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Type 'q()' to quit R. > x <- c(92.1,93.91,95.46,94.54,95.63,96.32,96.42,96.95,96.52,96.82,96.4,96.69,96.72,98.57,98.6,96.44,97.09,97.36,97.74,96.78,96.45,97.66,98.69,98.21,97.33,99.05,100.09,98.1,97.68,97.44,99.19,98.32,97.83,97.71,97.51,97.62,96.49,98.92,99.69,97.06,97.63,97.97,99.01,97.89,97.23,96.93,96.97,97.68,97.73,99.03,100.35,99.38,99.3,99.77,101.11,101.15,101.59,100.95,99.23,100.41) > 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/1qpol1476818638.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/2c7f41476818638.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/35x921476818638.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 -0.108930875 -0.371156315 -0.029844083 0.193783605 [6] 0.177726183 -0.316949157 0.069921426 0.090129048 0.056215164 [11] -0.253554831 -0.192224452 0.579115895 -0.065776058 -0.248271515 [16] -0.080849754 0.154260302 0.116175032 -0.234576906 0.128820911 [21] 0.015594960 0.038720217 -0.179992686 -0.181381590 0.396765514 [26] 0.009518008 -0.141883714 -0.148406739 0.085398437 0.132952907 [31] -0.096004212 0.022691241 -0.111093479 0.071640263 -0.054903868 [36] -0.093431589 0.152071790 -0.018862397 -0.048676867 -0.065010885 [41] 0.011340379 0.017424729 -0.033557005 0.079934254 -0.086400971 [46] -0.010540451 0.019512519 -0.005385618 0.087789382 > (mypacf <- c(rpacf$acf)) [1] -0.108930875 -0.387621745 -0.152644134 0.022493713 0.187130244 [6] -0.209953031 0.167035114 -0.067546327 0.109202042 -0.293834077 [11] -0.171097388 0.398734473 -0.088268718 0.061915564 -0.013155109 [16] -0.026851274 -0.134735365 0.019304821 0.114733088 -0.033528759 [21] -0.002649386 -0.061578458 -0.106840794 -0.002751155 0.070131589 [26] 0.056396311 -0.034139965 -0.076806453 -0.001759463 0.086760679 [31] -0.144975937 -0.079645085 -0.041006582 -0.035772946 0.069721041 [36] -0.066680669 -0.032292037 -0.129089767 0.081797535 -0.096657281 [41] -0.049436448 -0.087422009 0.032298972 -0.026929000 -0.083395987 [46] 0.081329016 -0.004963993 0.047570462 > 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/4z9sb1476818638.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/5mhiy1476818638.tab") > > try(system("convert tmp/1qpol1476818638.ps tmp/1qpol1476818638.png",intern=TRUE)) character(0) > try(system("convert tmp/2c7f41476818638.ps tmp/2c7f41476818638.png",intern=TRUE)) character(0) > try(system("convert tmp/35x921476818638.ps tmp/35x921476818638.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.215 0.082 1.317