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Type 'q()' to quit R. > x <- c(6,6.7,-0.6,5.8,16.4,1.5,5.1,14.7,4.3,1.5,9.1,4.3,5.7,13,14.5,9.7,-4.7,7.3,5.2,-2.5,11.5,4.9,-2.4,-0.3,4.4,7.9,-9.7,-4.1,16.4,-4.9,3.5,3.8,-0.2,3.1,0.7,-2.8,5.9,-5.3,-2.9,6.6,-8.1,1.3,6.9,-7.2,-1.9,4,-5.7,3.9,-7.6,-0.9,7.3,-3.7,-2.5,9.3,1.3,9.5,11.3,-1.7,8,-4.8,1.6,1.9,-0.9,5.5,1.7,-5.4,1.9,0.2,-13.3,-8.2,0.2,5.7,-1.2,-2.8,5.5,-17.3,1.4,-2.2,-8.6,-5,4.1,0.7,-4.2,-2.3,-3.4,-4.2,-14.2,1.6,-4.9,-1.8,-0.5,-2.3,-5.3,-0.2,5.1,-1.5) > 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/1x9ha1425304646.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/205fp1425304646.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/3pr1k1425304646.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 0.084378584 0.077780897 0.489086540 0.107906763 [6] 0.137564994 0.228240994 0.201607636 0.285691823 0.046244631 [11] 0.175419375 0.354917276 -0.256605805 0.117931529 0.248404283 [16] -0.145586330 0.095484806 0.174030574 0.026561065 -0.016529714 [21] -0.040079710 0.106310195 0.020805892 -0.157001827 0.118200620 [26] 0.044045753 -0.120827042 0.089356497 -0.049760370 -0.043909742 [31] -0.029883906 -0.098517648 0.053768899 -0.078535122 -0.122100457 [36] 0.134688071 -0.081223382 -0.106556530 0.149593002 -0.051147512 [41] 0.009699211 0.065987861 0.045044889 0.149908967 -0.049394985 [46] -0.050362759 0.182815410 -0.103096752 -0.004651035 > (mypacf <- c(rpacf$acf)) [1] 0.084378584 0.071167848 0.482851478 0.056825731 0.103626011 [6] -0.023587149 0.154613861 0.223610319 -0.096245638 0.010136312 [11] 0.157879842 -0.411280085 0.002970780 -0.049572554 0.024970348 [16] -0.004369678 0.086118401 0.074361326 -0.104596268 -0.036452665 [21] 0.061741927 0.037793508 0.039297190 -0.165329105 0.014817723 [26] 0.018186022 0.022619991 -0.141815542 0.099272876 -0.013706547 [31] -0.121383145 0.023930759 0.024189397 -0.046271516 0.127267026 [36] -0.025315747 0.066877648 0.096239693 0.070064842 0.029115329 [41] 0.097250173 0.111001735 -0.003064138 -0.101071626 -0.195155770 [46] -0.086225641 -0.090456993 -0.013675450 > 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/4glmg1425304646.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/5mk1r1425304646.tab") > > try(system("convert tmp/1x9ha1425304646.ps tmp/1x9ha1425304646.png",intern=TRUE)) character(0) > try(system("convert tmp/205fp1425304646.ps tmp/205fp1425304646.png",intern=TRUE)) character(0) > try(system("convert tmp/3pr1k1425304646.ps tmp/3pr1k1425304646.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.182 0.228 1.421