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Type 'q()' to quit R. > x <- c(85.13,85.54,85.47,85.78,86.07,86.05,86.32,86.43,86.41,86.38,86.59,86.68,86.87,87.32,87.13,87.42,87.22,87.17,87.52,87.49,87.53,87.93,88.54,88.96,89.3,90.01,90.52,90.64,91.25,91.59,92.09,91.81,92.03,92.15,91.98,92.11,92.28,92.53,91.97,92.05,91.87,91.49,91.48,91.63,91.46,91.61,91.7,91.87,92.21,92.65,92.83,93.02,93.33,93.35,93.45,93.51,93.8,93.94,94.02,94.26,94.71,95.26,95.54,95.69,96.03,96.4,96.55,96.45,96.65,96.84,97.21,97.31,97.91,98.51,98.54,98.52,98.66,98.53,98.71,98.92,98.96,99.25,99.32,99.41,99.36,99.58,99.77,99.77,100.03,100.2,100.24,100.1,100.03,100.18,100.29,100.41,100.6,100.75,100.79,100.44,100.29,100.34,100.46,100.12,100.06,100.28,100.28,100.4) > 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/1qxjn1445594614.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/2dojg1445594614.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/3byjo1445594614.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 0.242239932 0.196988628 0.307406547 0.181913332 [6] 0.021490625 -0.051426974 0.139124269 -0.002845751 -0.002568841 [11] -0.077084596 -0.072705178 0.015836766 -0.100501177 -0.134249280 [16] -0.073665316 -0.202446217 -0.049926987 -0.210656693 -0.145748059 [21] -0.091752201 -0.041260168 0.046220871 -0.025006853 0.200244320 [26] 0.031451738 -0.022957936 -0.023483632 -0.121368544 -0.013039738 [31] -0.118680010 -0.132835535 -0.065460232 0.041778587 -0.070512947 [36] -0.046665712 0.204713832 0.029141613 -0.055978714 0.013726966 [41] -0.015312717 -0.074302264 -0.030458223 0.001017716 0.040107734 [46] -0.004406530 0.082270699 0.021081216 0.081453171 > (mypacf <- c(rpacf$acf)) [1] 0.2422399321 0.1469303426 0.2509309562 0.0581780376 -0.1114344148 [6] -0.1661385188 0.1431336483 -0.0008361483 0.0488645407 -0.1569861373 [11] -0.0982868117 0.0780416414 0.0048696968 -0.0988522892 -0.0527226833 [16] -0.2274296091 0.1613346104 -0.1187162932 -0.0274490222 -0.0628874689 [21] 0.0789971718 0.1631130025 0.0607595084 0.0827733111 -0.1035572570 [26] -0.1517149600 -0.0639493045 -0.1442180680 0.0499401317 -0.0743633680 [31] -0.1341008801 -0.0463357923 0.1980845371 -0.0533662486 0.0864393943 [36] 0.1181994939 -0.0297208757 -0.0387762779 -0.0950667373 -0.0285895492 [41] -0.0827938977 0.0748092193 0.0248391637 -0.0085198773 -0.0925674239 [46] 0.0005875665 -0.0417458527 0.0483010539 > 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/47f0q1445594614.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/5o56t1445594614.tab") > > try(system("convert tmp/1qxjn1445594614.ps tmp/1qxjn1445594614.png",intern=TRUE)) character(0) > try(system("convert tmp/2dojg1445594614.ps tmp/2dojg1445594614.png",intern=TRUE)) character(0) > try(system("convert tmp/3byjo1445594614.ps tmp/3byjo1445594614.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.122 0.255 1.358