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Type 'q()' to quit R. > x <- c(72.04,72.26,72.53,72.41,72.91,72.84,72.92,73.03,72.98,72.99,73.15,73.34,73.8,74.46,74.54,74.92,74.19,74.34,74.54,74.4,73.78,74.42,73.54,74.45,76.31,76.44,76.64,76.44,76.49,76.52,78.15,78.54,78.79,78.75,78.28,78.44,78.75,80.54,80.84,81.11,80.47,80.53,80.35,80.29,80.27,80.1,79.8,79.84,79.92,80.26,80.69,84.5,85.45,86.19,86.4,85.98,85.87,86.06,86.43,86.43,86.37,86.84,86.73,90.99,92.61,93.83,94.2,94.01,93.47,93.27,94.3,94.53,94.59,94.69,94.67,96.55,97.14,97.32,97.97,98.49,99.11,99.09,98.76,99.2,99.61,99.54,99.68,100.75,100.38,100.79,100.39,100.39,100.12,100,99.17,99.17,99.59,99.96,99.68,101.03,100.99,101.38,101.84,101.52,101.37,101.22,101.45,101.99) > 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/10lic1445677851.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/2q4t71445677851.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/3uz0m1445677851.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 0.178063152 0.105798201 -0.097352324 -0.177458970 [6] -0.121237785 0.004981929 -0.002232829 -0.146220469 -0.080828890 [11] -0.047143633 0.003230131 0.449714462 0.201763875 0.189942247 [16] -0.008480322 -0.087356345 -0.149546326 -0.169666516 -0.083918771 [21] -0.026476731 0.016682052 -0.026733491 -0.076629684 0.142268409 [26] -0.067532916 0.169583485 0.118960822 0.049575715 -0.148093451 [31] -0.152292163 -0.228506464 -0.071604826 0.115515016 0.010533803 [36] -0.070492759 0.070972483 -0.073674743 0.053659087 0.090203596 [41] 0.044321555 -0.126133621 -0.067156609 -0.159643398 -0.095730811 [46] -0.017243443 0.027471015 -0.061497256 0.055096061 > (mypacf <- c(rpacf$acf)) [1] 0.1780631524 0.0765178262 -0.1333589921 -0.1556061984 -0.0475946165 [6] 0.0612546205 -0.0277942385 -0.2112428966 -0.0561094722 0.0235896514 [11] 0.0002762213 0.4293627499 0.0340421090 0.0575380111 0.0052279345 [16] 0.0130760811 -0.0194042852 -0.1830267839 -0.0830099458 0.1336864574 [21] 0.0562350762 -0.0398591435 -0.1064595909 0.0171507096 -0.2011153689 [26] 0.0284993930 0.0955746334 0.0094207828 -0.1676235232 0.0237955777 [31] -0.0604685447 0.0084760387 0.0448495361 -0.0809300633 -0.0784985797 [36] 0.0634690940 0.0804243191 -0.0006010076 -0.0826329377 -0.1247923905 [41] -0.0575814538 0.0848560355 -0.0087592408 -0.0567675173 -0.1096526695 [46] 0.0562067955 -0.0407305941 -0.0517645023 > 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/46g4a1445677851.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/55jdj1445677851.tab") > > try(system("convert tmp/10lic1445677851.ps tmp/10lic1445677851.png",intern=TRUE)) character(0) > try(system("convert tmp/2q4t71445677851.ps tmp/2q4t71445677851.png",intern=TRUE)) character(0) > try(system("convert tmp/3uz0m1445677851.ps tmp/3uz0m1445677851.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.162 0.208 1.378