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Type 'q()' to quit R. > x <- c(8.27,8.25,8.22,8.21,8.12,8.16,8.15,8.1,8.09,8.02,8.03,7.98,7.95,7.92,7.96,7.96,7.94,7.83,7.77,7.8,7.78,7.78,7.8,7.81,7.95,8.02,7.99,8.01,8.03,8.05,8.05,8.06,8.07,7.99,8,8.01,8,8.09,8.1,8.12,8.29,8.32,8.36,8.38,8.48,8.45,8.41,8.38,8.38,8.34,8.41,8.34,8.22,8.27,8.18,8.19,8.19,8.13,8.06,7.99,8,7.98,7.92,7.93,7.9,7.86,7.88,7.88,7.93,7.91,7.89,7.93) > 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/1n3hf1363730876.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/2ghmb1363730876.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/36xjf1363730876.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 0.110705798 0.122886912 0.274963746 0.045532382 [6] 0.195846540 0.062962405 -0.054783456 -0.039699112 -0.067755886 [11] 0.083247049 -0.072337090 -0.139261604 0.208612952 -0.173563891 [16] -0.013369861 0.189461665 -0.182539058 -0.007458565 -0.013800359 [21] -0.159208379 -0.092362100 -0.200968710 -0.162999207 -0.084088227 [26] -0.091000298 0.052618655 -0.190188307 -0.097101860 0.027971967 [31] -0.126175369 0.004156860 -0.038882657 -0.245725110 0.010786557 [36] -0.078089935 -0.047208165 -0.046165977 -0.106735971 0.034527811 [41] -0.031648677 0.046625370 0.058643547 0.058041559 0.048589161 [46] 0.104985291 -0.017996754 0.093405227 0.086604249 > (mypacf <- c(rpacf$acf)) [1] 0.1107057984 0.1120038317 0.2568133613 -0.0139198051 0.1517190831 [6] -0.0392508801 -0.1003349588 -0.1339118181 -0.0652890343 0.1304621019 [11] -0.0383649337 -0.0887516505 0.2577026548 -0.1797066392 -0.0025450220 [16] 0.1401143527 -0.1397494889 -0.0775348397 -0.0280148924 -0.1121522935 [21] -0.1052327603 -0.1298565183 -0.1019122863 0.1074799661 0.0861353743 [26] 0.0492463604 -0.0352065801 -0.0957343446 -0.1713309664 -0.0170123052 [31] -0.0542236796 -0.0457787933 -0.1439910954 0.0334553791 -0.0456199296 [36] 0.0871687227 -0.0465741302 0.0190280801 0.0006970436 -0.0560243342 [41] -0.0425228741 -0.0601119071 0.0936260562 -0.1257243062 0.0494526939 [46] -0.0054488656 0.0215875727 0.1012946879 > 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/4k8pq1363730876.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/5asa31363730876.tab") > > try(system("convert tmp/1n3hf1363730876.ps tmp/1n3hf1363730876.png",intern=TRUE)) character(0) > try(system("convert tmp/2ghmb1363730876.ps tmp/2ghmb1363730876.png",intern=TRUE)) character(0) > try(system("convert tmp/36xjf1363730876.ps tmp/36xjf1363730876.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.729 0.269 1.982