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Type 'q()' to quit R. > x <- c(75,84.3,84,79.1,78.8,82.7,85.3,84.5,80.8,70.1,68.2,68.1,72.3,73.1,71.5,74.1,80.3,80.6,81.4,87.4,89.3,93.2,92.8,96.8,100.3,95.6,89,87.4,86.7,92.8,98.6,100.8,105.5,107.8,113.7,120.3,126.5,134.8,134.5,133.1,128.8,127.1,129.1,128.4,126.5,117.1,114.2,109.1,110.3,109.2,103.6,98.9,95.9,91.2,98.7,94.5,95.6,93.8,89.5,87.1,87.1,84.5,84.2,83.7,82.2,77.7,78.5,79.1,78.6,79,76.2,77.8) > 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/1xz5n1413377392.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/2fwmw1413377392.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/35ccx1413377392.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 0.961442179 0.911287885 0.854350837 0.791784755 [6] 0.726470344 0.652510915 0.569883890 0.488893315 0.409614341 [11] 0.332719963 0.262807143 0.197019424 0.132361179 0.067904278 [16] 0.002954377 -0.058669646 -0.112243859 -0.169203642 -0.239996390 [21] -0.309910609 -0.376341349 -0.427095961 -0.470192266 -0.506007933 [26] -0.535600112 -0.562847880 -0.582105621 -0.586512121 -0.578239060 [31] -0.557389692 -0.532409801 -0.505073417 -0.469587455 -0.429237708 [36] -0.379100636 -0.329565437 -0.285061057 -0.241077786 -0.203285630 [41] -0.164443636 -0.128266302 -0.095787959 -0.068988813 -0.048108143 [46] -0.026764838 -0.005409301 0.023210506 0.050830122 > (mypacf <- c(rpacf$acf)) [1] 0.9614421785 -0.1729916876 -0.0960264031 -0.0859516607 -0.0505997004 [6] -0.1431304249 -0.1353065561 0.0061112633 -0.0197458619 -0.0240212669 [11] 0.0385315725 -0.0037864048 -0.0619178888 -0.0843047421 -0.0827866122 [16] -0.0378693736 0.0175897933 -0.1395403592 -0.2701774216 -0.0401967609 [21] -0.0257865945 0.1197479696 -0.0256839772 0.0371130309 -0.0019424471 [26] -0.1102857544 -0.0290129442 0.0645616512 0.0372670350 0.0450762172 [31] -0.0422676807 0.0008283257 0.0764473680 -0.0206808780 0.0587564079 [36] -0.0406613491 -0.0325173084 0.0109896378 -0.1285888242 -0.0331383330 [41] -0.0636959614 -0.0757856097 -0.0472032903 -0.0264977596 0.0661844912 [46] -0.0374348669 0.0456126033 -0.0508663519 > 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/4japd1413377392.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/5ukon1413377392.tab") > > try(system("convert tmp/1xz5n1413377392.ps tmp/1xz5n1413377392.png",intern=TRUE)) character(0) > try(system("convert tmp/2fwmw1413377392.ps tmp/2fwmw1413377392.png",intern=TRUE)) character(0) > try(system("convert tmp/35ccx1413377392.ps tmp/35ccx1413377392.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.219 0.195 1.420