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Type 'q()' to quit R. > x <- c(15.579,16.348,15.928,16.171,15.937,15.713,15.594,15.683,16.438,17.032,17.696,17.745,19.394,20.148,20.108,18.584,18.441,18.391,19.178,18.079,18.483,19.644,19.195,19.650,20.830,23.595,22.937,21.814,21.928,21.777,21.383,21.467,22.052,22.680,24.320,24.977,25.204,25.739,26.434,27.525,30.695,32.436,30.160,30.236,31.293,31.077,32.226,33.865,32.810,32.242,32.700,32.819,33.947,34.148,35.261,39.506,41.591,39.148,41.216,40.225,41.126,42.362,40.740,40.256,39.804,41.002,41.702,42.254,43.605,43.271,43.221,41.373,40.435,39.217,39.457,36.710,34.977,32.729,31.584,32.510,32.565,30.988,30.383,28.673) > 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/10g731417348805.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/2ecal1417348805.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/37zuq1417348805.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] 1.0000000000 0.2061148778 0.0306743730 0.1221750689 0.0456543022 [6] 0.1232129008 0.1526034077 0.0135823997 0.0094262027 0.0606194086 [11] -0.0445866908 0.0817340723 0.1458667801 0.0230188170 0.1159640747 [16] 0.1820556663 0.0086747693 -0.1857235555 -0.0436108323 -0.0472561919 [21] -0.0250043574 0.0021458056 -0.0627874430 -0.1172051035 -0.0032290813 [26] -0.1444861139 -0.0374819893 0.0517683545 -0.0734205807 -0.0372712524 [31] 0.0301648614 -0.0205631649 -0.0773994954 0.0506876662 -0.0009160635 [36] -0.0174635180 -0.1542242476 -0.1836245230 -0.0945255003 -0.1027134115 [41] -0.0232254803 -0.1143031272 -0.0298744478 -0.0047219051 0.0035462858 [46] 0.0113060650 0.0077273224 -0.0015454183 -0.0048720262 > (mypacf <- c(rpacf$acf)) [1] 0.206114878 -0.012332913 0.123584947 -0.004590806 0.122406059 [6] 0.095761426 -0.038863724 -0.007569448 0.032208035 -0.079814757 [11] 0.090406357 0.096382278 -0.004410570 0.104772157 0.130904315 [16] -0.054744759 -0.267494690 -0.028259421 -0.057717887 -0.035809073 [21] 0.002184858 0.036716198 -0.074814485 0.041449474 -0.156888989 [26] -0.005801356 -0.020928301 -0.009925769 0.029069676 0.062037600 [31] 0.093181445 -0.006892774 0.085166722 -0.028818231 -0.039614880 [36] -0.244934336 -0.091337682 -0.076114209 -0.056924648 0.091968857 [41] -0.037579117 0.017947240 0.050098568 0.030190134 -0.083072197 [46] -0.031141811 0.034550156 0.022534058 > 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/4x3ga1417348805.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/55ijn1417348805.tab") > > try(system("convert tmp/10g731417348805.ps tmp/10g731417348805.png",intern=TRUE)) character(0) > try(system("convert tmp/2ecal1417348805.ps tmp/2ecal1417348805.png",intern=TRUE)) character(0) > try(system("convert tmp/37zuq1417348805.ps tmp/37zuq1417348805.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.259 0.226 1.491