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Type 'q()' to quit R. > x <- c(630,720,740,720,720,690,790,760,840,840,640,840,590,770,750,590,730,740,770,660,830,900,630,770,640,700,760,500,740,740,680,580,780,990,630,780,630,780,730,490,710,700,740,520,730,1110,510,750,690,740,690,640,660,580,760,510,810,1050,510,740,690,800,670,670,640,540,740,600,860,1080,480,680,650,860,650,630,600,500,760,590,800,1120,520,710,600,880,700,590,680,530,730,600,880,1120,540,740,580,850,670,530,680,540,760,620,910,1230,530,720) > 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. 1.2.327 (Mon, 30 Nov 2015 06:58:35 +0000) > #Author: root > #To cite this work: Wessa P., (2015), (Partial) Autocorrelation Function (v1.0.12) 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) > x <- na.omit(x) > 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/19yfq1470054119.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/2s9bw1470054119.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/3v6e31470054119.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 -0.172618633 -0.093778573 -0.004753907 -0.116458866 [6] 0.129904608 -0.366391503 0.156321426 -0.103607590 -0.048798454 [11] -0.050325849 -0.171827499 0.822345927 -0.143628005 -0.102554003 [16] -0.005170647 -0.073241417 0.086783932 -0.316311429 0.163932289 [21] -0.108496464 -0.052374102 -0.024292760 -0.155773939 0.667239067 [26] -0.123745953 -0.082038192 0.002105424 -0.037510468 0.048776560 [31] -0.275780966 0.146705514 -0.107172531 -0.042257855 -0.007006274 [36] -0.139003849 0.523805465 -0.105214188 -0.062740482 -0.016761957 [41] 0.009156207 0.040223501 -0.257864428 0.137006008 -0.102756402 [46] -0.020465880 -0.003436391 -0.097564135 0.407375150 > (mypacf <- c(rpacf$acf)) [1] -0.1726186334 -0.1273710656 -0.0471368059 -0.1452777779 0.0780589020 [6] -0.3856935749 0.0556907228 -0.2430160966 -0.0777481922 -0.3240432471 [11] -0.2616536681 0.7157573409 0.0496709008 0.0176752443 -0.1219542092 [16] 0.1223836582 -0.1042591664 0.1347034154 -0.0727255290 -0.0221142060 [21] -0.0012670930 0.0317227127 -0.0214070474 -0.0257099710 -0.0224393554 [26] 0.0221688102 0.0564926742 0.0100973989 -0.0429704195 -0.0107239176 [31] -0.0746629867 0.0025653666 0.0145790393 -0.0006874299 -0.0458415452 [36] -0.0529813415 -0.0283728063 -0.0244998759 -0.0779531680 0.0183710365 [41] 0.0285616028 -0.0528294125 -0.0161171241 -0.0321099954 0.0210737773 [46] -0.0497536740 0.1013079125 -0.0676269064 > 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/49l7m1470054119.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/51lcn1470054119.tab") > > try(system("convert tmp/19yfq1470054119.ps tmp/19yfq1470054119.png",intern=TRUE)) character(0) > try(system("convert tmp/2s9bw1470054119.ps tmp/2s9bw1470054119.png",intern=TRUE)) character(0) > try(system("convert tmp/3v6e31470054119.ps tmp/3v6e31470054119.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.382 0.146 1.569