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Type 'q()' to quit R. > x <- c(76.93,79.32,79.35,80.94,80.13,81.38,81.1,81.53,80.46,79.71,78.66,79.96,80.64,81.8,81.06,81.67,79.72,81.28,81.36,85.26,90,93,95.62,102.15,105.73,109.79,113.77,114.3,114.76,113.69,113.88,114.47,112.57,114.43,112.7,113.48,113.05,112.22,111.44,111.67,111.91,111.7,104.26,101.13,98.55,97.06,96.22,95.15,94.54,94.29,93.98,93.76,94.16,93.83,93.97,94.19,94.14,94.24,94.27,94.21,93.45,95.84,98.59,97,96.45,96.48,96.1,95.49,95.85,95.85,98.52,101.77,101.2,102.85,102.98,102.87,100.48,97.59,97.55,99.06,100.43,102.93,104.22,105.26,105.44,106.97,105.82,104.4,102.03,100.17,98.01,96.49,95.63,95.4,94.97,94.68,95.87,94.99,94.65,94.35,94.1,94.21,95.2,95.55,95.68,95.27,95.3,95.93) > par8 = '' > par7 = '0.95' > par6 = 'White Noise' > par5 = '12' > par4 = '0' > par3 = '0' > par2 = '1' > par1 = 'Default' > par8 <- '' > par7 <- '0.95' > par6 <- 'White Noise' > par5 <- '12' > par4 <- '0' > par3 <- '0' > par2 <- '1' > par1 <- 'Default' > #'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/1g46i1445631689.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/26tzf1445631689.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/3rc8g1445631689.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 0.96562548 0.91906737 0.85770514 0.79025168 0.71445719 [7] 0.63742644 0.55738925 0.47922845 0.39724661 0.31484104 0.22779280 [13] 0.14287690 0.05754420 -0.02608366 -0.11106184 -0.19093688 -0.27012874 [19] -0.33956946 -0.40367704 -0.45147949 > (mypacf <- c(rpacf$acf)) [1] 0.965625477 -0.197805154 -0.220430040 -0.065920300 -0.114984905 [6] -0.018315358 -0.060387018 -0.009645005 -0.109274221 -0.068340005 [11] -0.122142845 -0.026819843 -0.062527519 -0.067629748 -0.108522185 [16] -0.029386223 -0.098393347 0.024333943 -0.037970427 0.103723515 > 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/4ppvj1445631689.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/5neen1445631689.tab") > > try(system("convert tmp/1g46i1445631689.ps tmp/1g46i1445631689.png",intern=TRUE)) character(0) > try(system("convert tmp/26tzf1445631689.ps tmp/26tzf1445631689.png",intern=TRUE)) character(0) > try(system("convert tmp/3rc8g1445631689.ps tmp/3rc8g1445631689.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.145 0.222 1.375