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Type 'q()' to quit R. > x <- c(88.83,89.01,88.21,87.78,87.93,88.11,88.2,88.12,88.38,87.65,88.24,87.83,87.75,87.88,87.61,88.05,87.77,87.79,88.34,88.48,88.75,87.95,89.09,88.73,89.24,89.77,89.84,90.97,91.53,92.2,92.27,92.42,92.07,91.73,92.1,91.68,92.63,93.02,92.66,93.23,93.79,93.92,94.04,94.23,94.37,94.29,94.38,94,94.11,93.98,93.42,93.3,93.32,93.75,93.82,94.06,94.09,93.64,93.9,93.18,93.54,93.55,93.8,93.39,93.27,93.58,93.47,93.75,93.3,92.65,92.96,92.84,93.29,93.57,93.54,94.38,93.98,94.48,94.63,95.45,95.59,94.76,95.66,95.03,96.45,97.15,97.5,98.54,99.54,100.33,100.28,101.81,101.91,101.92,102.68,101.9,102.14,102.3,102.06,102.4,102.99,102.99,102.83,103.01,102.6,102.18,102.6,101.44) > 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/17rxn1445446222.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/2ztre1445446222.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/3nzlw1445446222.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 -0.144300598 0.261921602 0.204118630 -0.093518311 [6] 0.218341761 -0.117885399 0.207877433 -0.217603713 0.240732315 [11] 0.025805249 -0.226802832 0.447798979 -0.240049957 0.128530150 [16] -0.021303905 -0.240697295 0.072219558 -0.144489477 0.012826678 [21] -0.298022386 0.004069832 -0.056783883 -0.303351397 0.180953698 [26] -0.298296547 0.091046008 -0.077440430 -0.189823506 0.014104983 [31] -0.143220505 0.100297179 -0.209446459 0.044803747 -0.060691526 [36] -0.102386727 0.180124530 -0.208628414 0.100323526 -0.021478712 [41] -0.076851846 -0.062081565 -0.089824171 0.100204320 -0.090407724 [46] 0.112381593 0.036188904 -0.039576233 0.313880844 > (mypacf <- c(rpacf$acf)) [1] -0.144300598 0.246226020 0.291514208 -0.103839656 0.066346387 [6] -0.092822186 0.173734362 -0.240657442 0.227583519 0.062770459 [11] -0.225588167 0.295543789 -0.003533587 -0.114878234 -0.098043250 [16] -0.268537372 0.056949413 0.089722750 -0.167505289 -0.115174504 [21] -0.178480344 0.086646840 -0.076953959 -0.089192369 0.022632525 [26] 0.080231276 -0.144893961 0.001445436 -0.046871143 0.050481627 [31] -0.004555630 -0.061729114 0.043569392 -0.038500976 -0.027280777 [36] 0.029298739 -0.075244352 -0.057955824 -0.042494953 -0.147372713 [41] -0.161699238 -0.035891045 0.015796368 -0.013483190 -0.021111764 [46] 0.135515087 -0.048782534 0.157786276 > 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/4uat61445446222.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/57djk1445446222.tab") > > try(system("convert tmp/17rxn1445446222.ps tmp/17rxn1445446222.png",intern=TRUE)) character(0) > try(system("convert tmp/2ztre1445446222.ps tmp/2ztre1445446222.png",intern=TRUE)) character(0) > try(system("convert tmp/3nzlw1445446222.ps tmp/3nzlw1445446222.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.372 0.219 1.601