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Type 'q()' to quit R. > x <- c(329.6 + ,327.2 + ,326.3 + ,315.4 + ,308.6 + ,302.6 + ,295.6 + ,291.5 + ,288.1 + ,281.1 + ,282.4 + ,284.9 + ,274.2 + ,265.7 + ,259.7 + ,253.7 + ,249.5 + ,244.6 + ,243 + ,239.2 + ,235.7 + ,231.1 + ,226.7 + ,221.7 + ,219.4 + ,214.2 + ,211.7 + ,207.7 + ,204.7 + ,201.2 + ,199.9 + ,197.8 + ,195.2 + ,194.3 + ,192.8 + ,188.5 + ,183.2 + ,181.4 + ,180.5 + ,180.2 + ,179.2 + ,177.1 + ,174.2 + ,172.1 + ,171.1 + ,169.8 + ,169.5 + ,165.5 + ,167.2 + ,167.6 + ,171.8 + ,175.9 + ,180 + ,184.9 + ,184.6 + ,187.6 + ,191.5 + ,195.5 + ,201.6 + ,203.5 + ,209.1 + ,217.1 + ,227.6 + ,237.2 + ,245.6 + ,253.2 + ,260.5 + ,266.1 + ,273 + ,280.8 + ,284.4 + ,288.5 + ,284.8 + ,288.9 + ,299.6 + ,307.8 + ,311.4 + ,322 + ,317.8 + ,319.1 + ,322.3 + ,323.1 + ,322.8 + ,325 + ,323.2 + ,318.8 + ,328.2 + ,329.2 + ,326.5 + ,330.1 + ,323.8 + ,321.8 + ,319.6 + ,315.5 + ,310.7 + ,306.5 + ,295.1 + ,288 + ,293.9 + ,289.3 + ,287.4 + ,282.6 + ,276.9 + ,272.7 + ,267.9 + ,262.8 + ,256.6 + ,250.7 + ,243.2 + ,235.1 + ,229.6 + ,222.9 + ,217.6 + ,214.1 + ,210.8 + ,208 + ,202.6 + ,199 + ,195.5 + ,192.1 + ,189.4 + ,182.4 + ,179.2 + ,176.5 + ,174 + ,171.7 + ,169.8 + ,168.3 + ,166.4 + ,165.9 + ,166.4 + ,170.6 + ,177.6 + ,183.4 + ,191.9 + ,201.7 + ,210.6 + ,221.6 + ,232.2 + ,240.4 + ,248.4 + ,258.5 + ,265 + ,271.7 + ,273.9 + ,277.8 + ,273.4 + ,270.9 + ,268.3 + ,264.7 + ,264.1 + ,264.5 + ,262.2 + ,258.6 + ,259.4 + ,262.7 + ,264.9 + ,260.5 + ,256.4 + ,254.7 + ,254.8 + ,255.3 + ,256.8 + ,258.7 + ,259.8 + ,261.7 + ,264.7 + ,269.1 + ,279 + ,283.4 + ,285.5 + ,288.2 + ,292.1 + ,295.6 + ,302.4 + ,308.5 + ,314.1 + ,319.8 + ,329.7 + ,339.7) > 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/1ercz1394716653.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/25c311394716653.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/38pkg1394716653.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] 1.00000000 0.97873896 0.95236819 0.92134150 0.88663065 0.84846388 [7] 0.80698273 0.76241878 0.71465268 0.66437177 0.61170704 0.55600937 [13] 0.49757949 0.43955186 0.38164511 0.32388589 0.26646283 0.20941314 [19] 0.15315754 0.09695582 0.04164610 -0.01241970 -0.06540046 -0.11754278 [25] -0.16912922 -0.21954096 -0.26736760 -0.31303713 -0.35707800 -0.39930933 [31] -0.43918934 -0.47707539 -0.51363284 -0.54816845 -0.58115275 -0.61291195 [37] -0.64117829 -0.66648451 -0.68845898 -0.70696818 -0.72094973 -0.73085519 [43] -0.73619576 -0.73629278 -0.73117735 -0.72091231 -0.70532228 -0.68463989 [49] -0.65875450 > (mypacf <- c(rpacf$acf)) [1] 0.9787389610 -0.1322024031 -0.1116541855 -0.0829156921 -0.0773989822 [6] -0.0748685406 -0.0703532676 -0.0755344495 -0.0602516335 -0.0611255716 [11] -0.0821695990 -0.0771573632 -0.0007132896 -0.0193343511 -0.0272363511 [16] -0.0273465753 -0.0316028121 -0.0256832651 -0.0505399886 -0.0339220963 [21] -0.0282974185 -0.0376340026 -0.0514712544 -0.0640879274 -0.0473696213 [26] -0.0131695979 -0.0304836253 -0.0480246166 -0.0437356178 -0.0306703649 [31] -0.0467893133 -0.0669300565 -0.0489142932 -0.0631319729 -0.0768473805 [36] -0.0246455682 -0.0439091127 -0.0328853834 -0.0296045548 -0.0049568522 [41] -0.0176526210 -0.0011125000 0.0168456524 0.0141552759 0.0172466149 [46] 0.0241960183 0.0180009128 0.0295314806 > 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/4lv9f1394716653.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/56ru51394716653.tab") > > try(system("convert tmp/1ercz1394716653.ps tmp/1ercz1394716653.png",intern=TRUE)) character(0) > try(system("convert tmp/25c311394716653.ps tmp/25c311394716653.png",intern=TRUE)) character(0) > try(system("convert tmp/38pkg1394716653.ps tmp/38pkg1394716653.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 2.172 0.485 2.736