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Type 'q()' to quit R. > x <- c(6.715,7.703,9.856,8.326,9.269,7.035,10.342,11.682,10.304,11.385,9.777,8.882,7.897,6.930,9.545,9.110,7.459,7.320,10.017,12.307,11.072,10.749,9.589,9.080,7.384,8.062,8.511,8.684,8.306,7.643,10.577,13.747,11.783,11.611,9.946,8.693,7.303,7.609,9.423,8.584,7.586,6.843,11.811,13.414,12.103,11.501,8.213,7.982,7.687,7.180,7.862,8.043,8.340,6.692,10.065,12.684,11.587,9.843,8.110,7.940,6.475,6.121,9.669,7.778,7.826,7.403,10.741,14.023,11.519,10.236,8.075,8.157) > par8 = '' > par7 = '0.95' > par6 = 'White Noise' > par5 = '12' > par4 = '0' > par3 = '2' > par2 = '1' > par1 = '48' > par8 <- '' > par7 <- '0.95' > par6 <- 'White Noise' > par5 <- '12' > par4 <- '0' > par3 <- '2' > 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/1e7jv1384333852.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/2ly7e1384333853.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/3cymz1384333853.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 -0.379594768 -0.102695433 -0.083519087 -0.056544624 [6] 0.322245828 -0.355568640 0.214999185 0.027113231 -0.151792531 [11] -0.053994042 -0.130106418 0.509920944 -0.099945708 -0.136906439 [16] -0.090789168 -0.052559508 0.292130509 -0.293525137 0.176764074 [21] -0.028656081 -0.039104909 -0.080786606 -0.141414650 0.462376931 [26] -0.053652861 -0.186106870 -0.066437714 -0.022122298 0.248601082 [31] -0.234386799 0.148119645 -0.093321831 0.038127006 -0.055463806 [36] -0.118130813 0.353304783 -0.111569969 -0.044825098 -0.110861438 [41] 0.006424705 0.183668863 -0.156708773 0.069828832 -0.033952913 [46] 0.020760830 -0.030267381 -0.101344541 0.260724180 > (mypacf <- c(rpacf$acf)) [1] -3.795948e-01 -2.883343e-01 -3.098972e-01 -3.773148e-01 5.730453e-02 [6] -3.712604e-01 -6.914015e-02 5.053918e-02 -1.523580e-01 -3.832284e-01 [11] -5.509277e-01 -2.295733e-01 -1.094341e-01 5.164658e-02 6.363711e-02 [16] -3.530903e-02 1.316254e-01 -6.045175e-02 1.553318e-02 -6.830270e-02 [21] 1.374888e-01 5.031620e-02 -1.034642e-01 -1.053010e-02 1.049187e-01 [26] -5.555193e-02 -4.594868e-02 -3.987302e-02 -2.628777e-02 -9.670488e-02 [31] 1.462418e-01 -1.654668e-01 2.337093e-03 5.478309e-02 1.029210e-01 [36] 5.019028e-02 2.126534e-02 -7.690781e-02 -4.727927e-02 4.563709e-02 [41] -3.987662e-02 -2.907546e-02 -8.136011e-05 -3.012308e-02 1.311470e-02 [46] -1.074080e-02 6.457801e-02 3.205691e-02 > 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/4628n1384333853.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/5tkd31384333853.tab") > > try(system("convert tmp/1e7jv1384333852.ps tmp/1e7jv1384333852.png",intern=TRUE)) character(0) > try(system("convert tmp/2ly7e1384333853.ps tmp/2ly7e1384333853.png",intern=TRUE)) character(0) > try(system("convert tmp/3cymz1384333853.ps tmp/3cymz1384333853.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.924 0.389 2.291