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Type 'q()' to quit R. > x <- c(227.81,227.81,227.01,227.26,227.1,227.59,227.59,227.7,227.75,226.33,225.95,226.33,226.33,226.22,224.84,221.88,222.37,221.8,221.8,221.8,221.9,220.2,219.95,220.05,220.05,220.05,220.62,221.53,221.61,221.5,221.5,221.87,222.27,220.86,221.49,221.67,221.67,221.72,221.67,220.29,220.75,219.59,219.59,219.59,219.82,221.59,220.9,221.01,221.01,219.69,221,219.82,218.04,217.97,217.97,217.53,217,217.18,217.68,217.71,217.71,218.5,218.8,218.94,220,219.89,219.89,220.08,220.16,221,222.16,221.5) > 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/17tlc1353971339.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/27md51353971339.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/3gs041353971339.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 -0.0137845322 0.0010637915 0.1155119090 -0.1022647186 [6] 0.1025733424 0.0969427480 -0.0497233923 0.0930922851 -0.1423211275 [11] -0.0515600196 -0.0392557434 -0.1170420245 0.0499768446 -0.0412940723 [16] -0.0844686710 0.0521818465 -0.1733578087 0.0551943699 0.1280796492 [21] 0.0008304905 -0.0969423488 -0.0217660987 -0.0526379307 0.0980210032 [26] -0.0585959744 0.0119963148 0.0589106646 -0.0764589918 -0.0639321696 [31] -0.0539588416 0.0097207974 0.0855841607 -0.0263417737 0.1518689464 [36] -0.0141591038 -0.0725917580 0.1791696854 0.0919338946 0.0525135867 [41] 0.0228651757 -0.0275137583 0.0843941794 -0.0257888663 -0.0346479174 [46] -0.0052743108 -0.0778439391 -0.0395880718 -0.1014642329 > (mypacf <- c(rpacf$acf)) [1] -0.0137845322 0.0008739443 0.1155606533 -0.1004319387 0.1029405299 [6] 0.0864873841 -0.0275282670 0.0630213110 -0.1487452866 -0.0357979782 [11] -0.0874625024 -0.0798128009 0.0279269409 -0.0300402175 -0.0327307731 [16] 0.0352513382 -0.1227287007 0.0665405728 0.1045504176 0.0569699961 [21] -0.1779623170 -0.0227647984 -0.0338980927 0.0712587487 -0.0847416770 [26] -0.0164868731 0.0596619225 -0.0302651411 -0.0800511665 -0.0775120879 [31] 0.0635562381 0.0393805927 -0.0148692507 0.1607899310 -0.0068417739 [36] -0.0217330108 0.1366454473 0.0629539958 0.0373959575 -0.0850449208 [41] 0.0632063231 0.0182944402 -0.0558837480 -0.0388962459 -0.0216875384 [46] -0.0468538218 -0.0600010944 -0.0373955987 > 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/4j5yq1353971339.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/5ptlt1353971339.tab") > > try(system("convert tmp/17tlc1353971339.ps tmp/17tlc1353971339.png",intern=TRUE)) character(0) > try(system("convert tmp/27md51353971339.ps tmp/27md51353971339.png",intern=TRUE)) character(0) > try(system("convert tmp/3gs041353971339.ps tmp/3gs041353971339.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 2.060 0.571 2.621