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Type 'q()' to quit R. > x <- c(46,62,66,59,58,61,41,27,58,70,49,59,44,36,72,45,56,54,53,35,61,52,47,51,52,63,74,45,51,64,36,30,55,64,39,40,63,45,59,55,40,64,27,28,45,57,45,69,60,56,58,50,51,53,37,22,55,70,62,58,39,49,58,47,42,62,39,40,72,70,54,65) > 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/1pihv1384785837.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/2whws1384785837.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/307ec1384785837.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 -0.327410050 -0.339512421 0.275033084 -0.054891433 [6] -0.188589798 0.222617691 -0.109602934 -0.059734827 0.214504145 [11] -0.249250430 -0.056729053 0.444788299 -0.152033927 -0.297797590 [16] 0.282335170 -0.052136410 -0.157277770 0.189863728 -0.153439946 [21] -0.014846008 0.224664152 -0.205013730 -0.107949583 0.372175922 [26] -0.019653935 -0.366215240 0.290418909 -0.076406174 -0.119622949 [31] 0.123942040 -0.061010154 0.009602123 0.171010577 -0.229717253 [36] -0.071035704 0.306947804 -0.082617775 -0.169543496 0.161195119 [41] -0.014620017 -0.173242475 0.108109102 0.048600474 -0.064544693 [46] 0.095871149 -0.138276370 -0.007085196 0.187880330 > (mypacf <- c(rpacf$acf)) [1] -0.327410050 -0.500345465 -0.083017574 -0.179429077 -0.252623120 [6] -0.039616621 -0.229298577 -0.137547942 0.013229249 -0.301958663 [11] -0.312157884 0.099002231 0.141094708 -0.041968928 0.061064049 [16] 0.036267883 0.055803447 0.108036630 -0.132942979 -0.072078953 [21] 0.017032195 -0.044362466 -0.203541064 -0.118847280 0.210781326 [26] -0.025928451 0.143838052 -0.063738891 0.082272557 0.048659586 [31] -0.002201176 0.118032886 0.068601536 0.033714789 -0.051664151 [36] -0.146326403 -0.117335752 -0.030433768 -0.008243347 -0.013857460 [41] -0.094517145 -0.136560579 0.072287456 0.028181811 -0.091335163 [46] -0.099954292 0.017749897 0.012504773 > 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/45s911384785837.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/5v3nt1384785837.tab") > > try(system("convert tmp/1pihv1384785837.ps tmp/1pihv1384785837.png",intern=TRUE)) character(0) > try(system("convert tmp/2whws1384785837.ps tmp/2whws1384785837.png",intern=TRUE)) character(0) > try(system("convert tmp/307ec1384785837.ps tmp/307ec1384785837.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.997 0.490 2.457