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Type 'q()' to quit R. > x <- c(94.9,95.8,98.8,100.6,100.6,100.1,99.4,99.9,101,100.4,101.6,106.8,109.3,112.6,118.8,121.9,118.3,117.9,119.2,116.3,119.2,118.7,120.3,120.5,124.3,128.3,131.4,130.3,126.6,121.8,125.1,128.5,129.5,128.5,127.2,126.2,125.9,127.3,125.7,122.5,121.3,121.5,123.4,121.6,121.8,118.9,118.7,119.8,118.5,118.9,117.4,116,115.5,116.5,114.9,113.9,114.3,112,108,97.7) > 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/1rou01452255673.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/2ian01452255673.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/3mxke1452255673.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 0.898063201 0.806347925 0.733341057 0.677119485 [6] 0.618769574 0.557564064 0.490514836 0.415315966 0.349168232 [11] 0.281103587 0.207504824 0.131518382 0.052864479 -0.022156974 [16] -0.069831348 -0.090184444 -0.130009563 -0.166474975 -0.204497775 [21] -0.258469881 -0.303964651 -0.340240584 -0.370071188 -0.409562079 [26] -0.435504410 -0.437117602 -0.416439861 -0.388310420 -0.367555278 [31] -0.375768599 -0.390408486 -0.379849401 -0.349215343 -0.307828850 [36] -0.268961048 -0.238794908 -0.217514886 -0.181461471 -0.154634431 [41] -0.133946973 -0.127744584 -0.108678845 -0.087645264 -0.070393572 [46] -0.029089505 0.005250216 0.029244105 0.056073992 > (mypacf <- c(rpacf$acf)) [1] 0.8980632015 -0.0008765069 0.0482839544 0.0531771015 -0.0288471791 [6] -0.0359633118 -0.0633645137 -0.0913433908 -0.0152137773 -0.0680384909 [11] -0.0846679090 -0.0719691810 -0.0892236993 -0.0624636468 0.0669580046 [16] 0.1023349892 -0.0947443276 0.0095911413 -0.0447675777 -0.1540228369 [21] -0.0413869043 -0.0519031173 -0.0454481841 -0.0988638822 -0.0200350953 [26] 0.0648953891 0.0977196279 0.0562367765 0.0177208948 -0.1210345625 [31] -0.1086292937 0.0097305207 0.0439486291 0.0190279773 -0.0099808813 [36] -0.0174594304 -0.0695289285 0.0350949064 -0.0602241116 0.0015677367 [41] -0.0547757466 0.0450342590 -0.0063315211 -0.0879329624 0.0621232511 [46] -0.0056422631 0.0001827911 0.0614255824 > 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/4hinh1452255673.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/5mvg71452255673.tab") > > try(system("convert tmp/1rou01452255673.ps tmp/1rou01452255673.png",intern=TRUE)) character(0) > try(system("convert tmp/2ian01452255673.ps tmp/2ian01452255673.png",intern=TRUE)) character(0) > try(system("convert tmp/3mxke1452255673.ps tmp/3mxke1452255673.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.242 0.236 1.487