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Type 'q()' to quit R. > x <- c(8.7,8.7,8.6,8.5,8.3,8,8.2,8.1,8.1,8,7.9,7.9,8,8,7.9,8,7.7,7.2,7.5,7.3,7,7,7,7.2,7.3,7.1,6.8,6.4,6.1,6.5,7.7,7.9,7.5,6.9,6.6,6.9,7.7,8,8,7.7,7.3,7.4,8.1,8.3,8.1,7.9,7.9,8.3,8.6,8.7,8.5,8.3,8,8,8.8,8.7,8.5,8.1,7.8,7.7,7.5,7.2,6.9,6.6,6.5,6.6,7.7,8,7.7,7.3,7,7,7.3,7.3,7.1,7.1,7,7,7.5,7.8,7.9,8.1,8.3,8.4) > 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/1r1ni1400671801.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/2glry1400671801.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/3xprl1400671801.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 0.83889460 0.57698580 0.39259690 0.34309285 0.39183217 [7] 0.41720933 0.31917892 0.15158045 0.02051264 -0.01013077 0.03990645 [13] 0.05990966 -0.06523001 -0.23151628 -0.33465247 -0.37407010 -0.36933774 [19] -0.38203941 -0.46173121 -0.55400510 -0.58118388 -0.52700268 -0.41308600 [25] -0.33516364 -0.37080199 -0.41834310 -0.39560464 -0.29567880 -0.16110301 [31] -0.07333379 -0.07190517 -0.09652748 -0.07298454 0.02428472 0.16341209 [37] 0.26057051 0.23553703 0.17937902 0.16136419 0.19752141 0.27024145 [43] 0.32715431 0.33120733 0.29760700 0.26318431 0.24096473 0.23586452 [49] 0.22825076 > (mypacf <- c(rpacf$acf)) [1] 0.838894604 -0.427867875 0.249573053 0.180224031 0.155084791 [6] -0.109827134 -0.241679481 -0.018086389 0.009856373 0.041748495 [11] 0.010593039 -0.154363576 -0.347963707 0.149750384 -0.031984792 [16] -0.261321334 -0.136133455 -0.096754257 -0.075039048 -0.044791980 [21] -0.015223033 -0.047249847 0.075661577 -0.070228704 -0.152719141 [26] 0.086592780 -0.007600436 0.092822566 -0.045281133 -0.089449861 [31] 0.025615299 0.037461194 -0.032960574 -0.008444386 -0.029222325 [36] 0.004234246 -0.129646119 -0.013008299 -0.134670729 -0.039129801 [41] -0.020336326 0.055168647 0.064525943 -0.083750287 -0.019680631 [46] -0.103572004 -0.040356256 0.059589057 > 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/4kuij1400671801.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/5sddl1400671801.tab") > > try(system("convert tmp/1r1ni1400671801.ps tmp/1r1ni1400671801.png",intern=TRUE)) character(0) > try(system("convert tmp/2glry1400671801.ps tmp/2glry1400671801.png",intern=TRUE)) character(0) > try(system("convert tmp/3xprl1400671801.ps tmp/3xprl1400671801.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.816 0.369 2.218