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Type 'q()' to quit R. > x <- c(80,80,80,80,80,80,80,80,80,80,80,80,80,80,85,85,85,85,85,85,85,85,85,85,85,85,85,85,85,85,85,85,85,85,85,85,90,90,90,90,90,90,90,90,90,90,90,90,90,90,90,90,90,90,90,90,90,90,90,90,90,90,90,90,90,90,90,90,90,90,90,90,90,90,90,90,90,90,90,90,90,90,90,90,90,90,90,90,90,90,90,90,90,90,90,90,90,90,90,90,90,90,100,100,100,100,100,100,100,100,100,100,100,100,100,100,100,110,110,110,110,110,110,110,110,110,110,110,110,110,120,120,120,120,120,120,120,120,120,120,120,120,120,120,120,120,120,120,120,120,120,200,210) > 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/1xq261425575854.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/28qmm1425575854.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/3xwje1425575854.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 0.103376761 -0.005293731 -0.005402277 -0.005510824 [6] -0.005619370 -0.005727917 -0.005836463 -0.005945010 -0.006053556 [11] -0.006162103 -0.006270650 -0.006379196 0.008351660 -0.005961709 [16] 0.008769147 -0.006178802 -0.006287349 -0.006395896 -0.006504442 [21] -0.006612989 0.111993685 0.011719172 -0.005669469 -0.005778015 [26] -0.005886562 -0.005995108 -0.006103655 0.008627201 -0.006320748 [31] -0.006429294 -0.006537841 -0.006646388 -0.006754934 0.111851740 [36] 0.007867375 -0.005176835 -0.005285381 -0.005393928 -0.005502474 [41] -0.005611021 -0.005719567 -0.005828114 -0.005936660 -0.006045207 [46] -0.006153753 -0.006262300 -0.006370846 -0.006479393 > (mypacf <- c(rpacf$acf)) [1] 0.103376761 -0.016153110 -0.003211482 -0.004747353 -0.004701904 [6] -0.004830407 -0.004941040 -0.005054799 -0.005169421 -0.005285187 [11] -0.005402100 -0.005520196 0.009367749 -0.008263893 0.010283252 [16] -0.008580635 -0.004810083 -0.005553077 -0.005575595 -0.005704171 [21] 0.114293014 -0.012619774 -0.003557671 -0.004174161 -0.004208598 [26] -0.004610819 -0.004066449 0.010149638 -0.007460788 -0.004339507 [31] -0.004675979 -0.004816052 -0.004452916 0.113146396 -0.015211519 [36] -0.005205518 -0.002541930 -0.003148635 -0.003271462 -0.002684582 [41] -0.001878391 -0.017609073 -0.003681600 -0.003548639 -0.003892032 [46] -0.003593291 -0.005912946 -0.003050593 > 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/4cn8z1425575854.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/524ck1425575854.tab") > > try(system("convert tmp/1xq261425575854.ps tmp/1xq261425575854.png",intern=TRUE)) character(0) > try(system("convert tmp/28qmm1425575854.ps tmp/28qmm1425575854.png",intern=TRUE)) character(0) > try(system("convert tmp/3xwje1425575854.ps tmp/3xwje1425575854.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.382 0.215 1.607