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Type 'q()' to quit R. > x <- c(254,200,165,123,162,145,145,161,155,173,160,47,232,143,161,159,243,192,157,143,221,227,132,41,273,182,188,162,140,186,178,236,202,184,119,16,340,151,240,235,174,309,174,207,209,171,117,10,339,139,186,155,153,222,102,107,188,162,185,24,394,209,248,254,202,258,215,309,240,258,276,48,455,345,311,346,310,297,300,274,292,304,186,14,321,206,160,217,204,246,234,175,364,328,158,40,556,193,221,278,230,253,240,252,228,306,206,48,557,279,399,364,306,471,293,333,316,329,265,61,679,428,394,352,387,590,177,199,203,255,261,115) > 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/1bzlp1394696758.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/2x5nf1394696758.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/3epp31394696758.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 0.139563612 0.241763479 0.320506932 0.273465631 [6] 0.350099905 0.002803901 0.252486217 0.180101546 0.199906259 [11] 0.128450398 -0.040181679 0.620498957 -0.048290297 0.067890208 [16] 0.134985767 0.080790181 0.188061931 -0.072672719 0.096292522 [21] 0.089268674 0.079812579 0.013318116 -0.114927040 0.419983965 [26] -0.095059077 -0.010118287 0.032567178 0.062135316 0.152513973 [31] -0.078140690 0.089046336 0.105857411 0.096224260 0.011089770 [36] -0.068733550 0.370307469 -0.069010849 0.007246967 0.033596157 [41] 0.072290279 0.113395462 -0.046299595 0.112045411 0.089136485 [46] 0.080517032 0.043388581 -0.047284477 0.341975647 > (mypacf <- c(rpacf$acf)) [1] 0.1395636124 0.2267011625 0.2825149516 0.2015874614 0.2547376649 [6] -0.2063396211 0.0396640630 -0.0058976108 0.1188627773 -0.0004745017 [11] -0.1580112514 0.5867091199 -0.3203357030 -0.0949908850 -0.1105395626 [16] -0.0555144377 -0.0487942424 0.1753922763 -0.0350537428 0.1018994403 [21] -0.0702736482 -0.1028777028 0.0094101269 0.0874869092 0.0346008567 [26] -0.0029310986 -0.0863283296 0.1152872165 0.0016126135 -0.0182408511 [31] 0.1492057812 0.0045378273 -0.0159270200 -0.0532004797 0.0051898196 [36] 0.0301053307 -0.0094391801 -0.0256572438 0.0704906113 -0.0702357227 [41] -0.0770486456 0.1148786945 0.0654911363 -0.0109861896 -0.0085645679 [46] 0.0573135378 -0.0713280168 0.0825461222 > 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/4yr7h1394696758.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/55nli1394696759.tab") > > try(system("convert tmp/1bzlp1394696758.ps tmp/1bzlp1394696758.png",intern=TRUE)) character(0) > try(system("convert tmp/2x5nf1394696758.ps tmp/2x5nf1394696758.png",intern=TRUE)) character(0) > try(system("convert tmp/3epp31394696758.ps tmp/3epp31394696758.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 2.715 0.549 3.254