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Type 'q()' to quit R. > x <- c(93.6,103.5,127,117.5,111.5,137.6,103.2,86.9,124.4,113.6,101.6,148.5,108.3,117.2,128.7,116.5,131.7,139.9,107.4,96.1,126.5,116.4,109.8,148,111.4,117,141.7,120,132.1,146.7,122.5,99.6,122.7,139,117.8,125.5,134.5,121.3,126.7,117.7,123,132.1,113.1,89.2,121.7,105.3,85.3,105.3,72.2,92.1,97.2,78.6,78.1,93,81,65.9,88.6,85.7,76.3,96.8,76.8,85.6,119.2,91.4,95.7,112.3,95.2,82.8,111.3,108.2,97,124.4,99.3,117.6,131.5,114.2,116.8,116.5,105.4,89.2,115.8,111.4,106.4,128.4,107.7,111,129.8,130.5,142.9,159.9,84.1,75,100.7,106.8,97.4,113,76.9,87.3,103.7,92.1,92.9,112.2,88.7,74.6,101.5,119.7,120.7,153.5) > 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/18zsf1425572157.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/20t5m1425572157.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/30r0l1425572157.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 0.429982103 0.284293471 0.517185382 0.202126577 [6] 0.234042384 0.502316402 0.179205242 0.092659844 0.290482220 [11] 0.007563775 0.031235339 0.383146041 0.026093741 -0.100595630 [16] 0.070891747 -0.181844799 -0.145434797 0.127353415 -0.128596539 [21] -0.175710097 0.007189297 -0.245379437 -0.232956365 0.067715133 [26] -0.213481370 -0.264794353 -0.085061841 -0.291082242 -0.258615707 [31] -0.071024903 -0.197043568 -0.212148383 -0.009267163 -0.202477040 [36] -0.179896290 0.090454302 -0.165806356 -0.143439916 0.053654266 [41] -0.136379812 -0.099218276 0.106845710 -0.055603125 -0.033327854 [46] 0.156027725 -0.034258254 0.003642621 0.221219488 > (mypacf <- c(rpacf$acf)) [1] 0.429982103 0.121956797 0.445101892 -0.222612831 0.206764718 [6] 0.258539828 -0.157413719 -0.105369052 0.038816495 -0.149074904 [11] 0.049805602 0.287403081 -0.232256732 -0.157216857 -0.151462624 [16] -0.021243165 0.021618746 0.057372714 -0.042787561 0.016386962 [21] -0.013000537 -0.064724738 -0.048994016 0.025484465 -0.141010817 [26] 0.001211551 -0.026644844 0.044081428 -0.046984353 -0.171434411 [31] 0.139666620 -0.022298221 0.151533532 -0.088657799 0.087167390 [36] 0.016920013 -0.176201266 0.077128737 -0.023189656 0.020284263 [41] -0.069442917 0.112068247 -0.018531398 0.015965623 -0.047990990 [46] 0.013438783 0.068424792 0.005535480 > 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/4sk9j1425572157.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/55rro1425572157.tab") > > try(system("convert tmp/18zsf1425572157.ps tmp/18zsf1425572157.png",intern=TRUE)) character(0) > try(system("convert tmp/20t5m1425572157.ps tmp/20t5m1425572157.png",intern=TRUE)) character(0) > try(system("convert tmp/30r0l1425572157.ps tmp/30r0l1425572157.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.192 0.229 1.424