ps tmp/1po101353966277.png",intern=TRUE)) character(0) > try(system("convert tmp/2j8dl1353966277.ps tmp/2j8dl1353966277.png",intern=TRUE)) character(0) > try(system("convert tmp/3693v1353966277.ps tmp/3693v1353966277.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.715 0.298 1.990