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Type 'q()' to quit R. > x <- c(14.544,14.931,14.886,16.005,17.064,15.168,16.050,15.839,15.137,14.954,15.648,15.305,15.579,16.348,15.928,16.171,15.937,15.713,15.594,15.683,16.438,17.032,17.696,17.745,19.394,20.148,20.108,18.584,18.441,18.391,19.178,18.079,18.483,19.644,19.195,19.650,20.830,23.595,22.937,21.814,21.928,21.777,21.383,21.467,22.052,22.680,24.320,24.977,25.204,25.739,26.434,27.525,30.695,32.436,30.160,30.236,31.293,31.077,32.226,33.865,32.810,32.242,32.700,32.819,33.947,34.148,35.261,39.506,41.591,39.148,41.216,40.225) > 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/1l9ef1363731327.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/2gdga1363731327.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/3mkls1363731327.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 0.946774985 0.887850449 0.838748512 0.778315206 [6] 0.726986974 0.689415755 0.655395209 0.620717109 0.587711064 [11] 0.551420262 0.519663373 0.481871626 0.436537784 0.399776088 [16] 0.364764772 0.321434750 0.278343624 0.235237695 0.181660645 [21] 0.134875230 0.099980490 0.068305099 0.036693994 0.005716362 [26] -0.020890018 -0.041217874 -0.056436696 -0.074762297 -0.090179561 [31] -0.105827137 -0.124745524 -0.149943817 -0.172778164 -0.200065296 [36] -0.233654911 -0.256079720 -0.269605662 -0.276584706 -0.287476724 [41] -0.294701345 -0.300311627 -0.309022616 -0.317788571 -0.329125224 [46] -0.340236079 -0.356189439 -0.372068034 -0.383284259 > (mypacf <- c(rpacf$acf)) [1] 0.946774985 -0.082345673 0.067020787 -0.148142849 0.080606516 [6] 0.070067655 0.028801499 -0.033995756 -0.013681644 -0.047078984 [11] 0.051052118 -0.092349687 -0.071800311 0.035866199 -0.010266890 [16] -0.086546597 -0.052766615 -0.057167692 -0.108129386 0.034255789 [21] 0.045167834 0.006891487 -0.059197750 -0.036614660 0.026607756 [26] 0.051701342 0.045301369 -0.050276321 -0.005468436 -0.013391470 [31] -0.003374204 -0.112574699 -0.006023510 -0.073166171 -0.064430428 [36] 0.040451537 0.027535899 0.017996163 -0.108155469 0.022980980 [41] -0.001750409 -0.009854437 -0.031518805 -0.070888587 -0.026669375 [46] -0.032793877 -0.014488792 -0.022975992 > 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/4kb2l1363731327.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/5tw7q1363731327.tab") > > try(system("convert tmp/1l9ef1363731327.ps tmp/1l9ef1363731327.png",intern=TRUE)) character(0) > try(system("convert tmp/2gdga1363731327.ps tmp/2gdga1363731327.png",intern=TRUE)) character(0) > try(system("convert tmp/3mkls1363731327.ps tmp/3mkls1363731327.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.717 0.260 1.948