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Type 'q()' to quit R. > x <- c(90.4,89.5,88.9,88.4,87.6,87.1,86.5,85.7,85.3,84.9,84.5,84.4,84.3,84.2,84.1,83.8,83.5,83.2,82.8,82.2,81.5,80.8,80.3,79.8,79.2,78.8,78.1,77.8,77.3,76.7,76.2,76.1,76.3,76.2,76.2,76.6,75.5,75.4,75.5,75.5,75.2,74.9,74.6,74.4,74,73.3,72.7,72,71.2,70.9,70.4,70,69.7,69.2,68.7,68.6,68.4,67.9,67.4,66.5,65.6,64.6,63.8,63,62.1,61.7,61.4,61.1,61.1,61,60.5,60.2,59.9,59.4,59.6,59.5,59.3,59.3,59.1,58.8) > 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/1ga901458216672.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/2q0mi1458216672.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/3ydza1458216672.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] 1.0000000000 0.9619706965 0.9245224726 0.8868431621 0.8482459198 [6] 0.8102107496 0.7718743114 0.7328212925 0.6952694414 0.6578626867 [11] 0.6206331946 0.5840525327 0.5464922562 0.5076763735 0.4683480573 [16] 0.4284225052 0.3886398928 0.3500365827 0.3123526665 0.2758999210 [21] 0.2416550366 0.2097254420 0.1801827804 0.1517030738 0.1243082537 [26] 0.0976458782 0.0710357184 0.0462085667 0.0222258207 -0.0008204795 [31] -0.0223952013 -0.0425034255 -0.0625480114 -0.0821939892 -0.1009764806 [36] -0.1194159973 -0.1383491410 -0.1546919170 -0.1713625533 -0.1885901808 [41] -0.2062399380 -0.2236075079 -0.2413264047 -0.2596302192 -0.2783328428 [46] -0.2946678149 -0.3110647621 -0.3268396907 -0.3414677027 > (mypacf <- c(rpacf$acf)) [1] 0.9619706965 -0.0115952389 -0.0224988555 -0.0323254255 -0.0135184315 [6] -0.0248748692 -0.0312208070 -0.0026545620 -0.0197023083 -0.0200915866 [11] -0.0148063243 -0.0358871835 -0.0415475454 -0.0334099161 -0.0341648043 [16] -0.0259372896 -0.0126455580 -0.0151029154 -0.0121137227 0.0007225958 [21] 0.0037255429 0.0049432587 -0.0119227774 -0.0106999000 -0.0153880653 [26] -0.0243484319 -0.0013985077 -0.0132469915 -0.0121737437 -0.0061213941 [31] -0.0055146936 -0.0250643727 -0.0227622886 -0.0153008576 -0.0216668517 [36] -0.0331597990 0.0094140127 -0.0271521487 -0.0325215600 -0.0319602230 [41] -0.0216822429 -0.0321333944 -0.0369020820 -0.0335412804 0.0020103702 [46] -0.0289294150 -0.0200633695 -0.0140694061 > 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/4yofm1458216672.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/5g6he1458216672.tab") > > try(system("convert tmp/1ga901458216672.ps tmp/1ga901458216672.png",intern=TRUE)) character(0) > try(system("convert tmp/2q0mi1458216672.ps tmp/2q0mi1458216672.png",intern=TRUE)) character(0) > try(system("convert tmp/3ydza1458216672.ps tmp/3ydza1458216672.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.262 0.275 1.545