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Type 'q()' to quit R. > x <- c(250.71,251.57,260.85,265.47,262.37,272.39,277.49,274.41,274.42,267.1,258.84,253.97,253.88,253.3,249.86,246,248.42,250.29,246.9,255.2,253.33,251.02,254.5,253.18,256.03,262.15,259.94,253.75,247.69,242.42,231.82,235.88,240.68,260.15,265.32,265.02,279.86,298.3,304.14,295.26,281.93,280.46,272.06,270.05,271.84,268.49,270.92,273.22,269.43,271.21,265.4,265.53,276.78,281.49,283.75,281.45,282.1,274.01,275.51,277.62,275.33,271.15,270.89,265.29,266.96,266.87,267.68,272.37,285.05,296.79,309.15,304.19,307.33,290.68,292.26,294.81,293.67,293.57,286.28,278.93,284.22,282.09,282.26,285.79,294.01,292.73,303.01,298.67,292.38,295.7,294.9,299.46,299.75,294.76,297.68,300.24,302.48,310.2,311.49,307.37,304.58,305.87,309.81,313.91,313.2,307.85,306.89,310.83) > 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/1m8hv1445682537.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/2ddz91445682537.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/3xf4h1445682537.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 0.93514321 0.84872930 0.76088299 0.67363374 0.59707949 [7] 0.53771920 0.49243588 0.47012596 0.45961359 0.45855190 0.45994741 [13] 0.46655885 0.47014093 0.48092534 0.48082225 0.46444183 0.43132144 [19] 0.38916952 0.33956764 0.29720203 0.24734446 0.19282115 0.15055387 [25] 0.11775511 0.11322290 0.12752171 0.15408253 0.18017053 0.20609664 [31] 0.23063861 0.23848261 0.22437857 0.19208469 0.15002695 0.10036334 [37] 0.03264762 -0.02496514 -0.07400480 -0.10503967 -0.13245860 -0.14081864 [43] -0.13215917 -0.11827484 -0.10737121 -0.09205510 -0.08264791 -0.07140076 [49] -0.06730998 > (mypacf <- c(rpacf$acf)) [1] 0.935143205 -0.205275237 -0.031295182 -0.045976661 0.035414535 [6] 0.067662861 0.037588764 0.128914912 0.029028960 0.060303385 [11] 0.012481597 0.072633298 0.006032473 0.114541038 -0.059396122 [16] -0.068034847 -0.083945310 -0.033525589 -0.042901335 0.039027415 [21] -0.119339406 -0.100791019 0.026910257 -0.035616895 0.186561371 [26] 0.033185224 0.088910370 -0.060627875 0.033966573 0.047591611 [31] -0.045508017 -0.061443217 -0.065174106 -0.029775670 -0.098343249 [36] -0.161157694 0.053865021 -0.014883106 0.049347981 -0.154436412 [41] 0.035894714 0.057231354 -0.033261661 -0.008279091 0.015402918 [46] -0.021846603 0.068346695 0.004142137 > 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/4pc4u1445682537.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/5tlhi1445682537.tab") > > try(system("convert tmp/1m8hv1445682537.ps tmp/1m8hv1445682537.png",intern=TRUE)) character(0) > try(system("convert tmp/2ddz91445682537.ps tmp/2ddz91445682537.png",intern=TRUE)) character(0) > try(system("convert tmp/3xf4h1445682537.ps tmp/3xf4h1445682537.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.092 0.219 1.309