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Type 'q()' to quit R. > x <- c(551.91,551.46,550.12,549.95,548.01,548.92,548.92,549.06,547.07,546.5,544.95,544.23,544.23,541.6,541.37,540.43,540.47,540.52,540.52,539.7,540.89,540.51,537.43,538.14,538.14,537.74,540.33,540.02,539.21,539.84,539.84,537.3,536.27,536.75,536.21,536.99,536.99,536.57,536.91,536.97,540.45,542.42,542.42,542.98,540.19,537.16,537.35,537.03,537.03,536.27,534.71,537.12,537.07,537.33,537.33,538.79,539.24,537.17,536.46,532.3,532.3,532.89,533.47,532.54,533.8,534.15,534.15,534.15,534.28,535.63,534.21,533.78,533.78,534.55,536.93,536.09,533.91,533.99,533.99,533.76,532.5,529.5,528.62,528.7,521.27,521.19,519.43,516.81,516.78,515.45,516.22,517.01,518.19,516.79,516.87,514.1) > 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/15tgk1425559003.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/2evhc1425559003.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/3lupy1425559003.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 0.9305406311 0.8673882924 0.8033366136 0.7384889885 [6] 0.6759554601 0.6063267495 0.5325755040 0.4650147397 0.4021183926 [11] 0.3435464441 0.2974878892 0.2491972416 0.2233253177 0.1996264918 [16] 0.1722816312 0.1573604102 0.1481393833 0.1392770390 0.1307580846 [21] 0.1273426247 0.1299235446 0.1350482162 0.1383955526 0.1344974746 [26] 0.1326194390 0.1292402926 0.1225714340 0.1092898054 0.0946035543 [31] 0.0807745587 0.0684085568 0.0603225960 0.0495646941 0.0465328061 [36] 0.0395510424 0.0263462949 0.0101411236 0.0037212542 -0.0004859915 [41] -0.0009889163 -0.0124240640 -0.0322611524 -0.0521047470 -0.0722963439 [46] -0.0835037072 -0.0961812658 -0.1036880313 -0.1052339005 > (mypacf <- c(rpacf$acf)) [1] 0.930540631 0.011055117 -0.038542140 -0.041945426 -0.020489427 [6] -0.088938569 -0.079114864 -0.004097849 -0.005812627 -0.010677858 [11] 0.054764918 -0.041459259 0.126230314 -0.002525689 -0.055395491 [16] 0.052927382 0.030347586 -0.021157029 -0.026033351 0.039595888 [21] 0.048322647 0.007075299 0.007065267 -0.057539384 0.023446634 [26] -0.005873549 -0.045376088 -0.039024751 0.002180667 0.001466780 [31] 0.002603629 0.045708048 -0.002341509 0.046662929 -0.027341538 [36] -0.073970191 -0.039847074 0.060321115 -0.004410048 0.012236699 [41] -0.067902304 -0.065555258 -0.040604866 -0.019965339 0.037023011 [46] -0.005357772 0.039210173 0.026194512 > 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/4nnxf1425559003.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/5yrbh1425559003.tab") > > try(system("convert tmp/15tgk1425559003.ps tmp/15tgk1425559003.png",intern=TRUE)) character(0) > try(system("convert tmp/2evhc1425559003.ps tmp/2evhc1425559003.png",intern=TRUE)) character(0) > try(system("convert tmp/3lupy1425559003.ps tmp/3lupy1425559003.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.232 0.195 1.426