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Type 'q()' to quit R. > x <- c(299.81,299.01,296.82,296.67,296.95,296.80,296.80,295.93,293.77,291.02,288.61,284.55,284.55,278.14,273.28,270.14,268.36,267.15,267.15,265.47,261.75,256.51,252.98,251.17,251.17,244.27,240.54,238.92,237.47,235.91,235.91,231.41,224.94,222.19,219.06,217.83,217.83,216.89,213.84,212.90,213.98,215.31,215.31,214.09,213.71,211.54,209.40,207.33,207.33,202.75,200.26,198.99,198.82,198.43,198.43,195.68,195.45,193.65,191.38,189.71,189.71,185.49,183.01,182.38,181.60,182.13,182.13,180.81,180.25,179.84,178.50,178.11,178.11,178.10,177.52,177.34,175.53,176.01,175.94,175.47,175.48,173.76,173.74,173.65,172.00,171.50,170.41,171.50,171.43,170.69,170.40,169.90,170.21,170.55,169.98,169.34) > 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/1kv6w1425494410.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/2e1911425494410.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/3259m1425494410.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 0.3781269326 0.1909121198 0.1397753594 0.1407050763 [6] 0.1435006223 0.3310330946 0.1429129104 0.0151782812 -0.0100004923 [11] 0.0364324362 0.2467687049 0.4352036240 0.1562929612 0.0360243010 [16] -0.0001242235 -0.0512558104 0.1153246305 0.1936350912 -0.0051130240 [21] -0.0579818808 -0.0217959209 -0.0668730375 0.1257773378 0.2002248508 [26] 0.0228143319 -0.0805849412 -0.0905037800 -0.1184289238 0.0295567295 [31] 0.0570538195 -0.1374826846 -0.0395788847 -0.0485525997 -0.0215691368 [36] 0.0623516942 0.2284932045 0.0210879746 -0.0025140572 -0.0371218870 [41] -0.0636598032 -0.0292164226 -0.0236059155 -0.1537340529 -0.0854670721 [46] -0.0903805613 -0.0937096340 0.0071470077 0.0293334179 > (mypacf <- c(rpacf$acf)) [1] 0.378126933 0.055928848 0.059081437 0.073152419 0.065931320 [6] 0.282895185 -0.099464740 -0.088551312 -0.038887677 0.021121278 [11] 0.279110797 0.284005097 -0.150425893 -0.077898455 -0.074121586 [16] -0.113777010 0.108587866 -0.017584378 -0.087914541 0.055615305 [21] 0.063687222 -0.070990216 0.009190011 -0.037160970 -0.024966568 [26] -0.026999948 -0.037933795 -0.031540185 -0.006823514 0.002239295 [31] -0.116342224 0.148740428 0.025475004 0.072906389 -0.071452794 [36] 0.179233310 0.003934365 -0.016567434 -0.014313004 -0.102703163 [41] -0.066768760 -0.053004924 -0.045664987 -0.016019985 0.023040709 [46] -0.047508150 0.002913332 -0.075905425 > 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/4k5ix1425494410.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/5s3ih1425494410.tab") > > try(system("convert tmp/1kv6w1425494410.ps tmp/1kv6w1425494410.png",intern=TRUE)) character(0) > try(system("convert tmp/2e1911425494410.ps tmp/2e1911425494410.png",intern=TRUE)) character(0) > try(system("convert tmp/3259m1425494410.ps tmp/3259m1425494410.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.358 0.235 1.602