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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 = '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/fisher/rcomp/tmp/17iw11353971489.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/2p1fs1353971489.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/3zqin1353971489.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 0.9392065857 0.8786661888 0.8244456391 0.7593949391 [6] 0.7012606662 0.6309121492 0.5533444765 0.4767684627 0.3923047798 [11] 0.3289753006 0.2712531509 0.2109273227 0.1566500550 0.0989365983 [16] 0.0554558194 0.0442199395 0.0243771761 0.0201847245 0.0117811880 [21] -0.0054048234 -0.0236606990 -0.0196880991 -0.0126258971 -0.0030074704 [26] 0.0002834715 0.0070475982 0.0076906426 -0.0049283158 -0.0141582886 [31] -0.0189412880 -0.0209507945 -0.0272850623 -0.0435351241 -0.0448182651 [36] -0.0619457489 -0.0803092413 -0.0945396374 -0.1210376952 -0.1535779502 [41] -0.1763012286 -0.2052178180 -0.2218294124 -0.2439993086 -0.2647636600 [46] -0.2858284909 -0.3241001351 -0.3518025876 -0.3787458841 > (mypacf <- c(rpacf$acf)) [1] 0.9392065857 -0.0292034354 0.0214322887 -0.1216665496 0.0253968627 [6] -0.1496873588 -0.0903458033 -0.0659053795 -0.1079859453 0.1234560768 [11] -0.0029174147 -0.0228166062 -0.0224239864 -0.0565981300 0.0600850502 [16] 0.2105814994 -0.0861889419 0.1034970669 -0.0888943637 -0.0593047717 [21] -0.1451762787 0.1935050101 -0.0513218505 0.0601364975 -0.0181482969 [26] 0.0456921057 -0.0941038101 -0.1348321936 -0.0432932498 0.0462617061 [31] 0.1403556022 -0.0628640453 -0.0002351088 0.0431308735 -0.2048954132 [36] -0.0428190293 0.0559369768 -0.1418362495 -0.0007800283 0.0892000792 [41] -0.0792973585 -0.0462166959 -0.0569438737 -0.0238014304 -0.0527512529 [46] -0.1093540026 0.0238036300 -0.0467311669 > 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/4pbul1353971489.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/51sxp1353971489.tab") > > try(system("convert tmp/17iw11353971489.ps tmp/17iw11353971489.png",intern=TRUE)) character(0) > try(system("convert tmp/2p1fs1353971489.ps tmp/2p1fs1353971489.png",intern=TRUE)) character(0) > try(system("convert tmp/3zqin1353971489.ps tmp/3zqin1353971489.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.815 0.508 2.314