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Type 'q()' to quit R. > x <- c(155.28,173.24,180.16,181.52,182.25,182.19,182,181.65,180.07,182.62,180.38,181.15,180.5,181.14,180.93,211.91,223.81,226.88,226.8,231.81,232.06,232.32,228.37,226.31,225.72,219.98,219.31,215.19,213.81,213.7,213.6,213.52,218.39,219.97,221.09,219.17,219.17,218.45,216.88,216.19,214.59,269.87,272.71,280.35,274.5,268.86,261.7,263.98,263.01,262.79,263.59,267,267.89,267.86,266.84,268.24,267.67,269.07,270.87,271.68,271.63,275.21,276.66,276.08,278.3,279.06,279.28,279.12,262.72,262.55,260.7,259.14) > 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/fisher/rcomp/tmp/1kr021369405399.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/fisher/rcomp/tmp/2u43v1369405399.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/fisher/rcomp/tmp/3ao661369405399.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] 1.0000000000 0.1083794298 0.0933519457 -0.1069645864 -0.0697004065 [6] -0.1288568599 -0.0423139211 -0.0877655433 -0.0300290493 0.0008238045 [11] -0.0300308611 -0.0370449981 -0.0586169131 -0.0299885569 0.0638832676 [16] 0.0161520389 -0.0600140740 0.0272831105 -0.0069508948 -0.0460157127 [21] 0.0038999996 -0.0214699682 0.0380572639 0.0104958555 0.0167493852 [26] 0.0651573307 0.2909671633 -0.1921686739 0.0067621247 -0.1083185080 [31] -0.0756820220 -0.0558301988 0.0385159900 -0.0337595605 -0.0239299297 [36] -0.0184940894 -0.0165046104 -0.0194737812 -0.0058045180 0.0455699197 [41] 0.1973617037 0.0299217807 0.0352356338 0.0041406058 -0.0204928158 [46] -0.0083371195 0.0413897953 -0.0038472008 -0.0045634203 > (mypacf <- c(rpacf$acf)) [1] 1.083794e-01 8.257579e-02 -1.275539e-01 -5.489809e-02 -9.727264e-02 [6] -2.178745e-02 -7.736450e-02 -3.891717e-02 2.027010e-03 -6.109106e-02 [11] -5.552645e-02 -6.966682e-02 -3.618551e-02 5.842793e-02 -2.747014e-02 [16] -1.060423e-01 2.865394e-02 -1.493615e-02 -7.740096e-02 4.772949e-04 [21] -2.906958e-02 2.561133e-02 -2.529888e-02 -1.474254e-02 7.468545e-02 [26] 2.928713e-01 -2.964925e-01 8.752522e-03 2.098634e-02 -7.589672e-02 [31] -1.037750e-02 1.963598e-02 -9.712040e-03 -7.234573e-02 -5.562717e-02 [36] -1.952552e-03 -5.395479e-03 -2.588919e-03 -5.751274e-03 1.525239e-01 [41] -1.177782e-03 1.982320e-02 -2.969734e-02 4.889884e-02 6.340421e-02 [46] -3.451444e-06 2.202766e-02 -1.034577e-03 > lengthx <- length(x) > sqrtn <- sqrt(lengthx) > > #Note: the /var/fisher/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/fisher/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/fisher/rcomp/tmp/4jv9c1369405399.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/fisher/rcomp/tmp/50bpn1369405399.tab") > > try(system("convert tmp/1kr021369405399.ps tmp/1kr021369405399.png",intern=TRUE)) character(0) > try(system("convert tmp/2u43v1369405399.ps tmp/2u43v1369405399.png",intern=TRUE)) character(0) > try(system("convert tmp/3ao661369405399.ps tmp/3ao661369405399.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.754 0.331 2.064