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Type 'q()' to quit R. > x <- c(567,557,547,527,729,719,567,466,476,476,486,507,446,385,335,335,527,547,395,223,314,314,385,426,416,314,365,345,517,476,314,193,304,335,365,405,324,254,284,294,557,557,405,385,446,416,497,598,618,476,436,395,669,689,638,689,679,598,689,790,831,709,628,689,952,1033,1013,1053,1043,942,1114,1155,1215,1033,962,1043,1236,1408,1367,1367,1387,1317,1499,1499,1468,1296,1327,1347,1479,1651,1529,1590,1539,1509,1742,1691,1620,1519,1620,1671,1732,1813,1732,1782,1721,1711,1964,1985,1904,1762,1883,1934,1995,2086,1995,2066,2035,1924,2157,2157) > 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/1fa2b1404764544.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/2wpx51404764544.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/3dlsm1404764544.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 0.966416211 0.931664814 0.911828219 0.897322505 [6] 0.887646248 0.873804454 0.846523954 0.815098879 0.787615985 [11] 0.770886055 0.765650040 0.754215400 0.715805885 0.676720207 [16] 0.651226281 0.632174336 0.616306651 0.597818565 0.566953963 [21] 0.531615027 0.500933272 0.480797594 0.469311178 0.452554127 [26] 0.415317601 0.376305453 0.349465951 0.325369508 0.305217004 [31] 0.284923535 0.250772586 0.215133443 0.185298759 0.165619315 [36] 0.151995475 0.131163216 0.095609862 0.059585540 0.031894666 [41] 0.003852018 -0.016651529 -0.035912410 -0.066432171 -0.098186671 [46] -0.123800937 -0.138454837 -0.149953621 -0.167097505 > (mypacf <- c(rpacf$acf)) [1] 0.966416211 -0.034759071 0.208425615 0.063767876 0.117413847 [6] -0.037927833 -0.169749208 -0.089870903 -0.040248833 0.096085369 [11] 0.158377069 -0.025292038 -0.334490138 -0.030765679 0.064375279 [16] 0.019958247 -0.002416134 0.007756378 -0.062085120 -0.037204774 [21] -0.031912459 0.010399739 0.031322090 0.016552197 -0.133443320 [26] -0.049354002 0.018704376 -0.074233727 0.005488212 0.017217991 [31] -0.079193132 0.027793317 -0.018723489 0.026973559 -0.021681481 [36] -0.042780743 -0.054518097 -0.031980884 -0.030224803 -0.122932432 [41] 0.051202238 0.020083069 -0.002532184 0.005916260 -0.015489611 [46] 0.058293830 -0.040544559 -0.009826049 > 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/4lns51404764544.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/517r11404764544.tab") > > try(system("convert tmp/1fa2b1404764544.ps tmp/1fa2b1404764544.png",intern=TRUE)) character(0) > try(system("convert tmp/2wpx51404764544.ps tmp/2wpx51404764544.png",intern=TRUE)) character(0) > try(system("convert tmp/3dlsm1404764544.ps tmp/3dlsm1404764544.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.252 0.179 1.439