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Type 'q()' to quit R. > x <- c(111.2,116.7,125.8,131.5,146.2,155.4,157.5,137.2,121.3,89.1,69.6,56.7,58.5,56.4,60.5,64.6,73.2,84.6,80.4,88.4,84.6,90.8,94.9,93.1,96.6,93.1,98.3,105,95.6,94.3,95.3,97.1,98.1,104.4,107.8,114.3,118.7,124.1,134.2,142.4,133.8,131,133.2,125.9,126.2,122.7,126.6,124.8,128,134.1,138.8,134,124,110.4,116.7,124.7,126,122.8,120.2,121.2,125.4,127.9,122,117.5,117.9,117.9,122.7,125.7,126.1,123.2,120.6,123.5) > 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/10tud1413633602.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/2qna11413633602.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/3p3271413633602.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 0.527552925 0.315455051 0.008389344 -0.121956303 [6] -0.207534157 -0.284544199 -0.303316846 -0.262911691 -0.146766814 [11] -0.027694815 0.081061946 0.068177812 0.005752563 -0.089267280 [16] -0.002370974 0.029945714 0.064869110 0.037272739 0.041214842 [21] 0.036153674 0.046053845 0.072356207 -0.012152389 -0.133770687 [26] -0.078090137 -0.220627460 -0.134385125 -0.118983439 -0.069219883 [31] -0.037000943 0.008045806 0.075768723 0.179029563 0.160569086 [36] 0.046370005 -0.018323603 -0.039529547 -0.029382862 -0.094274492 [41] -0.044612329 -0.048857049 0.069439834 0.101122210 0.153371646 [46] 0.055683883 -0.022349451 -0.070680505 -0.071712974 > (mypacf <- c(rpacf$acf)) [1] 0.5275529250 0.0514667935 -0.2453766374 -0.0765484112 -0.0645840992 [6] -0.1671946857 -0.1186782582 -0.0485426033 0.0129431528 0.0089298714 [11] 0.0214693735 -0.1009311057 -0.1390056533 -0.1413343404 0.1237898253 [16] 0.0331171255 -0.0214047744 -0.0270735651 0.0149443735 -0.0375768416 [21] -0.0182024341 0.0636629695 -0.0766596135 -0.1608466519 0.1672672991 [26] -0.2739550164 -0.0477524555 0.0219476064 -0.0437544224 -0.0912624031 [31] -0.0111441220 -0.0059890195 0.0778044785 -0.0938463350 -0.1406292958 [36] -0.0189869837 0.0008927512 -0.0619416284 -0.0723543992 -0.0148125527 [41] -0.0141991773 0.1106656018 0.0103922154 -0.0590125273 -0.1129775216 [46] -0.0099594113 -0.0082440352 0.0149656666 > 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/4wn3i1413633602.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/5qzhq1413633602.tab") > > try(system("convert tmp/10tud1413633602.ps tmp/10tud1413633602.png",intern=TRUE)) character(0) > try(system("convert tmp/2qna11413633602.ps tmp/2qna11413633602.png",intern=TRUE)) character(0) > try(system("convert tmp/3p3271413633602.ps tmp/3p3271413633602.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.135 0.165 1.312