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Type 'q()' to quit R. > x <- c(96.86,96.89,96.9,96.94,96.88,96.89,96.89,96.95,97.03,97.29,97.37,97.41,97.41,97.32,97.33,97.38,97.47,97.5,97.5,97.58,97.7,97.9,97.98,98.03,98.03,97.94,98.12,98.19,98.34,98.42,98.43,98.45,98.77,99.24,99.46,99.54,99.55,99.24,99.43,99.47,99.57,99.62,99.64,99.75,99.85,100.28,100.52,100.57,100.57,100.27,100.27,100.18,100.16,100.18,100.18,100.59,100.69,101.06,101.15,101.16,101.16,100.81,100.94,101.13,101.29,101.34,101.35,101.7,102.05,102.48,102.66,102.72,102.73,102.18,102.22,102.37,102.53,102.61,102.62,103,103.17,103.52,103.69,103.73,99.57,99.09,99.14,99.36,99.6,99.65,99.8,100.15,100.45,100.89,101.13,101.17,101.21,101.1,101.17,101.11,101.2,101.15,100.92,101.1,101.22,101.25,101.39,101.43) > 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/1dthl1457987995.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/26npg1457987995.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/3b42u1457987995.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 0.158772478 -0.002516266 -0.111925032 -0.101774581 [6] -0.069780358 -0.049815246 -0.067597885 -0.110934492 -0.121483797 [11] -0.018507047 0.153703215 0.121220207 0.071678927 -0.016553615 [16] -0.076350417 -0.105279327 -0.039678760 0.022736999 -0.030232349 [21] -0.069452388 -0.041697190 -0.009858931 0.113569356 0.102373904 [26] 0.042263343 0.001842149 -0.082481970 -0.046120816 -0.064777316 [31] -0.012914219 0.005119378 -0.009753300 0.014471254 0.030599113 [36] 0.095296021 0.079895275 0.025528644 -0.034078152 -0.095106087 [41] -0.044697859 -0.014330419 -0.009169726 0.001309183 -0.027273266 [46] -0.008330962 -0.006983934 0.090179012 0.058637324 > (mypacf <- c(rpacf$acf)) [1] 0.158772478 -0.028441950 -0.109854265 -0.069039169 -0.046775945 [6] -0.046937968 -0.075323802 -0.115824595 -0.118605645 -0.019148405 [11] 0.120080933 0.033130917 0.013348195 -0.029421248 -0.061355747 [16] -0.086209514 -0.024886462 0.021291213 -0.039917007 -0.049481934 [21] -0.021660562 -0.040746557 0.063616176 0.018194992 -0.015808879 [26] 0.009975381 -0.048204546 -0.012467209 -0.072350126 -0.010385541 [31] 0.011646837 -0.004193562 0.026923678 -0.002164919 0.048375060 [36] 0.018100695 -0.010682668 -0.015232031 -0.052905499 0.024129331 [41] 0.002351419 -0.012560826 0.008659137 -0.031033989 -0.004231236 [46] -0.047180546 0.054971828 0.005280517 > 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/4whv51457987996.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/5dreh1457987996.tab") > > try(system("convert tmp/1dthl1457987995.ps tmp/1dthl1457987995.png",intern=TRUE)) character(0) > try(system("convert tmp/26npg1457987995.ps tmp/26npg1457987995.png",intern=TRUE)) character(0) > try(system("convert tmp/3b42u1457987995.ps tmp/3b42u1457987995.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.279 0.218 1.504