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Type 'q()' to quit R. > x <- c(498.10,498.76,498.88,498.88,498.88,498.88,499.48,501.21,502.05,502.05,502.05,504.10,506.81,516.88,520.43,520.68,520.68,520.68,521.03,521.25,521.25,521.25,521.65,521.65,522.77,518.72,519.27,519.38,521.29,521.29,521.29,523.47,523.86,524.14,524.14,524.14,534.60,534.99,535.39,535.39,535.39,535.39,535.39,535.64,536.08,537.80,537.80,537.80,537.85,544.39,545.15,544.65,544.65,544.65,545.73,548.94,550.94,551.22,551.22,551.22,553.12,565.37,566.73,566.73,566.78,566.78,566.78,566.78,566.93,566.93,566.93,566.93,574.38,574.40,574.40,574.40,574.40,574.40,574.50,574.50,574.67,574.66,574.66,574.94,576.10,583.38,584.15,584.15,584.15,584.15,585.14,585.14,585.67,586.49,586.81,586.85) > 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/135j11432651951.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/2d4s21432651951.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/3a0ih1432651951.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] 1.0000000000 0.1148938067 -0.0724391467 -0.1437349971 -0.0944024124 [6] 0.0228646248 0.0105840489 -0.0520941428 -0.0821755635 -0.1047085173 [11] -0.1139832333 0.0104903450 0.0394607786 0.1355398429 -0.0753973704 [16] -0.0794176432 -0.0322692818 -0.0190464098 0.0055146181 -0.0343551553 [21] -0.0751114880 -0.0763295604 -0.0223751723 0.2466882623 0.1429865205 [26] 0.2401102809 -0.0819912185 -0.0828845040 -0.0744622410 -0.0144960921 [31] -0.0162968103 -0.0678370881 -0.0573393485 -0.0627186063 -0.0984342340 [36] -0.0147433425 0.2057545316 -0.0037790541 -0.0521720236 -0.0710790836 [41] -0.0500585934 0.0208629597 0.0313715760 -0.0008152707 -0.0167203078 [46] -0.0706392697 -0.0573617686 0.0094008194 0.2508449332 > (mypacf <- c(rpacf$acf)) [1] 0.114893807 -0.086785351 -0.127346309 -0.071144857 0.022298957 [6] -0.024574778 -0.072133524 -0.074644924 -0.100661874 -0.131588539 [11] -0.016672557 -0.020775507 0.088177982 -0.131274064 -0.059632454 [16] -0.034347621 -0.070351828 -0.068529441 -0.086281801 -0.107141670 [21] -0.113547491 -0.077660181 0.208330637 0.014697319 0.244864615 [26] -0.116206494 0.034755597 -0.082399221 -0.031416849 -0.070165501 [31] -0.075359948 -0.007786719 0.007291312 -0.111914285 0.020605317 [36] 0.079871428 -0.063663202 -0.154617921 -0.003860120 -0.107158995 [41] -0.051296483 -0.023698143 0.015348716 0.006114104 -0.070528562 [46] -0.139084661 -0.087596407 0.031402692 > 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/4dsda1432651951.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/55n7w1432651951.tab") > > try(system("convert tmp/135j11432651951.ps tmp/135j11432651951.png",intern=TRUE)) character(0) > try(system("convert tmp/2d4s21432651951.ps tmp/2d4s21432651951.png",intern=TRUE)) character(0) > try(system("convert tmp/3a0ih1432651951.ps tmp/3a0ih1432651951.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.252 0.198 1.453