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Type 'q()' to quit R. > x <- c(11,13,15,29,31,22,36,39,30,20,18,13,11,16,20,29,31,24,40,41,25,19,19,18,10,17,25,30,32,24,38,36,26,25,26,16,12,15,21,33,32,24,41,38,28,24,30,18) > 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/1l4w51476808883.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/2isyf1476808883.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/3oc941476808883.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 -0.028825918 -0.301009973 0.218696663 0.107774025 [6] -0.300860344 -0.305040040 -0.151657404 0.026070366 0.080746247 [11] -0.220951622 0.076114614 0.649938272 -0.055518898 -0.192743743 [16] 0.228478370 0.075776156 -0.265658189 -0.224065307 -0.075500083 [21] 0.060584319 -0.003827359 -0.183692031 0.111754063 0.399694458 [26] -0.070706008 -0.091538750 0.216696425 -0.005377948 -0.212612973 [31] -0.051409212 -0.043445017 -0.023638018 -0.003028118 -0.092408611 [36] 0.061647889 0.223066713 -0.074215195 -0.038981010 0.125871653 [41] 0.012827060 -0.116139366 0.013442964 0.010811721 -0.055635886 [46] -0.003927874 -0.007577082 > (mypacf <- c(rpacf$acf)) [1] -0.0288259176 -0.3020919244 0.2188256408 0.0224093371 -0.2016718922 [6] -0.3655507245 -0.4371908844 -0.1931224966 0.1046986441 -0.2197632824 [11] -0.1603682539 0.3931958905 -0.0613715861 0.0497907758 -0.0910939467 [16] -0.0814574012 0.0535993600 -0.0113946828 -0.0120968308 0.1360489281 [21] -0.0029945007 -0.0007387598 -0.0639032554 -0.1211991560 0.0168764016 [26] 0.0702572384 0.0747509852 -0.0616748558 -0.0958850442 0.1114354696 [31] 0.0414303993 -0.0393588902 0.0124329771 -0.0054651901 0.0069465266 [36] 0.0131543668 -0.0875109918 0.0037234313 -0.1173448959 0.0673786917 [41] 0.0511725747 0.0198714474 0.1191615634 -0.0432750745 -0.0571919559 [46] 0.0585997547 > 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/45m1g1476808883.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/50g731476808883.tab") > > try(system("convert tmp/1l4w51476808883.ps tmp/1l4w51476808883.png",intern=TRUE)) character(0) > try(system("convert tmp/2isyf1476808883.ps tmp/2isyf1476808883.png",intern=TRUE)) character(0) > try(system("convert tmp/3oc941476808883.ps tmp/3oc941476808883.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.242 0.078 1.350