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Type 'q()' to quit R. > x <- c(56,55,54,52,72,71,56,46,47,47,48,50,44,38,33,33,52,54,39,22,31,31,38,42,41,31,36,34,51,47,31,19,30,33,36,40,32,25,28,29,55,55,40,38,44,41,49,59,61,47,43,39,66,68,63,68,67,59,68,78,82,70,62,68,94,102,100,104,103,93,110,114,120,102,95,103,122,139,135,135,137,130,148,148,145,128,131,133,146,163,151,157,152,149,172,167,160,150,160,165,171,179,171,176,170,169,194,196,188,174,186,191,197,206,197,204,201,190,213,213) > par8 = '' > par7 = '0.95' > par6 = 'White Noise' > par5 = '12' > par4 = '1' > par3 = '1' > par2 = '1' > par1 = '48' > par8 <- '' > par7 <- '0.95' > par6 <- 'White Noise' > par5 <- '12' > par4 <- '1' > 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/17k7s1387555611.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/2jrgd1387555611.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/33ue51387555611.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 -0.0735874494 -0.1093861325 -0.1571087380 -0.1180969641 [6] 0.1447263557 0.0189195225 -0.0308029597 0.0787900797 0.0314955300 [11] -0.2821216436 0.1328018891 0.0162855791 -0.0453676745 -0.0178209473 [16] -0.0581535974 0.1536762905 0.2203747138 -0.1736176422 -0.1058884605 [21] -0.0016170108 0.0308300993 0.1666749451 0.0445939096 -0.0888014969 [26] -0.0520190376 -0.0121751232 -0.0034457292 0.0788031054 -0.0950110424 [31] -0.0143888198 0.0008675691 0.0473823051 0.0311406357 0.0391988383 [36] -0.0337824842 -0.1916352871 0.0556752903 0.0488234530 0.1522935822 [41] -0.0375058816 -0.1201749630 -0.0706741096 0.1305845120 0.0613803540 [46] -0.0074642371 0.0597615510 -0.1548480272 -0.0152397148 > (mypacf <- c(rpacf$acf)) [1] -0.073587449 -0.115426292 -0.177901982 -0.169985994 0.077218169 [6] -0.022425953 -0.053946497 0.097483145 0.080686619 -0.303096678 [11] 0.130649704 0.033799500 -0.169514649 -0.080739423 0.075278781 [16] 0.074417254 0.190340288 -0.054101729 -0.039516704 -0.030940062 [21] 0.089924655 0.083180933 0.066594757 -0.055663037 -0.050687880 [26] 0.100609288 0.088746323 -0.099933725 -0.109408114 0.047065558 [31] -0.006249095 0.060347105 -0.011244324 -0.005640426 0.041946510 [36] -0.151362228 0.032022235 -0.009526886 -0.022889624 -0.024327853 [41] 0.036315317 -0.072337335 0.068659785 0.073098635 0.029974266 [46] 0.053564702 -0.083397879 -0.095689720 > 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/4lqem1387555611.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/5d9a51387555611.tab") > > try(system("convert tmp/17k7s1387555611.ps tmp/17k7s1387555611.png",intern=TRUE)) character(0) > try(system("convert tmp/2jrgd1387555611.ps tmp/2jrgd1387555611.png",intern=TRUE)) character(0) > try(system("convert tmp/33ue51387555611.ps tmp/33ue51387555611.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 2.898 0.581 3.448