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Type 'q()' to quit R. > x <- c(0.69,0.69,0.68,0.66,0.65,0.65,0.65,0.65,0.65,0.66,0.68,0.72,0.73,0.75,0.69,0.65,0.64,0.64,0.64,0.64,0.65,0.65,0.67,0.7,0.69,0.7,0.71,0.69,0.69,0.69,0.69,0.69,0.7,0.7,0.7,0.74,0.72,0.74,0.69,0.66,0.66,0.66,0.66,0.66,0.66,0.67,0.7,0.72,0.71,0.7,0.71,0.67,0.7,0.69,0.69,0.69,0.69,0.69,0.71,0.75,0.74,0.75,0.72,0.64,0.65,0.64,0.64,0.64,0.64,0.65,0.66,0.7,0.68,0.69,0.68,0.67,0.68,0.68,0.68,0.68,0.68,0.7,0.69,0.75) > 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/199p61388760158.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/2p6hq1388760158.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/3ez5d1388760158.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 0.722320900 0.472616933 0.153641208 -0.109828301 [6] -0.236530491 -0.311278863 -0.339402013 -0.323564239 -0.138987567 [11] 0.035820012 0.158673771 0.276198934 0.145944346 0.014801658 [16] -0.110124334 -0.257252812 -0.287596211 -0.295293073 -0.231053878 [21] -0.162374186 0.055506217 0.243635287 0.363380699 0.468028419 [26] 0.319567792 0.143132031 -0.005772647 -0.155565423 -0.198786264 [31] -0.240674956 -0.239934873 -0.214772054 -0.066607460 0.052693902 [36] 0.130254589 0.159413854 0.045589106 -0.077560687 -0.145648313 [41] -0.226169331 -0.233422143 -0.236678508 -0.210627590 -0.132622854 [46] 0.007992895 0.181024275 0.252368265 0.322380107 > (mypacf <- c(rpacf$acf)) [1] 0.7223208999 -0.1027293064 -0.3140416558 -0.1643033384 0.0557188886 [6] -0.0820432820 -0.1550472361 -0.0758027108 0.3286871369 0.0836394851 [11] -0.1913457585 0.1065794703 -0.2563068618 -0.1318250610 0.0273014676 [16] -0.1554367112 0.0755153552 -0.0241549667 0.0001353206 -0.0151850048 [21] 0.1704515348 0.1154385725 -0.0161433899 0.0696928034 -0.1569939605 [26] -0.0924240912 0.0948991025 -0.0055833389 0.0626268637 -0.0872726948 [31] -0.0885496222 0.0636496363 -0.0068955735 -0.1406113380 0.0632918159 [36] -0.1112639535 -0.0226066620 -0.0438414487 -0.0223904631 -0.0069540674 [41] -0.0287751493 -0.0977674955 -0.0714833625 0.0562809965 -0.0839012193 [46] 0.1065664724 -0.0353629717 0.0292472691 > 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/4jd1p1388760159.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/59al61388760159.tab") > > try(system("convert tmp/199p61388760158.ps tmp/199p61388760158.png",intern=TRUE)) character(0) > try(system("convert tmp/2p6hq1388760158.ps tmp/2p6hq1388760158.png",intern=TRUE)) character(0) > try(system("convert tmp/3ez5d1388760158.ps tmp/3ez5d1388760158.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 2.682 0.544 3.197