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Type 'q()' to quit R. > x <- c(740,730,740,820,820,850,870,930,890,790,840,880,730,730,770,880,820,900,940,1080,920,710,880,910,680,740,740,810,800,900,920,1030,910,720,930,900,680,770,770,810,810,910,820,980,830,760,930,910,640,780,690,820,800,910,850,980,830,820,1010,930,630,760,670,850,780,900,840,1050,810,860,1020,820,670,780,690,800,810,910,870,1010,810,960,990,780,700,810,760,810,840,900,920,1050,860,870,880,860,650,830,730,810,840,940,870,940,770,870,860,760) > par8 = '' > par7 = '0.95' > par6 = 'White Noise' > par5 = '12' > par4 = '0' > par3 = '0' > par2 = '1' > par1 = '48' > par8 <- '' > par7 <- '0.95' > par6 <- 'White Noise' > par5 <- '12' > par4 <- '0' > par3 <- '0' > 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/1rg7w1408315812.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/2req01408315812.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/3y6nh1408315812.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 0.216334668 0.061788822 0.036824195 -0.089051757 [6] -0.476578149 -0.335149886 -0.463332157 -0.070998076 0.034076956 [11] 0.039197080 0.282298223 0.820738062 0.109975933 0.059188068 [16] 0.041478461 -0.112273823 -0.438428605 -0.294878529 -0.400352504 [21] -0.048196377 0.006793887 0.020358902 0.274295036 0.670940521 [26] 0.032236260 0.084379867 0.072030332 -0.084613793 -0.346182239 [31] -0.254373716 -0.350777740 -0.032303279 -0.038472821 -0.006579633 [36] 0.257276496 0.516962425 -0.012333845 0.138804489 0.086448328 [41] -0.062164161 -0.267009405 -0.209317454 -0.278440082 -0.037872123 [46] -0.078543251 -0.022496787 0.248417618 0.388405608 > (mypacf <- c(rpacf$acf)) [1] 0.216334668 0.015724029 0.021265935 -0.107264421 -0.464560043 [6] -0.209162791 -0.493512959 0.030062146 -0.033511906 -0.238643948 [11] 0.069435761 0.654403944 -0.243758208 -0.068470154 -0.016447661 [16] -0.005554849 0.053473162 0.029208782 0.032092852 -0.090721304 [21] -0.091709770 -0.057139870 -0.162995980 0.059278297 -0.062767882 [26] 0.011205719 0.040351603 0.033488605 0.107826350 -0.126147540 [31] -0.033290411 0.009305629 -0.079427514 0.059721274 -0.038943911 [36] -0.084746491 -0.041004344 0.012136062 -0.058511779 -0.076500549 [41] 0.036552565 0.006415624 0.065105566 -0.052483716 -0.015873054 [46] -0.014132253 0.016394369 0.016979201 > 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/4vjtm1408315812.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/56isj1408315812.tab") > > try(system("convert tmp/1rg7w1408315812.ps tmp/1rg7w1408315812.png",intern=TRUE)) character(0) > try(system("convert tmp/2req01408315812.ps tmp/2req01408315812.png",intern=TRUE)) character(0) > try(system("convert tmp/3y6nh1408315812.ps tmp/3y6nh1408315812.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.192 0.179 1.382