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Type 'q()' to quit R. > x <- c(75.6,74,75.3,83.1,84.9,83.5,88.2,87.4,77.8,74.5,75.3,78.7,71.4,75.8,79.2,84.4,84.4,87.2,92.4,88.5,94.8,100.9,110,107.9,111.2,116.7,125.8,131.5,146.2,155.4,157.5,137.2,121.3,89.1,69.6,56.7,58.5,56.4,60.5,64.6,73.2,84.6,80.4,88.4,84.6,90.8,94.9,93.1,96.6,93.1,98.3,105,95.6,94.3,95.3,97.1,98.1,104.4,107.8,114.3,118.7,124.1,134.2,142.4,133.8,131,133.2,125.9,126.2,122.7,126.6,124.8,128,134.1,138.8,134,124,110.4,116.7,124.7,126,122.8,120.2,121.2,125.4,127.9,122,117.5,117.9,117.9,122.7,125.7,126.1,123.2,120.6,123.5) > 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/1qdzb1425582372.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/2sa7w1425582372.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/3wtq01425582372.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 0.943248327 0.842308994 0.714877084 0.588147109 [6] 0.466553588 0.361280756 0.281870179 0.221423553 0.173420599 [11] 0.138236480 0.107727805 0.077312319 0.043814795 0.021493480 [16] 0.009591593 0.000551179 -0.005959018 -0.008530094 -0.005146632 [21] -0.012917953 -0.017836681 -0.027097796 -0.038146146 -0.057446298 [26] -0.069469798 -0.083442952 -0.080981984 -0.065861526 -0.030049807 [31] 0.017970687 0.073463065 0.122881465 0.157310577 0.161709718 [36] 0.145298976 0.117507536 0.091637963 0.065836884 0.044566741 [41] 0.033765108 0.027256461 0.027903502 0.019571897 0.007713790 [46] -0.025092984 -0.058448044 -0.085403674 -0.107803699 > (mypacf <- c(rpacf$acf)) [1] 0.943248327 -0.429881200 -0.174501845 0.069338211 -0.049633234 [6] 0.033331821 0.108612584 -0.049405503 -0.051518734 0.053958547 [11] -0.063121469 -0.055292875 -0.013835098 0.124325337 0.011288077 [16] -0.081281584 0.012502867 0.015210353 0.018283001 -0.144583319 [21] 0.126806978 -0.067204863 -0.045109233 -0.037027122 0.115417692 [26] -0.156547684 0.213407241 0.080753828 0.039699504 0.021304528 [31] 0.078754178 -0.075992373 -0.109421827 -0.126511498 0.067751219 [36] 0.051063229 0.029444123 -0.023895388 0.009436684 -0.015024403 [41] -0.022819834 0.087771945 -0.152553359 -0.027759940 -0.090552415 [46] 0.082828942 0.033109023 -0.130269072 > 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/40g6g1425582372.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/53cum1425582372.tab") > > try(system("convert tmp/1qdzb1425582372.ps tmp/1qdzb1425582372.png",intern=TRUE)) character(0) > try(system("convert tmp/2sa7w1425582372.ps tmp/2sa7w1425582372.png",intern=TRUE)) character(0) > try(system("convert tmp/3wtq01425582372.ps tmp/3wtq01425582372.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.252 0.226 1.483