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Type 'q()' to quit R. > x <- c(0.43,0.45,0.44,0.44,0.44,0.48,0.47,0.47,0.47,0.49,0.49,0.46,0.45,0.44,0.42,0.43,0.43,0.47,0.47,0.47,0.47,0.48,0.48,0.48,0.49,0.49,0.47,0.5,0.51,0.5,0.49,0.5,0.51,0.51,0.5,0.53,0.5,0.49,0.46,0.46,0.47,0.49,0.5,0.5,0.51,0.5,0.52,0.5,0.48,0.47,0.43,0.42,0.45,0.5,0.52,0.52,0.51,0.52,0.52,0.51,0.51,0.51,0.48,0.49,0.47,0.51,0.5,0.51,0.51,0.52,0.51,0.52) > 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/1064a1354035067.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/2289l1354035067.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/38asn1354035067.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 0.001015961 0.058918534 -0.245318548 0.000220155 [6] -0.201646651 -0.166485911 -0.073285453 0.052842616 -0.177467496 [11] -0.024625782 0.123667566 0.318597685 0.035372775 0.106920446 [16] -0.155804784 -0.097325658 -0.099640895 0.033341755 0.031603071 [21] -0.062256047 -0.144199728 0.080839296 0.011964162 0.047701455 [26] 0.119249127 0.178304806 -0.079872057 -0.019663271 -0.156763902 [31] 0.084226435 -0.132438578 0.014189171 -0.135980006 0.070865552 [36] -0.055408685 0.232154361 0.096783391 0.044372062 -0.055765084 [41] -0.031943229 -0.062125218 -0.121327066 -0.049202840 0.061037977 [46] -0.069784627 -0.033470780 -0.034696971 0.219361911 > (mypacf <- c(rpacf$acf)) [1] 0.0010159612 0.0589175623 -0.2462899327 0.0008327117 -0.1844287758 [6] -0.2444909597 -0.0735497188 -0.0458763485 -0.3372543621 -0.1753885512 [11] 0.0207215350 0.1236179590 -0.0534967589 0.0818447563 -0.1671904234 [16] -0.1849365794 0.0878545658 0.0562982544 -0.0276630742 -0.0741635283 [21] -0.1578231637 0.0340054132 -0.0021617545 -0.1403580025 0.0329862531 [26] 0.1100296408 -0.0674016460 0.1436989065 -0.0796729176 -0.0762267085 [31] -0.0565094162 0.0974953513 -0.1413754765 0.0024615373 0.0295450868 [36] 0.1030245460 0.0806611512 -0.0687639739 -0.0530808992 -0.0030838617 [41] 0.1148345007 -0.1159368350 0.0483526713 -0.0129360005 -0.1293750484 [46] 0.0670625768 -0.0823183509 -0.0785176055 > 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/4hx0y1354035067.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/575101354035067.tab") > > try(system("convert tmp/1064a1354035067.ps tmp/1064a1354035067.png",intern=TRUE)) character(0) > try(system("convert tmp/2289l1354035067.ps tmp/2289l1354035067.png",intern=TRUE)) character(0) > try(system("convert tmp/38asn1354035067.ps tmp/38asn1354035067.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 2.515 0.452 2.952