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Type 'q()' to quit R. > x <- c(96.86,96.89,96.9,96.94,96.88,96.89,96.89,96.95,97.03,97.29,97.37,97.41,97.41,97.32,97.33,97.38,97.47,97.5,97.5,97.58,97.7,97.9,97.98,98.03,98.03,97.94,98.12,98.19,98.34,98.42,98.43,98.45,98.77,99.24,99.46,99.54,99.55,99.24,99.43,99.47,99.57,99.62,99.64,99.75,99.85,100.28,100.52,100.57,100.57,100.27,100.27,100.18,100.16,100.18,100.18,100.59,100.69,101.06,101.15,101.16,101.16,100.81,100.94,101.13,101.29,101.34,101.35,101.7,102.05,102.48,102.66,102.72,102.73,102.18,102.22,102.37,102.53,102.61,102.62,103,103.17,103.52,103.69,103.73,99.57,99.09,99.14,99.36,99.6,99.65,99.8,100.15,100.45,100.89,101.13,101.17) > 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/164jp1425290353.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/2yqyo1425290353.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/3udfp1425290353.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] 1.0000000000 0.1608771683 -0.0018462863 -0.1128780457 -0.0983708324 [6] -0.0692064320 -0.0460729693 -0.0653112976 -0.1066007267 -0.1151241360 [11] -0.0162403192 0.1571487915 0.1154957298 0.0386264245 -0.0122204130 [16] -0.0962407032 -0.0993692910 -0.0653278134 -0.0264870749 -0.0020699734 [21] -0.0501891862 -0.0387309510 0.0109886530 0.1161726467 0.0953143714 [26] 0.0411239186 0.0003312462 -0.0822521046 -0.0474312477 -0.0714317284 [31] -0.0066494816 0.0077319075 -0.0058338434 0.0227627771 0.0342643563 [36] 0.0973004772 0.0738752791 0.0239542270 -0.0356992823 -0.0946738383 [41] -0.0446253275 -0.0205448384 -0.0040236288 0.0009435643 -0.0241009724 [46] -0.0036875810 -0.0077363777 0.0936112996 0.0527399998 > (mypacf <- c(rpacf$acf)) [1] 0.160877168 -0.028464451 -0.110952467 -0.064721536 -0.046938646 [6] -0.042943992 -0.073125203 -0.110745720 -0.110700370 -0.015438067 [11] 0.126248331 0.028614378 -0.018227771 -0.012414360 -0.084771455 [16] -0.078381995 -0.056262947 -0.031924475 -0.001635967 -0.049859852 [21] -0.043141613 -0.029035378 0.058602714 0.012515528 -0.019128814 [26] 0.006521722 -0.055003849 -0.006484357 -0.067343060 -0.011907528 [31] 0.007159182 -0.008050529 0.018142681 -0.009447614 0.052402241 [36] 0.021307708 -0.012727889 -0.014819322 -0.051918979 0.022512897 [41] 0.004544453 -0.014827224 0.004915234 -0.029500680 -0.006325148 [46] -0.049566617 0.054967345 0.007739288 > 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/4iki21425290353.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/512p81425290353.tab") > > try(system("convert tmp/164jp1425290353.ps tmp/164jp1425290353.png",intern=TRUE)) character(0) > try(system("convert tmp/2yqyo1425290353.ps tmp/2yqyo1425290353.png",intern=TRUE)) character(0) > try(system("convert tmp/3udfp1425290353.ps tmp/3udfp1425290353.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.162 0.219 1.385