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Type 'q()' to quit R. > x <- c(96.01,96.39,97.16,97.46,97.6,97.02,96.95,97.23,98,98.04,97.76,96.99,97.44,98,98.84,98.98,98.92,98.63,98.52,98.97,99.74,99.68,99.45,98.97,98.68,99.06,99.84,100.3,100.38,100.02,99.83,100.36,100.74,100.49,100.33,99.96,100.08,100.54,101.63,102.12,102.19,101.77,101.29,101.47,102.07,102.11,102.26,101.83,102.11,102.8,103.82,104.2,104.57,104.38,104.54,104.74,105.19,104.95,104.57,103.81,104.08,104.81,105.86,106.1,106.24,105.87,104.74,105.03,105.59,105.69,105.58,104.96,104.93,105.68,106.93,107.29,107.25,106.74,106.44,106.6,107.26,107.35,107.22,106.99,107,107.74,109.02,109.54,109.71,109.18,109.23,109.38,110.17,110.15,110.01,109.54,109.52,110.35,111.61,112.06,111.9,111.36,112.09,112.24,112.7,113.36,112.9,112.74,112.77,113.66,114.87,114.97,115,114.57,115.54,115.39,115.46,115.13,114.56,114.62) > 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/1xgmd1425305423.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/2r2h41425305423.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/3dgmq1425305423.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 0.971954707 0.941544298 0.912515405 0.887496952 [6] 0.864647337 0.837414742 0.807869308 0.775849074 0.747796268 [11] 0.723876453 0.703090213 0.679365539 0.650415206 0.619563726 [16] 0.590773607 0.567621450 0.546897228 0.523745563 0.498073816 [21] 0.470548826 0.446563261 0.427104964 0.410830429 0.392494739 [26] 0.367935619 0.340494222 0.315607790 0.294964126 0.277739520 [31] 0.258235954 0.234930754 0.210410841 0.188950568 0.171091985 [36] 0.156426333 0.140128490 0.119632696 0.097319072 0.078154715 [41] 0.063496102 0.051474095 0.037374894 0.018016681 -0.003081069 [46] -0.021407524 -0.036336668 -0.047279226 -0.059617255 > (mypacf <- c(rpacf$acf)) [1] 0.971954707 -0.056987780 0.011153454 0.055408583 0.020702199 [6] -0.091940449 -0.044150939 -0.056914293 0.047836700 0.042527667 [11] 0.039062429 -0.058313507 -0.085188450 -0.045018374 0.005459845 [16] 0.054782833 0.020176612 -0.040302316 -0.026107901 -0.038055635 [21] 0.024132534 0.030734260 0.029876033 -0.030369370 -0.088014787 [26] -0.054295845 0.007861882 0.012270064 0.031241845 -0.030745598 [31] -0.038931504 -0.019932104 0.010293904 -0.003927832 0.022429534 [36] -0.019351760 -0.040149981 -0.028229135 0.019222273 0.009892193 [41] 0.011091334 -0.025902599 -0.062714384 -0.028588570 0.005460682 [46] -0.013289543 0.035079301 -0.011708138 > 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/4uxbi1425305423.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/5a0821425305423.tab") > > try(system("convert tmp/1xgmd1425305423.ps tmp/1xgmd1425305423.png",intern=TRUE)) character(0) > try(system("convert tmp/2r2h41425305423.ps tmp/2r2h41425305423.png",intern=TRUE)) character(0) > try(system("convert tmp/3dgmq1425305423.ps tmp/3dgmq1425305423.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.278 0.192 1.483