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Type 'q()' to quit R. > x <- c(87.16,87.16,87.16,87.16,87.16,87.16,87.16,87.16,87.16,89.24,89.24,89.24,89.24,89.24,89.24,89.24,89.24,89.24,89.24,89.24,89.24,91,91,91,91,91,91,91,91,91,91,91,91,92.51,92.51,92.51,92.51,92.51,92.51,92.51,92.51,92.51,92.51,92.51,92.51,96.67,96.67,96.67,96.67,96.67,96.67,96.67,96.67,96.67,96.67,96.67,96.67,96.19,96.19,96.19,96.19,96.19,96.19,96.19,96.19,96.19,96.19,96.19,96.19,99.13,99.13,99.13,99.13,99.13,99.13,99.13,99.13,99.13,99.13,99.13,99.13,99.58,99.58,99.58,99.58,99.58,99.58,99.58,99.58,99.58,99.58,99.58,99.58,101.27,101.27,101.27,101.25,101.25,101.25,101.25,101.25,101.25,101.25,101.25,101.25,102.55,102.55,102.55) > 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/1qfyi1445540129.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/2tgg41445540129.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/3d19i1445540129.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 0.966282527 0.932565055 0.898847582 0.869203449 [6] 0.839559315 0.809915182 0.780271048 0.750626915 0.720982781 [11] 0.698409218 0.675835655 0.653262091 0.624921630 0.596581168 [16] 0.568240707 0.545180792 0.522120877 0.499060962 0.476001047 [21] 0.452941132 0.429881217 0.412794777 0.395708337 0.378621898 [26] 0.349973871 0.321325845 0.292677819 0.265459737 0.238241656 [31] 0.211023574 0.183805493 0.156587411 0.129369330 0.107276219 [36] 0.085183107 0.063089996 0.033743710 0.004397423 -0.024948863 [41] -0.045119567 -0.065290270 -0.085460974 -0.105631678 -0.125802382 [46] -0.145973086 -0.152024667 -0.158076248 -0.164127829 > (mypacf <- c(rpacf$acf)) [1] 0.966282527 -0.017147827 -0.017447005 0.043719753 -0.015985351 [6] -0.016245033 -0.012790819 -0.016665992 -0.016948455 0.090035126 [11] -0.014148626 -0.014351682 -0.089475218 -0.017172297 -0.017472337 [16] 0.055205102 -0.015644139 -0.015892767 0.001908852 -0.015832209 [21] -0.016086900 0.061552525 -0.014221351 -0.014426516 -0.162979354 [26] -0.020044595 -0.020454599 -0.020965052 -0.021330628 -0.021795541 [31] -0.005182397 -0.022022624 -0.022518542 0.017494112 -0.021744204 [36] -0.022227524 -0.097050041 -0.027005601 -0.027755145 0.093035441 [41] -0.023030299 -0.023573197 -0.003499836 -0.023738781 -0.024316013 [46] 0.162256392 -0.017526756 -0.017839424 > 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/4arho1445540129.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/5bbq61445540129.tab") > > try(system("convert tmp/1qfyi1445540129.ps tmp/1qfyi1445540129.png",intern=TRUE)) character(0) > try(system("convert tmp/2tgg41445540129.ps tmp/2tgg41445540129.png",intern=TRUE)) character(0) > try(system("convert tmp/3d19i1445540129.ps tmp/3d19i1445540129.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.299 0.255 1.559