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Type 'q()' to quit R. > x <- c(105.86,105.97,106.08,106.04,106.65,106.85,106.85,106.95,107.29,107.65,107.87,107.98,107.98,107.83,108.69,108.91,109.67,109.72,109.72,109.72,109.74,109.78,110.49,110.37,110.37,110.41,110.64,110.88,110.91,110.99,110.99,110.99,111.28,112.37,112.35,112.24,112.24,112.21,112.35,112.71,113.08,113.26,113.26,113.27,113.85,114.92,115.24,115.21,115.21,115.18,115.24,116.24,116.68,116.77,116.77,116.84,116.94,117.83,118.16,118.27,113.62,113.72,113.53,113.69,114.61,114.46,114.68,114.72,115.62,115.4,115.43,115.44) > 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/1v8uw1416246657.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/2xzv21416246657.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/3enzi1416246657.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 0.951105215 0.900774952 0.850295703 0.803941056 [6] 0.769041653 0.732229211 0.691363711 0.646312862 0.613005452 [11] 0.586878103 0.560403562 0.530661621 0.476254372 0.416705043 [16] 0.365583643 0.324879296 0.292160923 0.256874330 0.217388178 [21] 0.175183851 0.136009501 0.103010554 0.074759936 0.041997455 [26] 0.005383872 -0.034324336 -0.072273473 -0.098494227 -0.122140978 [31] -0.148151974 -0.176547054 -0.206947457 -0.234360651 -0.251138642 [36] -0.266951594 -0.287312712 -0.309861357 -0.336208958 -0.358515587 [41] -0.374048925 -0.386414450 -0.399823999 -0.415706220 -0.432688321 [46] -0.441930888 -0.441218677 -0.433491958 -0.427954429 > (mypacf <- c(rpacf$acf)) [1] 0.951105215 -0.040107165 -0.027833358 0.016096816 0.093405008 [6] -0.044189933 -0.063484524 -0.058165225 0.112341719 0.045299776 [11] -0.039421031 -0.055864443 -0.248627380 -0.074526489 0.049689559 [16] 0.052332141 0.010279696 -0.046975119 -0.039835446 -0.028383732 [21] -0.049815187 -0.024183161 0.024599512 -0.041056252 0.012298984 [26] -0.037896915 -0.062953669 0.025755126 -0.035595814 -0.040152614 [31] -0.012811464 -0.026777807 -0.011528898 0.050202370 -0.061809189 [36] -0.059777090 -0.027635905 -0.050298038 0.005680775 -0.022293561 [41] -0.022168171 -0.011903447 -0.033159421 -0.041865643 0.034366459 [46] 0.019668598 0.053398447 -0.007621340 > 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/4fapm1416246657.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/5pdpq1416246657.tab") > > try(system("convert tmp/1v8uw1416246657.ps tmp/1v8uw1416246657.png",intern=TRUE)) character(0) > try(system("convert tmp/2xzv21416246657.ps tmp/2xzv21416246657.png",intern=TRUE)) character(0) > try(system("convert tmp/3enzi1416246657.ps tmp/3enzi1416246657.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.145 0.216 1.374