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Type 'q()' to quit R. > x <- c(102.43,102.43,102.43,102.43,104.2,104.2,104.2,104.2,104.2,104.2,104.2,104.2,104.2,104.2,104.2,104.2,108.1,109.2,109.2,109.2,109.2,109.2,109.2,109.2,109.2,109.2,109.2,109.2,112.1,112.1,112.1,112.1,112.1,112.1,112.1,112.1,112.1,112.1,112.1,112.1,114.81,114.81,114.81,114.81,114.81,114.81,114.81,114.81,114.81,114.81,114.81,114.81,115.57,115.57,115.57,115.57,115.57,115.57,115.57,115.57,115.57,115.57,115.57,117.3,117.3,118.39,118.39,118.39,118.39,118.39,118.39,118.39,118.39,118.39,118.39,121.18,123.21,123.21,123.21,123.21,123.21,123.21,123.21,123.21) > 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/wessaorg/rcomp/tmp/1pgpd1384783152.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/2faol1384783152.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/37myc1384783152.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 0.100250157 -0.073600881 -0.115261357 -0.107126346 [6] -0.108466594 -0.109806843 -0.111147091 -0.101620234 -0.088024905 [11] -0.024340046 0.052928861 0.612672045 0.041049785 -0.094726147 [16] -0.096066395 -0.076528954 -0.071980623 -0.073320871 -0.068826073 [21] -0.070166322 -0.062245441 -0.063585689 0.144398415 0.349590017 [26] -0.004445847 -0.068946683 -0.070286931 -0.056102744 -0.057442992 [31] -0.058783240 -0.060123489 -0.057395264 -0.058735512 -0.060075761 [36] 0.225401354 0.220813164 0.003492315 -0.065436754 -0.066777002 [41] -0.053609933 -0.054950182 -0.056290430 -0.057630678 -0.044463609 [46] -0.045803857 -0.006453968 0.268783259 0.130452166 > (mypacf <- c(rpacf$acf)) [1] 0.100250157 -0.084500210 -0.100508784 -0.093440238 -0.109231269 [6] -0.123259807 -0.141273100 -0.153791451 -0.170614476 -0.137807940 [11] -0.090185177 0.550053084 -0.138291251 -0.051237979 -0.022736497 [16] -0.026981351 -0.019960125 -0.016099000 -0.002705746 -0.025226640 [21] -0.034405724 -0.141315882 0.191434525 -0.141653363 -0.026245814 [26] 0.016973603 -0.040625499 -0.034639306 -0.047596377 -0.037633781 [31] -0.062993736 -0.033305345 -0.125606092 0.035785112 0.026994166 [36] -0.051989924 0.041088210 -0.083236138 -0.043549917 -0.049665652 [41] -0.044091538 -0.063520665 -0.033614606 -0.084704895 -0.032040208 [46] 0.007800754 -0.012689979 -0.038597343 > 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/4t6o91384783152.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/5dd2z1384783152.tab") > > try(system("convert tmp/1pgpd1384783152.ps tmp/1pgpd1384783152.png",intern=TRUE)) character(0) > try(system("convert tmp/2faol1384783152.ps tmp/2faol1384783152.png",intern=TRUE)) character(0) > try(system("convert tmp/37myc1384783152.ps tmp/37myc1384783152.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 2.291 0.530 2.790