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Type 'q()' to quit R. > x <- c(1.38,1.96,1.36,1.24,1.35,1.23,1.09,1.08,1.33,1.35,1.38,1.5,1.47,2.09,1.52,1.29,1.52,1.27,1.35,1.29,1.41,1.39,1.45,1.53,1.45,2.11,1.53,1.38,1.54,1.35,1.29,1.33,1.47,1.47,1.54,1.59,1.5,2,1.51,1.4,1.62,1.44,1.29,1.28,1.4,1.39,1.46,1.49,1.45,2.05,1.59,1.42,1.73,1.39,1.23,1.37,1.51,1.47,1.5,1.54,1.54,2.15,1.62,1.4,1.65,1.49,1.45,1.45,1.51,1.48,1.56,1.57,1.57,2.28,1.7,1.56,1.8,1.56,1.51,1.46,1.51,1.55,1.57,1.64,1.58,2.16,1.77,1.54,1.64,1.53,1.49,1.43,1.52,1.56,1.59,1.64) > 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/17d1v1413551532.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/212xs1413551532.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/38i321413551532.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 0.273834762 0.135547539 0.247949834 -0.052642401 [6] -0.146386512 -0.258389159 -0.170621660 -0.096154614 0.176635396 [11] 0.063369284 0.147466105 0.776629105 0.173882349 0.063226968 [16] 0.187946662 -0.079557904 -0.142063497 -0.250306139 -0.202329948 [21] -0.131978831 0.099044096 -0.004985002 0.069395941 0.608894395 [26] 0.119413281 0.039567741 0.140481441 -0.089380259 -0.163135015 [31] -0.248391258 -0.212687342 -0.153966637 0.041092672 -0.028944440 [36] 0.030560405 0.482914335 0.097266620 0.036796200 0.128713240 [41] -0.065431642 -0.128754527 -0.206524374 -0.172018539 -0.141939895 [46] -0.014181717 -0.061724647 -0.004062508 0.371369726 > (mypacf <- c(rpacf$acf)) [1] 0.2738347620 0.0654714716 0.2120776360 -0.1958154272 -0.1375226477 [6] -0.2700535660 0.0303369126 0.0419725710 0.4144458318 -0.0925358893 [11] 0.0979043267 0.6803638537 -0.3894299593 -0.0669653575 -0.0936366652 [16] 0.0244105774 0.0460203635 0.0032958793 -0.0965214037 0.0027482111 [21] -0.0748237108 0.0211311459 0.0781840194 -0.0244544400 0.0206795293 [26] -0.0004767723 -0.1050209178 0.0341913871 -0.1384018557 0.0625353230 [31] 0.0408609411 -0.0170086129 -0.0458108138 0.0648498733 -0.0754495158 [36] 0.0343813929 0.0137574322 -0.0036284754 0.0600429129 -0.0239222689 [41] 0.0460951964 -0.0084617681 0.0141302339 -0.0327512063 -0.0943756352 [46] -0.0342922068 0.0500148525 -0.0009330860 > 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/4vjol1413551532.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/5kcop1413551532.tab") > > try(system("convert tmp/17d1v1413551532.ps tmp/17d1v1413551532.png",intern=TRUE)) character(0) > try(system("convert tmp/212xs1413551532.ps tmp/212xs1413551532.png",intern=TRUE)) character(0) > try(system("convert tmp/38i321413551532.ps tmp/38i321413551532.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.189 0.245 1.437