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Type 'q()' to quit R. > x <- c(-1,-2,-5,-4,-6,-2,-2,-2,-2,2,1,-8,-1,1,-1,2,2,1,-1,-2,-2,-1,-8,-4,-6,-3,-3,-7,-9,-11,-13,-11,-9,-17,-22,-25,-20,-24,-24,-22,-19,-18,-17,-11,-11,-12,-10,-15,-15,-15,-13,-8,-13,-9,-7,-4,-4,-2,0,-2,-3,1,-2,-1,1,-3,-4,-9,-9,-7,-14,-12,-16,-20,-12,-12,-10,-10,-13,-16,-14,-17,-24,-25) > par8 = '' > par7 = '0.95' > par6 = 'White Noise' > par5 = '12' > par4 = '0' > par3 = '0' > par2 = '1' > par1 = '60' > par8 <- '' > par7 <- '0.95' > par6 <- 'White Noise' > par5 <- '12' > par4 <- '0' > par3 <- '0' > par2 <- '1' > par1 <- '60' > #'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/1aftp1369232749.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/249ij1369232749.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/3kl4h1369232749.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 0.863416781 0.763679164 0.704532246 0.621981034 [6] 0.550552249 0.465638548 0.404003449 0.337412509 0.259899223 [11] 0.211125712 0.135395195 0.055629721 -0.013405794 -0.106789571 [16] -0.158430903 -0.238655537 -0.311554145 -0.355066563 -0.401239027 [21] -0.431458916 -0.476910577 -0.493920019 -0.465116146 -0.481561259 [26] -0.456925731 -0.426962417 -0.408136920 -0.366917793 -0.310764449 [31] -0.232143086 -0.167178503 -0.128003789 -0.066976688 -0.023292466 [36] 0.013837836 0.050529499 0.075311239 0.121068091 0.136079231 [41] 0.171352375 0.212450940 0.232923254 0.265677434 0.277040953 [46] 0.277623208 0.248893663 0.207600086 0.224193915 0.182884948 [51] 0.132318407 0.108775566 0.085122424 0.067843642 0.043387613 [56] 0.015135183 -0.009513231 -0.037891353 -0.048800903 -0.043616795 [61] -0.064876666 > (mypacf <- c(rpacf$acf)) [1] 0.8634167808 0.0714727188 0.1207501497 -0.0868769383 0.0013217862 [6] -0.1097271660 0.0403942726 -0.0673723782 -0.0621815983 0.0281272682 [11] -0.1290464156 -0.0804302129 -0.0679469558 -0.1563497682 0.0483505353 [16] -0.1707231112 -0.0448748176 -0.0337014177 -0.0235155019 -0.0370928434 [21] -0.1050148238 0.0271678333 0.1082843888 -0.1106550109 0.1000666555 [26] -0.0266955074 0.0109010251 0.0076041479 0.1302493709 0.0719066231 [31] 0.0495326412 -0.0619165468 0.0082166574 -0.0421891849 -0.0355899266 [36] -0.0486727173 -0.0050767156 -0.0268888651 -0.0598457581 0.0400854883 [41] -0.0001574989 -0.0075025347 0.0470362787 -0.0139533955 -0.0140522854 [46] -0.1663555874 0.0182702940 0.1521402221 -0.1626327700 0.0035930774 [51] 0.0269234904 0.0737342043 -0.0210504388 0.0359112157 -0.0103182070 [56] -0.0304364014 0.0505337159 0.0413778345 0.1329200275 -0.0985209631 > 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/486wi1369232749.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/57idv1369232749.tab") > > try(system("convert tmp/1aftp1369232749.ps tmp/1aftp1369232749.png",intern=TRUE)) character(0) > try(system("convert tmp/249ij1369232749.ps tmp/249ij1369232749.png",intern=TRUE)) character(0) > try(system("convert tmp/3kl4h1369232749.ps tmp/3kl4h1369232749.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 3.210 0.677 3.862