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Type 'q()' to quit R. > x <- c(90.89,91.1,91.35,91.52,91.45,91.88,91.9,91.92,92,92,92.2,92.34,92.29,92.37,92.58,92.73,92.78,92.82,92.82,92.99,93.18,93.88,94.29,94.04,93.6,95.99,98.1,98.7,99.31,99.58,99.68,102.38,102.69,103.01,103.35,103.61,102.59,102.75,102.88,102.85,103.16,103.17,103.04,103.09,103.12,103.68,103.75,103.81,104.23,104.58,104.76,104.83,104.88,105.7,105.34,105.57,105.66,105.7,105.76,105.76) > 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. 1.2.327 (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/1fanl1481904621.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/295as1481904621.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/3g2pz1481904621.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] 1.0000000000 0.1905043315 -0.0284136928 0.0800685910 0.0963560612 [6] 0.1482872462 0.3136715423 -0.0805522325 -0.1068241671 -0.0653104370 [11] -0.1194072221 -0.2077315442 -0.0261108969 -0.1033686049 -0.0655792135 [16] -0.0847727463 -0.1046412839 -0.1004511422 -0.0234723072 -0.0655327806 [21] 0.0175079523 -0.0769596235 0.0082967237 -0.0465051749 -0.0085658615 [26] -0.0762233144 -0.0314585483 -0.0061668699 -0.0091668611 -0.0673945864 [31] -0.0007037120 -0.0301262313 -0.0004066106 -0.0336738148 -0.0017422213 [36] 0.0309076306 0.0070391570 0.0013428771 0.0129905778 0.0142189585 [41] 0.0183008330 0.0021163115 0.0136716432 0.0180556711 0.0036997908 [46] 0.0116608110 0.0078589852 0.0096858997 0.0232543442 > (mypacf <- c(rpacf$acf)) [1] 0.190504332 -0.067142315 0.102813844 0.060510195 0.133532831 [6] 0.281155480 -0.207983533 -0.046042129 -0.141763756 -0.165370490 [11] -0.255400077 -0.024132805 0.003599026 0.088044580 0.051459038 [16] 0.065319821 0.043852322 -0.086128457 -0.115180217 -0.058749650 [21] -0.181285336 0.007328255 -0.072161834 0.068332882 -0.036711881 [26] -0.015036747 0.051219889 -0.088742343 -0.072974104 -0.053898940 [31] -0.017894540 -0.041503639 -0.053870263 0.007144187 0.061267460 [36] -0.074899591 -0.009087992 -0.026690518 -0.020363461 -0.080077695 [41] -0.053508575 -0.017401096 0.002017287 -0.065022257 0.036228372 [46] 0.003415198 -0.011971459 0.002171506 > 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/45c8x1481904621.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/5pl351481904621.tab") > > try(system("convert tmp/1fanl1481904621.ps tmp/1fanl1481904621.png",intern=TRUE)) character(0) > try(system("convert tmp/295as1481904621.ps tmp/295as1481904621.png",intern=TRUE)) character(0) > try(system("convert tmp/3g2pz1481904621.ps tmp/3g2pz1481904621.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.268 0.089 1.373