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Type 'q()' to quit R. > x <- c(910,910,970,950,980,860,920,950,900,950,950,940,860,810,870,960,970,860,850,910,970,980,970,1000,910,740,810,1050,920,830,880,910,880,960,900,1110,870,720,780,970,1020,830,820,920,840,920,920,1150,820,760,760,960,1010,790,820,880,820,870,870,1230,760,810,850,990,940,850,860,860,780,880,850,1220,850,800,840,1090,810,870,810,860,800,870,860,1220,820,860,750,1020,780,830,860,850,820,790,1020,1230,760,880,760,1090,840,900,930,820,780,870,990,1270) > 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/15dwk1377051338.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/24a921377051338.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/3p4b51377051338.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 -0.397379162 -0.016281684 -0.300300262 0.348905395 [6] -0.081852359 -0.094204651 -0.009523341 0.347940852 -0.305385399 [11] -0.070377150 -0.295734144 0.765227055 -0.308937591 0.015067614 [16] -0.293700131 0.373805939 -0.164051948 -0.060841546 0.034188213 [21] 0.296340688 -0.258168978 -0.139616343 -0.158608551 0.585598678 [26] -0.251984080 0.036933870 -0.247808262 0.321642653 -0.172795122 [31] -0.066717654 0.087967014 0.199928685 -0.156893857 -0.200852835 [36] -0.053495192 0.433254235 -0.206284802 0.046350329 -0.173728463 [41] 0.241928521 -0.174096573 -0.044455140 0.115479146 0.128918299 [46] -0.103981894 -0.194315949 -0.001116337 0.291550880 > (mypacf <- c(rpacf$acf)) [1] -0.397379162 -0.206856658 -0.484220257 -0.040125378 -0.055434533 [6] -0.256430963 -0.069445872 0.379026402 -0.099176322 -0.140470370 [11] -0.528991535 0.362707481 0.177924294 0.098698992 -0.098803936 [16] 0.054302255 0.010458550 0.027084171 0.093360275 -0.086770544 [21] -0.058311865 -0.137652494 0.045886380 0.041093334 0.026722690 [26] 0.018887859 0.041281613 -0.048607846 0.084383717 -0.023803636 [31] 0.012783679 -0.196751197 0.016266617 -0.023178488 0.047783177 [36] 0.026184905 -0.053732804 0.022043885 0.079749268 0.030108557 [41] -0.062663349 0.001897508 -0.044302547 -0.011279042 -0.028580114 [46] 0.075196005 -0.031258129 0.008933996 > 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/4yevb1377051338.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/5z1x41377051338.tab") > > try(system("convert tmp/15dwk1377051338.ps tmp/15dwk1377051338.png",intern=TRUE)) character(0) > try(system("convert tmp/24a921377051338.ps tmp/24a921377051338.png",intern=TRUE)) character(0) > try(system("convert tmp/3p4b51377051338.ps tmp/3p4b51377051338.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.936 0.425 2.340