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Type 'q()' to quit R. > x <- c(2.9,3,3,3,3,3,3,3,3,3,3,3,3,3,3,3,3,3,3,3,3,3,3,3,3,3.1,3.1,3.1,3.1,3.1,3.1,3.1,3.1,3.1,3.1,3.1,3.1,3.3,3.3,3.3,3.3,3.3,3.3,3.3,3.3,3.3,3.3,3.3,3.3,3.3,3.3,3.3,3.3,3.3,3.3,3.3,3.3,3.3,3.3,3.3,3.3,3.3,3.3,3.3,3.3,3.3,3.3,3.3,3.3,3.3,3.3,3.3,3.3,3.5,3.5,3.5,3.5,3.5,3.5,3.5,3.5,3.5,3.5,3.5) > 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/1nh151400790501.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/204ic1400790501.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/38gnm1400790501.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 -0.03832964 -0.03887591 -0.03942217 -0.03996844 -0.04051470 [7] -0.04106097 -0.04160723 -0.04215350 -0.04269977 -0.04324603 -0.02867895 [13] 0.17984280 -0.02977148 -0.03031774 -0.03086401 -0.03141028 -0.03195654 [19] -0.03250281 -0.03304907 -0.03359534 -0.03414160 -0.03468787 -0.03523414 [25] 0.06875360 -0.02876999 -0.02931626 -0.02986252 -0.03040879 -0.03095505 [31] -0.03150132 -0.03204759 -0.03259385 -0.03314012 -0.03368638 -0.03423265 [37] 0.59242512 -0.02021183 -0.02075810 -0.02130436 -0.02185063 -0.02239689 [43] -0.02294316 -0.02348942 -0.02403569 -0.02458196 -0.02512822 -0.01056114 [49] 0.19796061 > (mypacf <- c(rpacf$acf)) [1] -0.03832964 -0.04040443 -0.04265336 -0.04510182 -0.04778042 -0.05072640 [7] -0.05398549 -0.05761453 -0.06168502 -0.06628810 -0.05602607 0.15547727 [13] -0.03783902 -0.04020147 -0.04211757 -0.04418995 -0.04644326 -0.04890494 [19] -0.05160820 -0.05459362 -0.05791131 -0.06186092 -0.07290683 -0.01126838 [25] -0.06679033 -0.07225353 -0.07822218 -0.08519839 -0.09346922 -0.10344071 [31] -0.11570818 -0.13118096 -0.15131662 -0.17846161 -0.21906469 0.49117738 [37] -0.04062353 -0.04460995 -0.04450393 -0.04408409 -0.04336584 -0.04229393 [43] -0.04080162 -0.03881277 -0.03624603 -0.03305795 -0.03473372 -0.04673713 > 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/4mrbk1400790501.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/52pps1400790501.tab") > > try(system("convert tmp/1nh151400790501.ps tmp/1nh151400790501.png",intern=TRUE)) character(0) > try(system("convert tmp/204ic1400790501.ps tmp/204ic1400790501.png",intern=TRUE)) character(0) > try(system("convert tmp/38gnm1400790501.ps tmp/38gnm1400790501.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.576 0.355 1.971