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Type 'q()' to quit R. > x <- c(9,13,12,5,13,11,8,8,8,8,0,3,0,-1,-1,-4,1,-1,0,-1,6,0,-3,-3,4,1,0,-4,-2,3,2,5,6,6,3,4,7,5,6,1,3,6,0,3,4,7,6,6,6,6,2,2,2,3,-1,-4,4,5,3,-1,-4,0,-1,-1,3,2,-4,-3,-1,3,-2,-10) > 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/1b51y1387802478.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/2vspe1387802478.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/3730e1387802478.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 0.602625886 0.401338019 0.394542200 0.436668305 [6] 0.323240626 0.116851328 0.120358008 0.093395596 -0.024037503 [11] -0.125688051 -0.019076672 0.009678105 -0.125131743 -0.253066615 [16] -0.156418968 -0.046220646 -0.189679013 -0.275367662 -0.275946112 [21] -0.198369048 -0.286010588 -0.345793534 -0.263154894 -0.148951151 [26] -0.144009694 -0.180377869 -0.035964091 0.024017022 0.040616046 [31] -0.061831600 0.026287093 0.126601393 0.049342062 -0.010241609 [36] -0.025426891 0.104718823 0.119364956 0.080505848 0.127095705 [41] 0.191161948 0.180998388 0.127074117 0.213299700 0.265050771 [46] 0.221010522 0.087794871 0.082991799 0.138867854 > (mypacf <- c(rpacf$acf)) [1] 0.602625886 0.059952166 0.206533752 0.191740795 -0.066711033 [6] -0.215024968 0.055562012 -0.091951049 -0.134442101 -0.054713752 [11] 0.197887538 -0.005233780 -0.123947195 -0.158093996 0.056914829 [16] 0.047808852 -0.165922995 -0.049477800 -0.116751840 -0.014534005 [21] -0.103166480 -0.043770515 -0.010210193 0.128936109 0.090137511 [26] -0.001039459 0.052727948 -0.086085413 0.045857586 -0.161222596 [31] 0.003892916 0.033572923 -0.038580524 -0.015549420 -0.086161398 [36] 0.081785065 0.138662042 0.055050500 0.062314902 -0.027461195 [41] -0.009666697 -0.057931704 0.069363219 -0.001579410 0.027271697 [46] 0.025231094 -0.044189320 0.026353253 > 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/4y4dw1387802478.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/5ioe71387802478.tab") > > try(system("convert tmp/1b51y1387802478.ps tmp/1b51y1387802478.png",intern=TRUE)) character(0) > try(system("convert tmp/2vspe1387802478.ps tmp/2vspe1387802478.png",intern=TRUE)) character(0) > try(system("convert tmp/3730e1387802478.ps tmp/3730e1387802478.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 2.753 0.546 3.267