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Type 'q()' to quit R. > x <- c(86.88,90.65,90.68,89.64,102.62,101.84,92.51,94.29,94.68,96.94,94.03,89.65,84.9,89.07,89.8,93.22,92.23,98.41,96.63,89.8,90,92.13,93.27,90.81,85.42,88.28,88.73,90.18,92.74,96.13,94.85,94.25,96.94,101.22,98.71,95.51,93.91,98.17,97.59,99.64,107.88,108.49,100.25,99.27,101.73,101.25,97.09,94.74,94.53,93.48,96.05,106.22,98.33,99.86,93.78,88.96,83.77,89.46,86.78,88.4,87.19,92.23,95.99,104.75,105.63,108.71,96.4,93.31,93.77,98.7,95.04,95.61) > 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/1zusg1457711217.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/2pgg31457711217.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/3wb311457711217.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 -0.016170889 -0.153117549 -0.173444641 0.087499063 [6] -0.199169502 0.057317195 -0.107026434 0.038570484 -0.254994531 [11] 0.048693972 0.094395910 0.280657906 0.076446222 0.034119206 [16] -0.280750248 -0.076429757 -0.080941373 0.124113304 -0.039791480 [21] -0.016917430 -0.097806112 -0.014001338 0.076723267 0.229417933 [26] 0.040492935 -0.109085360 -0.195352168 0.062288770 -0.018749973 [31] 0.034182922 0.023388573 0.048470655 -0.029247207 -0.047989768 [36] 0.025118665 0.296524611 -0.021039866 -0.146756106 -0.132571842 [41] 0.059959938 -0.079834963 0.043344852 0.008918201 0.044441831 [46] -0.164017563 0.097937449 0.131863706 0.048385601 > (mypacf <- c(rpacf$acf)) [1] -0.0161708888 -0.1534191653 -0.1831388685 0.0555558441 -0.2641061563 [6] 0.0397112586 -0.1804454064 -0.0452933845 -0.3104643237 -0.1021890700 [11] -0.0132797572 0.1234279807 0.1770423484 0.0338166105 -0.1724675283 [16] -0.1445708797 -0.1445553936 -0.0005737306 -0.0102923817 -0.0398438666 [21] -0.0235147419 -0.1626487124 -0.0022396653 -0.0291212838 -0.0308334872 [26] -0.1440484713 -0.1639586714 0.0965621029 -0.0566147084 -0.0064653344 [31] -0.0782009984 -0.0701802381 0.0895792219 -0.1017141933 -0.0096149476 [36] 0.1902926567 -0.0425800042 0.0489288941 -0.0458222753 0.1111176723 [41] -0.0882423954 -0.0518626260 0.0394466079 -0.0527262466 -0.0045530895 [46] 0.0472200063 0.1097104737 -0.0441596995 > 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/4k87z1457711217.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/53uch1457711217.tab") > > try(system("convert tmp/1zusg1457711217.ps tmp/1zusg1457711217.png",intern=TRUE)) character(0) > try(system("convert tmp/2pgg31457711217.ps tmp/2pgg31457711217.png",intern=TRUE)) character(0) > try(system("convert tmp/3wb311457711217.ps tmp/3wb311457711217.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.195 0.265 1.472