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Type 'q()' to quit R. > x <- c(16.3,16.37,16.38,16.37,16.42,16.43,16.44,16.53,16.55,16.56,16.6,16.61,16.62,16.64,16.61,16.74,16.87,16.89,16.89,16.99,17.06,17.1,17.11,17.17,17.17,17.21,17.37,17.43,17.44,17.46,17.42,17.47,17.45,17.44,17.46,17.47,17.47,17.56,17.61,17.61,17.6,17.57,17.59,17.59,17.68,17.73,17.75,17.75,17.75,17.85,18.06,18.05,18.16,18.2,18.21,18.33,18.36,18.37,18.4,18.47,18.49,18.5,18.53,18.56,18.6,18.61,18.62,18.61,18.65,18.77,18.78,18.78,18.8,18.85,18.85,18.98,19.06,19.08,19.19,19.21,19.29,19.3,19.36,19.36) > 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/1js8x1384333429.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/2ppbv1384333429.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/39t131384333429.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 0.962204623 0.924228652 0.886533979 0.847005206 [6] 0.809123224 0.770161923 0.732139319 0.695084135 0.659129628 [11] 0.625258184 0.590881447 0.556301784 0.521144774 0.485251343 [16] 0.447855319 0.415251082 0.385381638 0.354873897 0.323211011 [21] 0.292370572 0.263169665 0.234511226 0.205789995 0.177253040 [26] 0.147779772 0.119492269 0.094124287 0.069192325 0.044141461 [31] 0.021157592 -0.003888019 -0.027969567 -0.050772878 -0.075148832 [36] -0.095103105 -0.113274424 -0.132308650 -0.150259585 -0.167474840 [41] -0.184140370 -0.199694319 -0.216402511 -0.232993930 -0.251482366 [46] -0.268921328 -0.285874223 -0.301753576 -0.315950067 > (mypacf <- c(rpacf$acf)) [1] 0.9622046225 -0.0216968044 -0.0159352939 -0.0447477803 0.0009766861 [6] -0.0358368839 -0.0084530463 -0.0101213062 -0.0057487888 0.0052534227 [11] -0.0276798798 -0.0247787406 -0.0310882799 -0.0318320057 -0.0450682436 [16] 0.0409316546 0.0143387702 -0.0289161661 -0.0419583566 -0.0124563918 [21] -0.0031922708 -0.0166653923 -0.0243850501 -0.0204335307 -0.0331904787 [26] -0.0092549968 0.0129764853 -0.0186906728 -0.0276169645 -0.0002919240 [31] -0.0494919595 -0.0090129106 -0.0092528238 -0.0483703721 0.0314628429 [36] 0.0051430435 -0.0329541717 -0.0156170822 -0.0136858514 -0.0225774121 [41] -0.0099188348 -0.0337802804 -0.0212741104 -0.0525427898 -0.0110887254 [46] -0.0252698992 -0.0118633346 -0.0056112393 > 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/4w3dc1384333429.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/5yot61384333429.tab") > > try(system("convert tmp/1js8x1384333429.ps tmp/1js8x1384333429.png",intern=TRUE)) character(0) > try(system("convert tmp/2ppbv1384333429.ps tmp/2ppbv1384333429.png",intern=TRUE)) character(0) > try(system("convert tmp/39t131384333429.ps tmp/39t131384333429.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.827 0.389 2.187