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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 = '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/19pq51416246829.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/2rg2l1416246829.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/3nl3w1416246829.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] 1.000000e+00 2.014596e-02 -1.286545e-02 -1.905784e-01 -1.269293e-01 [6] 5.980364e-02 9.848293e-02 7.990886e-02 -1.824942e-01 -1.372484e-01 [11] 7.957897e-04 9.155524e-02 9.907899e-02 6.909570e-02 -6.807349e-02 [16] -1.853858e-01 -9.466911e-02 4.689292e-02 7.296994e-02 4.228472e-02 [21] -7.039865e-02 -8.541762e-02 -1.310304e-02 6.057069e-02 6.965031e-02 [26] 5.310007e-02 -4.801913e-05 -1.816557e-01 -2.643055e-02 5.471778e-02 [31] 3.725133e-02 4.736397e-02 -6.796354e-03 -4.904085e-02 -3.456646e-02 [36] 7.795068e-02 3.836581e-02 6.283190e-02 -1.075421e-01 -6.665715e-03 [41] 6.381066e-03 5.073945e-02 5.269389e-02 2.589483e-02 -1.040950e-01 [46] -3.621593e-02 -1.074807e-01 5.176739e-02 3.475988e-02 > (mypacf <- c(rpacf$acf)) [1] 2.014596e-02 -1.327670e-02 -1.901590e-01 -1.243774e-01 6.025755e-02 [6] 6.346632e-02 3.525824e-02 -1.872565e-01 -1.037551e-01 4.471697e-02 [11] 4.640010e-02 2.571481e-03 5.322492e-02 -1.185080e-02 -1.329480e-01 [16] -1.040662e-01 -2.380489e-05 4.862489e-03 -5.422350e-03 -6.132713e-02 [21] -2.509427e-02 2.186553e-02 -1.581436e-02 -4.203128e-02 4.299140e-02 [26] 6.367062e-02 -1.514453e-01 -2.587144e-02 5.910711e-02 -4.215520e-02 [31] -2.867908e-02 1.893352e-02 1.510079e-02 3.014699e-03 6.440839e-03 [36] -3.968458e-02 8.723416e-02 -8.145911e-02 2.735871e-04 8.128791e-02 [41] 5.426147e-02 -4.603527e-02 1.836397e-02 -6.027376e-02 1.607756e-02 [46] -1.407736e-01 -4.037153e-03 3.139181e-02 > 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/4xk7q1416246829.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/5ybbl1416246829.tab") > > try(system("convert tmp/19pq51416246829.ps tmp/19pq51416246829.png",intern=TRUE)) character(0) > try(system("convert tmp/2rg2l1416246829.ps tmp/2rg2l1416246829.png",intern=TRUE)) character(0) > try(system("convert tmp/3nl3w1416246829.ps tmp/3nl3w1416246829.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.162 0.232 1.400