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Type 'q()' to quit R. > x <- c(19.31,19.47,19.7,19.76,19.9,19.97,20.1,20.26,20.44,20.43,20.57,20.6,20.69,20.93,20.98,21.11,21.14,21.16,21.32,21.32,21.48,21.58,21.74,21.75,21.81,21.89,22.21,22.37,22.47,22.51,22.55,22.61,22.58,22.85,22.93,22.98,23.01,23.11,23.18,23.18,23.21,23.22,23.12,23.15,23.16,23.21,23.21,23.22,23.25,23.39,23.41,23.45,23.46,23.44,23.54,23.62,23.86,24.07,24.13,24.12,24.17,24.23,24.28,24.12,24.14,24.17,24.2,24.36,24.34,24.38,24.46,24.6,24.63,24.75,24.64,24.69,24.7,24.74,24.87,24.92,24.94,24.98,25.13,25.15) > 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/12bxk1384973642.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/2vpkk1384973642.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/3o5bi1384973642.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 0.1091965897 0.1494968168 -0.0359507975 0.0124889438 [6] 0.1573871423 0.1112496770 0.0641516203 0.0245963132 -0.0415738078 [11] -0.0451457622 0.2526018210 0.0502273890 0.1177791269 -0.0726200807 [16] -0.0324596164 0.0239820950 -0.0864706218 0.0326957082 -0.0228014221 [21] 0.0604525457 0.1039584414 0.0517113489 0.1523846315 0.0628763557 [26] -0.0014324810 -0.0511727185 -0.0064599829 -0.0030127431 0.0111518565 [31] 0.0117040114 0.0847375535 -0.0043048466 -0.0244464472 0.0173246161 [36] -0.0691843075 -0.0027662005 -0.1627969670 -0.0788796809 -0.0763619741 [41] -0.1303793944 -0.0949087456 -0.0553627934 -0.0591122242 0.0417252241 [46] -0.0003169719 -0.0955599559 -0.0062762252 -0.1370633077 > (mypacf <- c(rpacf$acf)) [1] 0.1091965897 0.1392331228 -0.0672977245 0.0018589850 0.1775004026 [6] 0.0779134730 -0.0048923687 0.0107436650 -0.0423344058 -0.0675800221 [11] 0.2695630509 -0.0050801870 0.0116033364 -0.0552695284 -0.0094875016 [16] -0.0088011333 -0.1424350467 0.0123167087 -0.0016887832 0.0949207190 [21] 0.1559547564 -0.0170026921 0.1434785426 0.0039478909 -0.0381276858 [26] -0.1136395050 -0.0338741115 0.0253539876 -0.0417110603 0.0820035059 [31] 0.0904563893 -0.0692997869 -0.0356550474 -0.0622396226 -0.1179998189 [36] -0.0687946685 -0.0972613799 0.0083425624 -0.0006109822 -0.0353043141 [41] -0.0766065560 -0.0518063494 -0.0617113433 0.0226436442 0.0431551213 [46] -0.0774639587 0.0652022078 0.0151906596 > 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/4cez11384973642.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/5zcfi1384973642.tab") > > try(system("convert tmp/12bxk1384973642.ps tmp/12bxk1384973642.png",intern=TRUE)) character(0) > try(system("convert tmp/2vpkk1384973642.ps tmp/2vpkk1384973642.png",intern=TRUE)) character(0) > try(system("convert tmp/3o5bi1384973642.ps tmp/3o5bi1384973642.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 2.316 0.522 2.809