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Type 'q()' to quit R. > x <- c(92.8,92.9,93.06,93.28,93.41,93.49,93.49,93.5,93.56,94.12,94.3,94.36,94.36,94.5,94.85,95.16,95.73,95.76,95.76,95.81,96.09,96.48,96.71,96.69,96.69,96.66,96.73,96.84,97.87,98,97.98,98.03,98.11,98.18,98.32,98.34,98.28,98.52,98.56,99.6,100.16,100.46,100.46,100.68,100.83,100.64,100.9,100.92,100.75,100.96,101.05,101.33,101.38,101.44,101.51,101.4,101.26,100.83,100.75,100.81,100.82,100.85,100.79,100.84,101.04,101.11,101.15,101.11,101.28,101.62,102.07,102.14) > 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/1csxc1457428774.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/2xjxw1457428774.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/3et0e1457428774.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 0.96029906 0.91839400 0.87861636 0.84186722 0.80602174 [7] 0.76857030 0.72915621 0.68776820 0.64717966 0.61081953 0.57417359 [13] 0.53530978 0.49292090 0.45022988 0.40910858 0.36695525 0.32868454 [19] 0.28950513 0.24906069 0.20695291 0.16663603 0.13042761 0.09602517 [25] 0.06073853 0.02233955 -0.01851306 -0.05868147 -0.10002362 -0.13224173 [31] -0.16276395 -0.19603357 -0.22898198 -0.25857194 -0.28161417 -0.30362230 [37] -0.32473404 -0.34765263 -0.36943124 -0.39076210 -0.40284854 -0.41014344 [43] -0.41497209 -0.42080157 -0.42419310 -0.42000100 -0.41690522 -0.41106768 [49] -0.40534966 > (mypacf <- c(rpacf$acf)) [1] 0.960299055 -0.048573653 0.006311055 0.016302193 -0.009783472 [6] -0.039283801 -0.043472730 -0.047151164 -0.015281293 0.026281803 [11] -0.030641983 -0.048349350 -0.064751890 -0.029884874 -0.014304704 [16] -0.049589208 0.019115591 -0.039618799 -0.039389751 -0.050470936 [21] -0.013632990 0.010792292 -0.011455159 -0.039224613 -0.067451437 [26] -0.061185356 -0.036283357 -0.067988747 0.067802662 -0.018489748 [31] -0.060613204 -0.026587989 0.001745914 0.031044172 -0.031461806 [36] -0.021257986 -0.051882862 -0.005692229 -0.038426063 0.070236219 [41] 0.013017787 0.008733193 -0.017764109 0.004112536 0.075840223 [46] -0.054944111 0.009551985 -0.025192516 > 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/41bx41457428774.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/5qg9k1457428774.tab") > > try(system("convert tmp/1csxc1457428774.ps tmp/1csxc1457428774.png",intern=TRUE)) character(0) > try(system("convert tmp/2xjxw1457428774.ps tmp/2xjxw1457428774.png",intern=TRUE)) character(0) > try(system("convert tmp/3et0e1457428774.ps tmp/3et0e1457428774.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.182 0.192 1.387