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Type 'q()' to quit R. > x <- c(101.97,103.9,106.85,106.93,107.13,107.07,107.2,107.78,108,108.11,107.26,105.3,105.55,105.38,106.12,106.85,107.92,107.97,107.76,107.99,108.41,107.61,106.54,106.24,106.19,106.71,106.36,107.53,107.89,108,108.05,108.86,109.27,108.87,108.88,108.19,108.19,108.91,110.39,111.21,111.44,111.87,111.88,111.93,111.76,111.66,110.25,109.05,109.47,109.68,110.93,111.86,112.66,112.96,113.14,113.53,113.62,112.51,111,108.49,108.52,110.66,111.15,112.14,113.38,113.75,113.89,113.92,116.4,115.86,115.16,114.45,114.65,114.85,116.51,118.18,118.75,119.06,119.28,119.68,119.28,117.3,114.23,112.56,112.83,112.35,112.8,113.84,115.02,115.46,115,115.3,116.09,115.49,112.89,110.66) > 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/1m5kb1425582329.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/24t3i1425582329.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/3ei5q1425582329.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 0.936573232 0.851922920 0.781183410 0.717403345 [6] 0.662978513 0.621612057 0.599059363 0.593286704 0.604410147 [11] 0.631286884 0.651412497 0.638276244 0.594860427 0.523163709 [16] 0.448109732 0.384043200 0.336528031 0.301500521 0.274458146 [21] 0.263922828 0.272990377 0.291001261 0.299757255 0.283274914 [26] 0.240326246 0.182966004 0.120118006 0.071004637 0.033192608 [31] 0.004634408 -0.014694720 -0.017727621 -0.006704559 0.011114814 [36] 0.027561312 0.021977660 -0.013978011 -0.065399633 -0.114212869 [41] -0.154249031 -0.186945169 -0.212850239 -0.227936966 -0.232022390 [46] -0.224129413 -0.207062837 -0.199800419 -0.211231087 > (mypacf <- c(rpacf$acf)) [1] 0.936573232 -0.205539198 0.100308340 -0.026406121 0.045635324 [6] 0.057454805 0.117379662 0.102362754 0.143840680 0.153338469 [11] -0.007655473 -0.177316086 -0.153194036 -0.234363140 -0.036084062 [16] 0.010180702 0.081070489 0.018317997 -0.033015051 -0.004480637 [21] 0.015935278 0.018861003 -0.017253671 -0.069262743 -0.054597875 [26] -0.035068591 -0.046454316 0.056764587 -0.011332200 0.005657122 [31] -0.039354554 0.015435292 -0.021024431 0.022177085 0.061725281 [36] -0.044855980 -0.089896148 -0.054986613 -0.030642510 0.004184926 [41] -0.018100445 -0.009622757 -0.022744136 -0.036713717 -0.035181877 [46] -0.009269969 -0.056079288 -0.021116504 > 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/4k2b81425582329.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/54e5d1425582329.tab") > > try(system("convert tmp/1m5kb1425582329.ps tmp/1m5kb1425582329.png",intern=TRUE)) character(0) > try(system("convert tmp/24t3i1425582329.ps tmp/24t3i1425582329.png",intern=TRUE)) character(0) > try(system("convert tmp/3ei5q1425582329.ps tmp/3ei5q1425582329.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.209 0.225 1.445