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Type 'q()' to quit R. > x <- c(110.27,110.91,110.27,109.41,111.47,110.77,110.83,110.52,110.44,109.99,110.55,109.99,111.2,111.81,110.36,111.24,112.6,111.75,112.49,111.94,113.22,112.85,114.37,113.68,118,118.27,119.2,117.98,117.59,117.41,118.31,118.4,117.92,118.94,118.81,117.44,120.21,119.74,118.79,118.19,119.16,118.88,119.59,119.44,119.84,119.31,118.15,118.23,119.89,118.83,118.95,119.86,119.07,119.52,119.92,119.68,119.81,120.09,119.98,118.96) > 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/14cfs1457816840.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/2jitd1457816841.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/3jlbt1457816841.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 0.94047829 0.90380348 0.85920246 0.81060550 0.76595674 [7] 0.73031183 0.67789972 0.63339295 0.57628416 0.51634437 0.46802018 [13] 0.41258261 0.34401484 0.30106955 0.23235090 0.17507751 0.12600008 [19] 0.07787562 0.01736048 -0.02755490 -0.07974180 -0.13594371 -0.17595504 [25] -0.21615021 -0.23436762 -0.24790794 -0.25854946 -0.27536452 -0.29272949 [31] -0.31434612 -0.32873349 -0.33531575 -0.36276776 -0.38444987 -0.39321098 [37] -0.41138145 -0.40185919 -0.38987738 -0.38520161 -0.38263410 -0.36889225 [43] -0.36035462 -0.34261508 -0.32727850 -0.30928243 -0.28842696 -0.27828922 [49] -0.26883527 > (mypacf <- c(rpacf$acf)) [1] 0.9404782912 0.1671339388 -0.0527799442 -0.0782734096 -0.0058407476 [6] 0.0706773699 -0.1410998811 -0.0205720124 -0.1195305051 -0.0856039096 [11] 0.0584394468 -0.0695264020 -0.1765194248 0.1200688372 -0.1699777419 [16] -0.0048277314 0.0344125446 0.0050349242 -0.1486455509 -0.0015644223 [21] 0.0156589191 -0.1560758376 0.0708295312 0.0361037269 0.1352980590 [26] 0.0266634481 0.1022595468 -0.1575576326 -0.0732992885 -0.0046960404 [31] -0.0235527244 -0.0342717172 -0.1994630877 -0.1041765012 0.0544257647 [36] -0.0052261908 0.1677420009 0.0542596956 -0.1161515074 -0.0101314954 [41] 0.0841172317 0.0835642764 -0.0854501421 -0.0491267431 0.0003996079 [46] -0.0611427275 -0.0017684431 -0.0075205027 > 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/4hwcg1457816841.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/5cx2q1457816841.tab") > > try(system("convert tmp/14cfs1457816840.ps tmp/14cfs1457816840.png",intern=TRUE)) character(0) > try(system("convert tmp/2jitd1457816841.ps tmp/2jitd1457816841.png",intern=TRUE)) character(0) > try(system("convert tmp/3jlbt1457816841.ps tmp/3jlbt1457816841.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.145 0.179 1.332