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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 = '1' > par3 = '1' > par2 = '1' > par1 = '48' > par8 <- '' > par7 <- '0.95' > par6 <- 'White Noise' > par5 <- '12' > par4 <- '1' > par3 <- '1' > 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/1kn2r1394890808.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/21utd1394890808.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/3uhv91394890808.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 -0.357435016 -0.175137808 0.140352396 0.032083794 [6] -0.024258670 -0.125017562 0.177762962 -0.152785118 -0.057479386 [11] 0.087345872 0.085859558 -0.143281264 -0.069698145 0.056165732 [16] 0.140154524 -0.183902207 0.019388700 0.092557498 -0.122123795 [21] 0.120930654 -0.116110722 0.119010586 0.023041125 -0.152320204 [26] 0.119896686 0.001658355 -0.081550263 -0.084148626 0.250302641 [31] -0.163105161 -0.080179112 0.115577729 0.043036301 -0.116469392 [36] 0.029378727 0.056798838 0.018386916 -0.023754158 -0.106972179 [41] 0.201600233 -0.165676711 0.087652939 0.007172833 0.057766801 [46] -0.071961604 -0.020677724 0.069088991 -0.099411914 > (mypacf <- c(rpacf$acf)) [1] -0.357435016 -0.347263971 -0.088795679 0.005194361 0.043882419 [6] -0.124928745 0.083402160 -0.134234873 -0.134776660 -0.083624903 [11] 0.094730456 -0.057886333 -0.115638607 -0.188123124 0.094842936 [16] -0.107834303 -0.039169175 -0.058211900 -0.097797910 0.041579319 [21] -0.149429683 -0.012137038 0.134872357 -0.093541222 -0.048128335 [26] -0.044672119 -0.104903911 -0.171964695 0.118096411 -0.143759943 [31] -0.051124043 -0.102824027 -0.028860236 -0.121848789 -0.011365816 [36] -0.112307790 0.059435571 -0.041118079 -0.154874081 -0.076547061 [41] -0.098156073 0.035684144 -0.071445847 0.046864687 -0.020028943 [46] -0.029934997 -0.133457367 -0.110884179 > 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/4y7jt1394890808.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/5hzuj1394890808.tab") > > try(system("convert tmp/1kn2r1394890808.ps tmp/1kn2r1394890808.png",intern=TRUE)) character(0) > try(system("convert tmp/21utd1394890808.ps tmp/21utd1394890808.png",intern=TRUE)) character(0) > try(system("convert tmp/3uhv91394890808.ps tmp/3uhv91394890808.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 2.799 0.585 3.623