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Type 'q()' to quit R. > x <- c(24,24,31,25,28,24,25,16,17,11,12,39,19,14,15,7,12,12,14,9,8,4,7,3,5,0,-2,6,11,9,17,21,21,41,57,65,68,73,71,71,70,69,65,57,57,57,55,65,65,64,60,43,47,40,31,27,24,23,17,16,15,8,5,6,5,12,8,17,22,24,36,31,34,47,33,35,31,35,39,46,40,50,62,57,59,52,63,56,55,54,48,39,40,38,34,32) > 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/16p1l1425596337.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/2iotu1425596337.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/3ez2b1425596337.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] 1.00000000 0.94312582 0.89378708 0.83172267 0.74251028 0.66043391 [7] 0.56330279 0.46346911 0.36060833 0.26309785 0.16565443 0.07754980 [13] -0.01008394 -0.09256709 -0.18045438 -0.26461507 -0.33402892 -0.40106034 [19] -0.46195875 -0.50431176 -0.54078335 -0.56749078 -0.57007049 -0.56126576 [25] -0.55472892 -0.52948562 -0.49726393 -0.45956663 -0.39785322 -0.32194806 [31] -0.24769694 -0.17099633 -0.09630613 -0.02526127 0.04402676 0.10091414 [37] 0.15892493 0.19749061 0.22513347 0.24853329 0.25818437 0.27306826 [43] 0.28533379 0.29018086 0.29338663 0.29641812 0.28982839 0.27366882 [49] 0.26062007 > (mypacf <- c(rpacf$acf)) [1] 0.943125815 0.038916214 -0.137107607 -0.298976105 -0.015779705 [6] -0.134937408 -0.062464416 -0.111488072 0.025515220 -0.064838998 [11] 0.025181466 -0.099230296 -0.036378315 -0.203140739 -0.081078462 [16] 0.003599686 -0.008099976 -0.102251689 0.063860573 -0.025180036 [21] -0.019519016 0.059621744 0.070246124 -0.176570686 0.014602037 [26] 0.011576295 0.048835731 0.126577963 0.208911568 -0.035417549 [31] -0.044156783 -0.098520602 -0.013099485 -0.057569494 -0.095707281 [36] 0.030811675 -0.028418978 -0.057515841 -0.019642693 -0.010710928 [41] 0.051384471 -0.005833265 0.046735648 0.031261314 0.023033885 [46] -0.020510025 -0.039118866 0.058002719 > 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/4hvap1425596337.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/5xnim1425596337.tab") > > try(system("convert tmp/16p1l1425596337.ps tmp/16p1l1425596337.png",intern=TRUE)) character(0) > try(system("convert tmp/2iotu1425596337.ps tmp/2iotu1425596337.png",intern=TRUE)) character(0) > try(system("convert tmp/3ez2b1425596337.ps tmp/3ez2b1425596337.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.149 0.228 1.389