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Type 'q()' to quit R. > x <- c(130.65,130.39,130.37,128.53,126.7,126.7,126.7,126.82,127.26,126.87,126.57,126.39,126.39,126.13,125.98,123.02,122.49,121.83,121.83,121.73,122.23,121.91,122.03,122.14,122.14,122,121.37,119.04,118.55,118.55,118.55,118.54,118.45,118.49,118.47,118.08,118.08,117.94,117,115.46,113.8,113.71,113.71,113.71,113.47,113.37,113.21,113.15,113.15,113.04,112.46,111.46,110.92,110.84,110.84,110.84,110.86,110.71,110.75,110.82,110.82,110.72,110.49,108.95,108.1,108.16,108.16,108.16,108.14,107.72,107.56,107.2) > 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/15lej1363624373.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/2ii6t1363624373.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/3wp7w1363624373.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 0.295922328 -0.029460025 -0.216377294 -0.208874681 [6] -0.199357957 -0.034994000 -0.247039647 -0.183223780 -0.180238129 [11] -0.034620089 0.356272419 0.655438205 0.234343034 -0.031706096 [16] -0.165694942 -0.182166864 -0.113793628 -0.107482246 -0.199288691 [21] -0.180048310 -0.145237413 -0.023052003 0.361985159 0.453535720 [26] 0.220110295 -0.078887256 -0.137818285 -0.116833104 -0.061077378 [31] -0.094679346 -0.098881332 -0.140650343 -0.116067309 0.004688853 [36] 0.181458235 0.361164948 0.166118336 -0.070179177 -0.092186363 [41] -0.074066865 -0.062212564 -0.017296588 -0.099374273 -0.094160707 [46] -0.058421381 0.021735706 0.102888549 0.212196041 > (mypacf <- c(rpacf$acf)) [1] 0.2959223282 -0.1282619517 -0.1878560382 -0.1018593436 -0.1502592578 [6] 0.0077508017 -0.3704551118 -0.1514182169 -0.2813818767 -0.2178185028 [11] 0.2375331860 0.4264746718 -0.0149054509 -0.0420511423 0.0534013917 [16] 0.0094718316 -0.0001588367 -0.0748538516 0.0364839741 -0.0432189689 [21] -0.0198650892 -0.0660890447 0.0442154301 -0.0118727980 0.0268622519 [26] -0.1164884618 -0.0167488922 0.0523081544 -0.0300154525 0.0560094999 [31] 0.1029941358 0.0643074677 0.0179706723 0.0095389964 -0.2073328559 [36] 0.1050833885 -0.0238688257 -0.0140432872 0.0372048277 -0.0465564972 [41] 0.0400668751 0.0035788457 -0.0637137161 0.0339855025 0.0499429269 [46] 0.0731381876 -0.0197927873 -0.1486447314 > 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/486at1363624373.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/58bf71363624373.tab") > > try(system("convert tmp/15lej1363624373.ps tmp/15lej1363624373.png",intern=TRUE)) character(0) > try(system("convert tmp/2ii6t1363624373.ps tmp/2ii6t1363624373.png",intern=TRUE)) character(0) > try(system("convert tmp/3wp7w1363624373.ps tmp/3wp7w1363624373.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.973 0.345 2.296