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Type 'q()' to quit R. > x <- c(369.82,373.1,374.55,375.01,374.81,375.31,375.31,375.39,375.59,376.26,377.18,377.26,377.26,381.87,387.09,387.14,388.78,389.16,389.16,389.42,389.49,388.97,388.97,389.09,389.09,391.76,390.96,391.76,392.8,393.06,393.06,393.26,393.87,394.47,394.57,394.57,394.57,399.57,406.13,407.03,409.46,409.9,409.9,410.14,410.54,410.69,410.79,410.97,410.97,413.8,423.31,423.85,426.6,426.26,426.26,426.32,427.14,427.55,428.29,428.8,428.8,434.87,435.66,440.75,440.99,441.04,441.04,441.88,441.92,442.48,442.81,442.81) > 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/1wmbj1366267337.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/21jvn1366267337.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/3n3wt1366267337.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] 1.00000000 0.95871402 0.91735064 0.87502266 0.83240528 0.78875622 [7] 0.74559232 0.70125916 0.65631802 0.61113135 0.57038528 0.53010259 [13] 0.49270960 0.45099938 0.41026966 0.37383386 0.33679481 0.30191714 [19] 0.26681858 0.23088905 0.19405891 0.15953362 0.12396681 0.09739059 [25] 0.07133294 0.04210368 0.01283020 -0.01846522 -0.04986097 -0.08031834 [31] -0.11074305 -0.14177884 -0.17271540 -0.20096282 -0.22833258 -0.24941427 [37] -0.26603206 -0.28578764 -0.30268881 -0.31430579 -0.32512912 -0.33329021 [43] -0.34108477 -0.34927837 -0.35727366 -0.36415072 -0.37065249 -0.37808866 [49] -0.38392849 > (mypacf <- c(rpacf$acf)) [1] 0.9587140169 -0.0220351451 -0.0335063466 -0.0261440437 -0.0359096485 [6] -0.0183072426 -0.0389586699 -0.0336840117 -0.0298055612 0.0273345938 [11] -0.0197104471 0.0085266232 -0.0794257207 -0.0183005199 0.0262884665 [16] -0.0365395433 -0.0015096953 -0.0329758642 -0.0366701089 -0.0391890803 [21] -0.0001222645 -0.0490187539 0.0819964945 -0.0189856306 -0.0670422973 [26] -0.0247201279 -0.0661837648 -0.0299134979 -0.0249900497 -0.0348965839 [31] -0.0420180645 -0.0220105165 -0.0075266138 -0.0208717904 0.0334145342 [36] 0.0144525211 -0.0563292028 -0.0042178564 0.0360507347 -0.0231337081 [41] -0.0041836017 -0.0286920933 -0.0292360210 -0.0205676764 -0.0052882948 [46] -0.0213310011 -0.0521145539 -0.0096947751 > 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/4oeit1366267338.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/5qe8r1366267338.tab") > > try(system("convert tmp/1wmbj1366267337.ps tmp/1wmbj1366267337.png",intern=TRUE)) character(0) > try(system("convert tmp/21jvn1366267337.ps tmp/21jvn1366267337.png",intern=TRUE)) character(0) > try(system("convert tmp/3n3wt1366267337.ps tmp/3n3wt1366267337.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 5.658 1.187 6.823