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Type 'q()' to quit R. > x <- c(227.81,227.81,227.01,227.26,227.1,227.59,227.59,227.7,227.75,226.33,225.95,226.33,226.33,226.22,224.84,221.88,222.37,221.8,221.8,221.8,221.9,220.2,219.95,220.05,220.05,220.05,220.62,221.53,221.61,221.5,221.5,221.87,222.27,220.86,221.49,221.67,221.67,221.72,221.67,220.29,220.75,219.59,219.59,219.59,219.82,221.59,220.9,221.01,221.01,219.69,221,219.82,218.04,217.97,217.97,217.53,217,217.18,217.68,217.71,217.71,218.5,218.8,218.94,220,219.89,219.89,220.08,220.16,221,222.16,221.5,221.5,221.6,221.85,223.11,222.79,222.45,222.45,222.4,223.15,224.4,224.24,223.92) > 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/1g71d1400758463.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/2xptm1400758463.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/3szul1400758463.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 0.93661578 0.87115479 0.81287417 0.74920789 0.69627657 [7] 0.62792732 0.54838921 0.46909352 0.38201780 0.31986055 0.26379101 [13] 0.20046978 0.14127776 0.07685573 0.02831250 0.01348945 -0.01013394 [19] -0.02134304 -0.03676880 -0.06042907 -0.08290871 -0.08407880 -0.08057219 [25] -0.07009793 -0.06434130 -0.05677134 -0.05036160 -0.05584612 -0.05869164 [31] -0.05331999 -0.04874169 -0.05075000 -0.06423630 -0.06699781 -0.07859939 [37] -0.09693373 -0.11270020 -0.14057754 -0.17629797 -0.19651089 -0.22058343 [43] -0.23320940 -0.24622607 -0.26279017 -0.28008166 -0.31732539 -0.34544600 [49] -0.37280368 > (mypacf <- c(rpacf$acf)) [1] 0.936615776 -0.049647868 0.023914431 -0.078230170 0.056771273 [6] -0.167824247 -0.116290936 -0.071036890 -0.113084997 0.136950910 [11] -0.011503225 -0.058511257 -0.028754855 -0.061800160 0.063371596 [16] 0.191940232 -0.094551090 0.074409298 -0.057853465 -0.053221391 [21] -0.136285933 0.157212714 -0.047738767 0.075439821 0.028617567 [26] 0.017493341 -0.052249671 -0.133614340 -0.048295238 0.066648694 [31] 0.083969550 -0.090370903 -0.037637495 0.053279099 -0.159148543 [36] -0.077362868 0.046906048 -0.148867543 0.008699206 0.137431872 [41] -0.070913031 -0.017479654 -0.015412666 -0.043071499 -0.049575893 [46] -0.184437907 -0.019273383 -0.083043728 > 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/4k0ut1400758463.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/5406u1400758464.tab") > > try(system("convert tmp/1g71d1400758463.ps tmp/1g71d1400758463.png",intern=TRUE)) character(0) > try(system("convert tmp/2xptm1400758463.ps tmp/2xptm1400758463.png",intern=TRUE)) character(0) > try(system("convert tmp/3szul1400758463.ps tmp/3szul1400758463.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.662 0.305 1.983