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Type 'q()' to quit R. > x <- c(950,775,805,680,705,755,715,860,900,1010,925,650,1060,1050,1025,1085,1160,1310,1445,1445,1615,1650,1255,1175,1300,1280,1390,1340,1110,1325,1265,1150,1430,1655,1570,1345,1430,1260,1495,1125,895,1085,870,1185,1455,1540,1615,1200,1260,1095,1160,1095,1300,1215,1245,1350,1300,1280,1270,1065,1340,1265,1155,930,880,925,980,1015,1040,1365,1160,1115,1630,1225,1200,1265,1140,1270,1445,1305,1665,1830,1690,1520) > 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/13z9j1425566797.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/25po61425566797.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/3xtxh1425566797.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 0.732356224 0.560779302 0.439695712 0.247858241 [6] 0.205354850 0.145075116 0.098376124 0.139001301 0.118567700 [11] 0.057987982 0.085281225 0.075477444 -0.056748707 -0.093977262 [16] -0.191211752 -0.213906181 -0.189753442 -0.247262502 -0.216123534 [21] -0.159136642 -0.166428857 -0.130366214 -0.074220373 -0.013091634 [26] 0.009254760 0.023701451 -0.042296014 -0.055630731 -0.143956450 [31] -0.233815568 -0.180624512 -0.203783402 -0.143653109 -0.014490305 [36] 0.030859630 0.114469190 0.081066405 -0.008657205 -0.019139814 [41] -0.070987147 -0.146633689 -0.109450932 -0.094718096 -0.084413252 [46] -0.025430432 0.003074658 0.041282256 0.105362239 > (mypacf <- c(rpacf$acf)) [1] 0.732356224 0.052698012 0.026070952 -0.205787013 0.158757284 [6] -0.043072673 0.030332059 0.094774446 -0.021094385 -0.121224866 [11] 0.114442537 0.021482000 -0.293250511 0.010408607 -0.118792188 [16] 0.090338218 -0.076738035 -0.064730590 -0.009670962 0.050772064 [21] -0.022874771 0.021255258 0.067272323 0.116271644 -0.056570929 [26] 0.029392665 -0.136276612 -0.036552593 -0.228149812 -0.024275425 [31] 0.079139376 -0.148313488 0.111525802 0.163249242 0.045386367 [36] -0.030457047 -0.118288914 -0.060248005 0.106484079 -0.109254630 [41] -0.031275227 0.051336829 -0.049897600 -0.038795660 -0.058034230 [46] 0.102468806 -0.050507670 0.025437972 > 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/412i51425566797.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/5oydk1425566797.tab") > > try(system("convert tmp/13z9j1425566797.ps tmp/13z9j1425566797.png",intern=TRUE)) character(0) > try(system("convert tmp/25po61425566797.ps tmp/25po61425566797.png",intern=TRUE)) character(0) > try(system("convert tmp/3xtxh1425566797.ps tmp/3xtxh1425566797.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.172 0.212 1.385