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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 = '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/1xffl1395054845.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/2o30y1395054845.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/3zg6i1395054845.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 -0.555768014 0.013785401 0.071746297 -0.072696663 [6] 0.246815230 -0.331849311 0.179859740 -0.055116068 0.054901414 [11] 0.058314508 -0.472993288 0.749867038 -0.449380648 0.031135461 [16] 0.070372625 -0.094287934 0.213746390 -0.243361385 0.096312702 [21] 0.003132354 0.034715985 0.032092114 -0.375120449 0.590602580 [26] -0.343233155 0.028671139 0.004762656 -0.034328324 0.186596807 [31] -0.231704755 0.086378952 0.017672369 0.041952425 -0.003660072 [36] -0.287346340 0.489310020 -0.294730949 0.035230474 -0.005688417 [41] -0.008493245 0.118432349 -0.184075397 0.103855094 -0.007853453 [46] 0.014659396 0.033585644 -0.274624997 0.443736292 > (mypacf <- c(rpacf$acf)) [1] -0.5557680142 -0.4269763094 -0.2736047856 -0.2880514579 0.1705022134 [6] -0.0621022651 0.0020264241 -0.1087153940 0.0116046731 0.1457794485 [11] -0.5522131885 0.3352533920 0.0629995486 0.0556185037 0.0097102650 [16] 0.0195815365 -0.1551520555 0.0249394722 -0.1041833934 0.0481461986 [21] 0.0695730871 -0.0494286532 -0.1096293266 -0.0219387847 0.0026050782 [26] 0.0623956790 -0.1299607751 -0.0078114919 0.0008538153 -0.1449136886 [31] -0.0055017063 0.0281956342 0.0456165365 -0.0106260133 -0.0148443734 [36] 0.0280229893 0.0253038262 -0.0598550117 0.0624476214 0.0447259367 [41] -0.1334295267 -0.0713276982 0.0194476504 0.0029690710 -0.0551107039 [46] 0.0682496916 -0.0939607320 0.0515694407 > 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/4rfnz1395054845.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/5gf8w1395054845.tab") > > try(system("convert tmp/1xffl1395054845.ps tmp/1xffl1395054845.png",intern=TRUE)) character(0) > try(system("convert tmp/2o30y1395054845.ps tmp/2o30y1395054845.png",intern=TRUE)) character(0) > try(system("convert tmp/3zg6i1395054845.ps tmp/3zg6i1395054845.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 3.632 0.825 4.473