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Type 'q()' to quit R. > x <- c(6.715,7.703,9.856,8.326,9.269,7.035,10.342,11.682,10.304,11.385,9.777,8.882,7.897,6.930,9.545,9.110,7.459,7.320,10.017,12.307,11.072,10.749,9.589,9.080,7.384,8.062,8.511,8.684,8.306,7.643,10.577,13.747,11.783,11.611,9.946,8.693,7.303,7.609,9.423,8.584,7.586,6.843,11.811,13.414,12.103,11.501,8.213,7.982,7.687,7.180,7.862,8.043,8.340,6.692,10.065,12.684,11.587,9.843,8.110,7.940,6.475,6.121,9.669,7.778,7.826,7.403,10.741,14.023,11.519,10.236,8.075,8.157) > par8 = '' > par7 = '0.95' > par6 = 'White Noise' > par5 = '12' > par4 = '0' > par3 = '0' > par2 = '1' > par1 = '60' > par8 <- '' > par7 <- '0.95' > par6 <- 'White Noise' > par5 <- '12' > par4 <- '0' > par3 <- '0' > par2 <- '1' > par1 <- '60' > #'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/19ics1386680421.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/2t1ib1386680421.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/33z2q1386680421.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 0.55114638 0.07671402 -0.19624985 -0.28612818 -0.27171618 [7] -0.42123530 -0.33588103 -0.27494667 -0.17547497 0.14051080 0.50828606 [13] 0.74706195 0.43942344 0.00778712 -0.23121809 -0.27203809 -0.24941654 [19] -0.36460804 -0.29633007 -0.22240336 -0.09927426 0.12455650 0.41263193 [25] 0.61788994 0.32954204 -0.04911095 -0.21825513 -0.21220833 -0.16668429 [31] -0.26693287 -0.23345196 -0.17259991 -0.03974233 0.12781713 0.30848983 [37] 0.42548919 0.19983973 -0.04257445 -0.15513269 -0.12437220 -0.08422673 [43] -0.18023846 -0.15429552 -0.09815504 -0.01035074 0.09147076 0.18154022 [49] 0.25220937 0.10651417 -0.03543718 -0.10786328 -0.06006401 -0.01396476 [55] -0.10012906 -0.08909055 -0.05763552 -0.00108549 0.07765576 0.08711473 [61] 0.13723162 > (mypacf <- c(rpacf$acf)) [1] 0.551146379 -0.326107484 -0.116660400 -0.109798444 -0.108798738 [6] -0.447983517 0.040369248 -0.420783924 -0.222106437 0.105425186 [11] 0.368880285 0.277702930 -0.098505221 -0.083342745 -0.154212701 [16] 0.016873106 -0.024846354 -0.062841277 0.139532887 -0.059920552 [21] -0.056790296 -0.237388017 0.038126721 -0.004551250 -0.109422894 [26] -0.043425555 0.061110950 -0.018864309 -0.012733243 0.004213337 [31] -0.026290307 -0.091847302 0.125203458 -0.173258691 -0.056212442 [36] -0.137542788 -0.035344992 0.016806653 0.084511377 -0.050646880 [41] -0.036089251 0.006568436 -0.038631100 -0.040142264 0.023338804 [46] -0.040438902 -0.029109874 -0.120224458 0.016791135 -0.037052882 [51] -0.068355410 -0.027667961 0.010307631 -0.105771581 -0.003615092 [56] -0.015422387 -0.090565534 0.110321798 -0.054082439 0.001220431 > 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/4inb21386680421.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/59df81386680421.tab") > > try(system("convert tmp/19ics1386680421.ps tmp/19ics1386680421.png",intern=TRUE)) character(0) > try(system("convert tmp/2t1ib1386680421.ps tmp/2t1ib1386680421.png",intern=TRUE)) character(0) > try(system("convert tmp/33z2q1386680421.ps tmp/33z2q1386680421.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 3.064 0.638 3.737