R version 3.0.3 (2014-03-06) -- "Warm Puppy" Copyright (C) 2014 The R Foundation for Statistical Computing Platform: i686-pc-linux-gnu (32-bit) R is free software and comes with ABSOLUTELY NO WARRANTY. You are welcome to redistribute it under certain conditions. Type 'license()' or 'licence()' for distribution details. R is a collaborative project with many contributors. Type 'contributors()' for more information and 'citation()' on how to cite R or R packages in publications. Type 'demo()' for some demos, 'help()' for on-line help, or 'help.start()' for an HTML browser interface to help. Type 'q()' to quit R. > x <- c(71.97 + ,72.32 + ,74.07 + ,77.95 + ,81.75 + ,80.81 + ,74.1 + ,71.37 + ,75.21 + ,76.9 + ,74.44 + ,74.76 + ,76.23 + ,76.97 + ,78.4 + ,78.6 + ,80.08 + ,81.12 + ,80.31 + ,84.59 + ,81.34 + ,80.95 + ,80.48 + ,75.26 + ,76.32 + ,78.92 + ,80.47 + ,83.14 + ,85.42 + ,81.53 + ,87.31 + ,86.01 + ,85.1 + ,79.91 + ,78.6 + ,78.6 + ,79.37 + ,82.89 + ,84.43 + ,85.32 + ,87.71 + ,84.68 + ,80.62 + ,84.79 + ,85.49 + ,81.68 + ,77.69 + ,78.31 + ,79.18 + ,80.91 + ,83.91 + ,86.3 + ,89.76 + ,85.11 + ,83.81 + ,85.36 + ,85.89 + ,82.59 + ,80.87 + ,80.27 + ,81.36 + ,84.81 + ,90.3 + ,95.43 + ,97.59 + ,97.8 + ,99.48 + ,97.52 + ,104.39 + ,97.74 + ,91.37 + ,92.42 + ,96.9 + ,101.58 + ,105.46 + ,110.06 + ,107.9 + ,102.87 + ,96.28 + ,98.59 + ,103.22 + ,98.6 + ,91.79 + ,93.83 + ,95.17 + ,95.19 + ,99.44 + ,109.18 + ,109.15 + ,109.72 + ,108.41 + ,102.96 + ,107.64 + ,97.28 + ,97.25 + ,91.84 + ,94.12 + ,97.86 + ,98.83 + ,102.29 + ,104.49 + ,102.11 + ,102.14 + ,101.28 + ,101.21 + ,94.2 + ,88.47 + ,88.08 + ,88.02 + ,92.95 + ,97.05 + ,101.44 + ,100.34 + ,99.98 + ,94.17 + ,94.54 + ,95.12 + ,98.04 + ,93.72 + ,93.83 + ,93.03 + ,95.81 + ,99.1 + ,100.12 + ,100.67 + ,103.87 + ,102.39 + ,107.21 + ,105.71 + ,99.79 + ,96.12 + ,96.17 + ,97.23 + ,98.08 + ,99.84 + ,99.72 + ,99.92 + ,102.7 + ,102.06 + ,102.36 + ,102.43 + ,100.6 + ,98.4 + ,98.61 + ,103.03 + ,104.7 + ,107.45 + ,109.67 + ,110.54 + ,112.05 + ,113.19 + ,114.2 + ,112.56 + ,107.36 + ,103.93 + ,103.83 + ,104.74 + ,107.5 + ,109.53 + ,109.42 + ,108.6 + ,110.72 + ,105.1 + ,105.19 + ,102.55 + ,101.25 + ,101.56 + ,101.62 + ,101.7 + ,102.94 + ,104.37 + ,106.93 + ,107.82 + ,110.83 + ,106.86 + ,109.46 + ,108.8 + ,108.69 + ,107.77 + ,108.64 + ,108.5 + ,113.84 + ,114.59 + ,116.27 + ,113.63 + ,112.29 + ,110.31 + ,108.47 + ,110.67 + ,109.1 + ,107.02 + ,108.12 + ,106.69 + ,109.87 + ,110.82 + ,114.14 + ,113.31 + ,115.16 + ,111.06 + ,111.13 + ,115.96 + ,117.57 + ,114.69 + ,119.42 + ,118.4 + ,123.32 + ,123.39 + ,127.04 + ,129.35 + ,127.12 + ,122.1 + ,120.22 + ,121.53 + ,119.01 + ,114.27 + ,114.46) > par8 = '' > par7 = '0.95' > par6 = 'White Noise' > par5 = '12' > par4 = '0' > par3 = '1' > par2 = '1' > par1 = '48' > par8 <- '' > par7 <- '0.95' > par6 <- 'White Noise' > par5 <- '12' > par4 <- '0' > 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/18emq1394966633.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/2gaan1394966633.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/313y61394966633.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] 1.000000e+00 1.289475e-01 3.520904e-03 -1.494715e-01 -1.137216e-01 [6] -1.566676e-01 -1.597435e-01 -1.335744e-01 -5.914793e-02 -1.250945e-01 [11] -6.245279e-05 1.472902e-01 4.232780e-01 1.940824e-01 -4.215999e-02 [16] -7.265894e-02 -1.111028e-01 -1.269899e-01 -1.998501e-01 -1.614500e-01 [21] -1.495791e-01 -5.966948e-02 3.841984e-02 2.007975e-01 4.239916e-01 [26] 2.169064e-01 -2.421166e-02 -1.071353e-01 -2.149998e-02 -1.445136e-01 [31] -1.422117e-01 -1.386334e-01 -1.131185e-01 -9.352402e-02 4.597640e-03 [36] 1.958592e-01 3.950351e-01 1.520916e-01 1.974140e-02 -1.396857e-01 [41] -6.243000e-02 -1.963800e-01 -1.679795e-01 -1.852855e-01 -4.688296e-02 [46] -5.283178e-02 -1.943546e-03 2.089028e-01 2.639899e-01 > (mypacf <- c(rpacf$acf)) [1] 0.128947513 -0.013328171 -0.150745820 -0.078133684 -0.137990039 [6] -0.157369667 -0.143197884 -0.104528463 -0.224464437 -0.109575021 [11] 0.024341837 0.309332386 0.092194910 -0.091512495 0.007773326 [16] -0.024353781 -0.029399352 -0.127037802 -0.130115184 -0.190769627 [21] -0.088329525 -0.051674331 -0.010574965 0.201655560 0.073377387 [26] -0.017571290 -0.040790936 0.112292656 -0.043658685 -0.001041744 [31] 0.008180159 -0.040558738 -0.061666477 -0.077839202 0.018350152 [36] 0.105740074 -0.039884246 0.015170146 -0.074823133 -0.023661823 [41] -0.117471700 -0.045457379 -0.126615765 0.036413143 -0.013992167 [46] -0.112894004 0.019292518 -0.098777602 > 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/41rfr1394966633.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/5oqip1394966633.tab") > > try(system("convert tmp/18emq1394966633.ps tmp/18emq1394966633.png",intern=TRUE)) character(0) > try(system("convert tmp/2gaan1394966633.ps tmp/2gaan1394966633.png",intern=TRUE)) character(0) > try(system("convert tmp/313y61394966633.ps tmp/313y61394966633.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 3.095 0.662 3.750