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Type 'q()' to quit R. > x <- c(103.77,103.82,103.86,103.9,103.63,103.65,103.7,103.77,103.94,104.03,104.03,104.29,104.35,104.67,104.73,104.86,104.05,104.15,104.27,104.33,104.41,104.4,104.41,104.6,104.61,104.65,104.55,104.51,104.74,104.89,104.91,104.93,104.95,104.97,105.16,105.29,105.35,105.36,105.45,105.3,105.73,105.86,105.85,105.95,105.97,106.15,105.37,105.39,105.39,105.38,105.23,105.34,104.98,105.16,105.27,105.27,105.33,105.33,105.46,105.54,105.59,105.57,105.62,105.57,105.33,105.34,105.5,105.47,105.59,105.65,105.8,105.87) > 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/1se671413638057.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/23uz91413638057.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/3oxf61413638057.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 -0.127902714 0.024390109 -0.108741577 0.038373621 [6] -0.055517765 0.051139597 -0.109686160 -0.101492213 -0.047015379 [11] 0.012236579 0.036256721 -0.010850718 -0.007516881 -0.054303263 [16] 0.063681962 -0.019560854 0.057574657 -0.051318445 -0.052607467 [21] 0.010557956 0.029993601 0.003672208 0.022004221 -0.255005024 [26] 0.036008389 0.036887089 -0.005532572 0.011278555 -0.076834405 [31] 0.303188962 -0.031167813 0.026211512 -0.079223742 0.059267195 [36] -0.105005197 0.091842473 -0.095643954 -0.043765672 -0.067281362 [41] 0.008744616 -0.042685872 0.083323994 -0.004998478 -0.049029912 [46] 0.033881074 0.011629544 0.031072271 0.145097996 > (mypacf <- c(rpacf$acf)) [1] -0.1279027144 0.0081645694 -0.1063499788 0.0115180377 -0.0486165872 [6] 0.0276857965 -0.0978009205 -0.1430245714 -0.0727798098 -0.0318450962 [11] 0.0147660190 -0.0266479233 -0.0209299250 -0.0683400831 0.0177470510 [16] -0.0397910611 0.0198604599 -0.0342067375 -0.0801289795 0.0025149477 [21] -0.0031139916 -0.0072538762 0.0167116017 -0.2679574118 -0.0385738055 [26] 0.0099725086 -0.0837135105 -0.0034238987 -0.1220958528 0.3264849803 [31] -0.0083104163 -0.0897138889 -0.0501343128 0.0205662143 -0.0440186166 [36] 0.0073729974 -0.0649063990 -0.0511798177 -0.0158048615 -0.0802504290 [41] -0.0718112308 0.0290995426 -0.0586840468 -0.0368174691 -0.0299318738 [46] 0.0001095095 -0.0033883151 0.0734754802 > 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/498w01413638057.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/5cxg31413638057.tab") > > try(system("convert tmp/1se671413638057.ps tmp/1se671413638057.png",intern=TRUE)) character(0) > try(system("convert tmp/23uz91413638057.ps tmp/23uz91413638057.png",intern=TRUE)) character(0) > try(system("convert tmp/3oxf61413638057.ps tmp/3oxf61413638057.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.179 0.176 1.368