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Type 'q()' to quit R. > x <- c(87.16,87.16,87.16,87.16,87.16,87.16,87.16,87.16,87.16,89.24,89.24,89.24,89.24,89.24,89.24,89.24,89.24,89.24,89.24,89.24,89.24,91,91,91,91,91,91,91,91,91,91,91,91,92.51,92.51,92.51,92.51,92.51,92.51,92.51,92.51,92.51,92.51,92.51,92.51,96.67,96.67,96.67,96.67,96.67,96.67,96.67,96.67,96.67,96.67,96.67,96.67,96.19,96.19,96.19,96.19,96.19,96.19,96.19,96.19,96.19,96.19,96.19,96.19,99.13,99.13,99.13,99.13,99.13,99.13,99.13,99.13,99.13,99.13,99.13,99.13,99.58,99.58,99.58,99.58,99.58,99.58,99.58,99.58,99.58,99.58,99.58,99.58,101.27,101.27,101.27,101.25,101.25,101.25,101.25,101.25,101.25,101.25,101.25,101.25,102.55,102.55,102.55,102.55,102.55,102.55,102.55,102.55,102.55,102.55,102.55,102.55,132.09,132.09,132.09) > 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/18stb1457978557.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/2bltt1457978557.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/3x9q91457978557.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 -0.019086059 -0.019245110 -0.006997985 -0.007119324 [6] -0.007278374 -0.007437425 -0.007596475 -0.007755526 -0.007067374 [11] -0.007197415 -0.007356466 0.050362019 -0.007674567 -0.007833617 [16] -0.007455077 -0.007604086 -0.007763137 -0.007922187 -0.008081238 [21] -0.008240288 -0.008317098 -0.007816979 -0.007976030 0.078021717 [26] -0.008302556 -0.008461607 -0.007974340 -0.008067786 -0.008226836 [31] -0.008385887 -0.008544937 -0.008703988 -0.008226942 -0.008385993 [36] -0.008545043 0.025239748 -0.008863144 -0.009022195 -0.008980970 [41] -0.009150731 -0.009309781 -0.009468832 -0.009627882 -0.009786933 [46] -0.008193561 -0.008352611 -0.008511662 0.100792242 > (mypacf <- c(rpacf$acf)) [1] -0.019086059 -0.019616533 -0.007752712 -0.007791270 -0.007865530 [6] -0.008090326 -0.008321389 -0.008558024 -0.007950419 -0.008131863 [11] -0.008344272 0.049374563 -0.006522566 -0.006705185 -0.007764924 [16] -0.007982743 -0.008206725 -0.008422059 -0.008641712 -0.008865121 [21] -0.009106254 -0.008718897 -0.008929021 0.074103046 -0.006119612 [26] -0.006267241 -0.007835344 -0.007987961 -0.008192648 -0.008377839 [31] -0.008569141 -0.008765030 -0.008467436 -0.008834247 -0.009026161 [36] 0.015761563 -0.008460384 -0.008643578 -0.009294781 -0.009530041 [41] -0.009740639 -0.009947862 -0.010158598 -0.010375735 -0.008936858 [46] -0.009315661 -0.009484183 0.090924589 > 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/4m4431457978557.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/5c6tt1457978557.tab") > > try(system("convert tmp/18stb1457978557.ps tmp/18stb1457978557.png",intern=TRUE)) character(0) > try(system("convert tmp/2bltt1457978557.ps tmp/2bltt1457978557.png",intern=TRUE)) character(0) > try(system("convert tmp/3x9q91457978557.ps tmp/3x9q91457978557.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.276 0.229 1.511