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Type 'q()' to quit R. > x <- c(78.25,77.24,76.68,76.29,76.1,75.77,75.6,75.57,75.89,76.04,76.89,77,79.09,80.84,81.82,82.12,81.01,82.22,81.97,82.42,82.77,82.46,83.35,84.27,87.34,91.03,93.52,94.24,94.92,95.49,96.55,98.07,102.87,104.12,103.49,103.31,103.92,103.69,103.41,102.83,103,103.42,102.57,102.72,102.22,102.32,102.48,101.56,101.02,101.41,100.74,99.76,99.76,99.17,99.11,99.69,99.4,99.79,99.72,98.74,98.26,97.31,96.73,96.18,95.92,96.13,95.64,94.52,94.31,96.05,96.17,95.14,95.37,96.5,96.79,96.23,96,95.21,94.77,96.84,99.06,100.36,100.09,100.03,100.49,101,102.11,101.59,100.81,100.86,99.57,100.21,99.68,98.38,97.93,97.37,99.08,99.15,99.44,99.48,99.62,98.95,99.42,99.84,99.27,99.16,99.04,99.62) > 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/1a3i81445688085.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/2eoz51445688085.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/3kahq1445688085.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 0.975416770 0.942513374 0.905423029 0.865458100 [6] 0.822599029 0.775996640 0.726476521 0.672978523 0.618374978 [11] 0.563985075 0.510798487 0.455905506 0.404340572 0.354992537 [16] 0.307026942 0.258192038 0.206130957 0.155699286 0.104208661 [21] 0.053730051 0.003762548 -0.045667999 -0.091666502 -0.135074177 [26] -0.171469482 -0.198832313 -0.220390252 -0.238475184 -0.252679558 [31] -0.263002833 -0.269754484 -0.272585126 -0.265114224 -0.255129239 [36] -0.244877102 -0.231665495 -0.215510290 -0.200094172 -0.184221080 [41] -0.167087346 -0.149555575 -0.131830072 -0.115701804 -0.099344674 [46] -0.084256061 -0.069218422 -0.053701597 -0.041551479 > (mypacf <- c(rpacf$acf)) [1] 0.9754167696 -0.1837749138 -0.0770519465 -0.0573816254 -0.0637966386 [6] -0.0829925685 -0.0618583683 -0.0908423723 -0.0255656749 -0.0129793269 [11] -0.0013803209 -0.0731857671 0.0509933911 -0.0035502417 -0.0212847409 [16] -0.0720108231 -0.1127562215 -0.0002167779 -0.0776277244 -0.0311522192 [21] -0.0446440852 -0.0384576957 0.0345592282 -0.0086315121 0.0882026299 [26] 0.1166892361 0.0317192358 -0.0054170471 -0.0120587863 -0.0021545763 [31] -0.0193631277 0.0008654536 0.1577781210 -0.0486063023 -0.0224952168 [36] 0.0363923779 0.0364413508 -0.0448154341 -0.0032572964 0.0026786316 [41] -0.0389235693 -0.0245526950 -0.0518414737 -0.0275938663 -0.0111433268 [46] 0.0052729335 0.0097653672 -0.0843777272 > 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/45uj81445688085.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/5t57r1445688085.tab") > > try(system("convert tmp/1a3i81445688085.ps tmp/1a3i81445688085.png",intern=TRUE)) character(0) > try(system("convert tmp/2eoz51445688085.ps tmp/2eoz51445688085.png",intern=TRUE)) character(0) > try(system("convert tmp/3kahq1445688085.ps tmp/3kahq1445688085.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.169 0.205 1.385