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Type 'q()' to quit R. > x <- c(467,475,470,442,433,427,410,406,429,425,431,408,454,459,441,420,416,400,401,398,442,458,476,447,511,514,513,511,498,490,495,486,530,539,555,548,615,634,645,634,630,635,642,637,675,679,676,660,716,730,717,694,670,641,626,604,630,634,635,619) > 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. 1.2.327 (Mon, 30 Nov 2015 06:58:35 +0000) > #Author: root > #To cite this work: Wessa P., (2015), (Partial) Autocorrelation Function (v1.0.12) 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) > x <- na.omit(x) > 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/1goax1449936734.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/204841449936734.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/30lmr1449936734.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] 1.00000000 0.96701386 0.93125211 0.88988379 0.85209184 0.80580235 [7] 0.76288406 0.71789377 0.67566917 0.61993510 0.56953796 0.51744540 [13] 0.46700693 0.39721224 0.32829668 0.25343720 0.18437592 0.11409085 [19] 0.04845749 -0.01001477 -0.05909686 -0.11039746 -0.15129416 -0.18763184 [25] -0.22164890 -0.25955569 -0.29663475 -0.33195336 -0.36029740 -0.38803338 [31] -0.41300399 -0.43138895 -0.44440295 -0.45678065 -0.45965923 -0.45721965 [37] -0.45278721 -0.44395453 -0.43745043 -0.42681704 -0.41207137 -0.39362351 [43] -0.37216510 -0.34657264 -0.32172008 -0.29582081 -0.26908304 -0.24460629 [49] -0.22178880 > (mypacf <- c(rpacf$acf)) [1] 0.967013858 -0.059547489 -0.103491871 0.040457621 -0.150919359 [6] 0.029519541 -0.038476782 -0.003758897 -0.218709240 0.054387598 [11] -0.032073750 -0.051184983 -0.301029005 -0.046845411 -0.117885086 [16] -0.007654479 0.006254773 -0.066810239 0.083484505 0.048934380 [21] 0.003332365 0.074562326 0.054989383 -0.078234544 -0.012302044 [26] -0.054555135 -0.011097923 0.007874735 -0.033321566 -0.085397133 [31] -0.012694041 -0.022890984 -0.059177514 0.053027650 0.003300325 [36] -0.053065375 0.103094967 -0.033824150 0.026338469 0.056201322 [41] 0.066683735 0.006682307 0.033042003 -0.028908900 -0.044754128 [46] -0.011336411 -0.122235023 -0.079728249 > 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/4edwp1449936734.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/50kx11449936734.tab") > > try(system("convert tmp/1goax1449936734.ps tmp/1goax1449936734.png",intern=TRUE)) character(0) > try(system("convert tmp/204841449936734.ps tmp/204841449936734.png",intern=TRUE)) character(0) > try(system("convert tmp/30lmr1449936734.ps tmp/30lmr1449936734.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.152 0.218 1.382