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Type 'q()' to quit R. > x <- c(86.86,86.79,82.52,86.87,81.62,82.66,89.87,92.04,79.74,77.75,79.12,76.37,75.01,77.6,77.81,81.7,76.47,74.72,84.43,86.72,70.99,75.43,74.14,73.3,71.97,69.27,74.13,76.4,72.26,72.1,87.82,91.62,82.69,85.76,86.87,93.09,83.73,84.49,87.37,89.13,83.2,83.77,93.68,93.09,88.59,87.88,87.89,89.38,89.13,89.58,90.22,91.44,91.04,92.1,97.54,99.12,100,99.68,100.08,99.9,99.63,99.45,99.63,99.46,96.91,97.65,102.1,103.57,104.59,104.79,101.31,104.8,104.56,104.15,102.73,101.86,101.9,102.33,105.71,106.1,102.81,103.23,102.35,104.11) > 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/1qghn1384992230.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/2oogb1384992230.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/3x2k31384992230.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 -0.1339940605 -0.4456056276 0.0653267238 0.3169063907 [6] -0.0573913369 -0.2580143063 -0.0560389610 0.2730410442 0.0797340884 [11] -0.5063423005 -0.0176272325 0.6480864118 -0.1080602596 -0.3034460788 [16] -0.0077762591 0.2662562120 -0.0297134123 -0.1406981123 -0.1107859084 [21] 0.2362770273 0.0310425086 -0.3928978013 0.0250056556 0.3864061997 [26] -0.0133866561 -0.1988351717 -0.0046201513 0.1302854649 -0.0065089849 [31] -0.0762101745 -0.0890826589 0.1460598480 -0.0541436224 -0.1728043220 [36] -0.0004770283 0.2209115513 -0.0073572145 -0.0646317281 -0.0042510114 [41] -0.0094958858 0.0433869603 -0.0155953332 -0.0422554899 0.0389997441 [46] -0.0178912042 -0.1166793063 -0.0157804717 0.1099612412 > (mypacf <- c(rpacf$acf)) [1] -0.133994061 -0.472035148 -0.112438348 0.130004476 0.036728153 [6] -0.088653962 -0.177825756 0.060853796 0.106870979 -0.387239525 [11] -0.161933084 0.430748471 0.036371728 0.184982163 -0.105551238 [16] -0.068671347 -0.058076154 0.130559270 -0.009317700 -0.052276127 [21] -0.115848072 -0.007512844 0.006799129 0.003641061 0.066565342 [26] 0.049585177 0.071994055 -0.054632354 -0.106810464 -0.072094895 [31] 0.013330290 -0.061519162 -0.108346914 0.069958774 -0.015048262 [36] 0.057989391 -0.018693604 0.029179457 -0.006838911 -0.087874528 [41] 0.011820737 -0.040514301 -0.046606574 0.027954399 0.072925334 [46] -0.092701639 -0.028465337 -0.060261331 > 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/4dhi71384992231.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/57nhz1384992231.tab") > > try(system("convert tmp/1qghn1384992230.ps tmp/1qghn1384992230.png",intern=TRUE)) character(0) > try(system("convert tmp/2oogb1384992230.ps tmp/2oogb1384992230.png",intern=TRUE)) character(0) > try(system("convert tmp/3x2k31384992230.ps tmp/3x2k31384992230.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 2.362 0.521 2.860