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Type 'q()' to quit R. > x <- c(98.71,100.46,100.46,100.67,100.01,100.01,99.99,99.98,99.87,99.91,96.59,96.99,96.68,96.57,96.55,96.78,95.99,97.54,97.45,97.58,97.66,97.67,97.71,98.52,98.87,97.91,97.92,97.97,97.97,97.97,97.58,97.57,96.7,96.72,96.72,96.74,101.2,100.59,100.58,99.62,99.63,99.17,99.17,98.99,98.92,99.52,99.45,99.04,99.23,98.71,98.73,97.1,100.94,100.93,101.02,101.01,100.86,100.56,100.75,100.15,99.49,99.15,99.15,99.14,98.77,98.8,99.29,98.38,98.31,98.24,96.99,96.81) > 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/18tph1445624356.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/297801445624356.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/3s8hn1445624356.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 0.762861269 0.612600335 0.449514666 0.325980202 [6] 0.220794770 0.164669730 0.068675345 0.009306220 -0.032596732 [11] -0.049847266 -0.091704381 -0.074530016 -0.077543746 -0.031291489 [16] -0.010517915 0.112834145 0.088424255 0.061387630 0.057397193 [21] -0.009895604 -0.085225315 -0.160020516 -0.252375622 -0.328903594 [26] -0.365522286 -0.401249616 -0.342236904 -0.282261540 -0.224543674 [31] -0.205383591 -0.203353370 -0.183005257 -0.138081549 -0.100697947 [36] -0.007596491 -0.006353572 -0.028454926 -0.068696298 -0.096219014 [41] -0.140630605 -0.152607751 -0.208793188 -0.168373679 -0.129221642 [46] -0.085430225 -0.052486134 -0.013547575 0.030656315 > (mypacf <- c(rpacf$acf)) [1] 0.7628612688 0.0733011739 -0.0949437010 -0.0206827818 -0.0262570656 [6] 0.0416952024 -0.1216647196 -0.0214734443 0.0075962348 0.0123292148 [11] -0.0824027486 0.0655377860 -0.0080551148 0.0844947994 -0.0137172406 [16] 0.2445047896 -0.1963876209 -0.1043928296 0.0897519386 -0.1660432450 [21] -0.0972509888 -0.1423852832 -0.0723584806 -0.0929324717 -0.0398530987 [26] -0.1003163088 0.2485324849 -0.0254920637 0.0226537636 -0.1075355468 [31] -0.0661127551 -0.0867987051 -0.0003460554 0.0441731801 0.0499964871 [36] -0.1112443683 -0.1185645060 -0.0038942107 -0.0183025534 0.0169624881 [41] -0.0574670284 0.0096036288 0.0443050176 -0.0212943379 -0.0531264721 [46] -0.0044251322 -0.0096999924 0.0509966698 > 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/48gji1445624356.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/5ejun1445624356.tab") > > try(system("convert tmp/18tph1445624356.ps tmp/18tph1445624356.png",intern=TRUE)) character(0) > try(system("convert tmp/297801445624356.ps tmp/297801445624356.png",intern=TRUE)) character(0) > try(system("convert tmp/3s8hn1445624356.ps tmp/3s8hn1445624356.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.212 0.172 1.396