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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 = '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/1i8fz1445540347.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/21cmc1445540347.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/37gcw1445540347.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 -0.05815485 -0.05869332 -0.05524468 -0.05490338 -0.05544185 [7] -0.05598032 -0.05651879 -0.05705726 -0.05048547 -0.05034720 -0.05088567 [13] 0.29917265 -0.05203748 -0.05257595 -0.04702174 -0.04732595 -0.04786442 [19] -0.04840289 -0.04894136 -0.04947983 -0.04342930 -0.04396777 -0.04450624 [25] 0.66568457 -0.04558318 -0.04612165 -0.04650592 -0.04551390 -0.04605238 [31] -0.04659085 -0.04712932 -0.04766779 -0.04255319 -0.04309166 -0.04363013 [37] 0.40170824 -0.04470707 -0.04524554 -0.03452750 -0.03531585 -0.03585432 [43] -0.03639279 -0.03693126 -0.03746973 -0.02243418 -0.02297266 -0.02351113 [49] 0.26908302 > (mypacf <- c(rpacf$acf)) [1] -5.815485e-02 -6.228596e-02 -6.294909e-02 -6.682491e-02 -7.214380e-02 [6] -7.830374e-02 -8.551549e-02 -9.407483e-02 -9.698451e-02 -1.071976e-01 [11] -1.205716e-01 2.417393e-01 -6.929608e-02 -7.455842e-02 -7.673265e-02 [16] -8.439238e-02 -9.215418e-02 -1.015698e-01 -1.131602e-01 -1.276940e-01 [21] -1.442718e-01 -1.697158e-01 -2.044317e-01 5.484802e-01 -2.490664e-02 [26] -2.218092e-02 -3.138851e-02 -3.647963e-02 -3.601100e-02 -3.539428e-02 [31] -3.457532e-02 -3.351283e-02 -4.204674e-02 -5.005264e-02 -5.202658e-02 [36] 2.169026e-01 -1.446524e-05 4.574989e-03 1.302870e-02 7.722784e-03 [41] 1.244467e-02 1.762395e-02 2.340559e-02 2.986432e-02 4.484303e-02 [46] 4.689908e-02 5.578837e-02 -3.635341e-01 > 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/40q7l1445540347.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/5dgab1445540347.tab") > > try(system("convert tmp/1i8fz1445540347.ps tmp/1i8fz1445540347.png",intern=TRUE)) character(0) > try(system("convert tmp/21cmc1445540347.ps tmp/21cmc1445540347.png",intern=TRUE)) character(0) > try(system("convert tmp/37gcw1445540347.ps tmp/37gcw1445540347.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.236 0.215 1.450