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Type 'q()' to quit R. > x <- c(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 = '36' > par8 <- '' > par7 <- '0.95' > par6 <- 'White Noise' > par5 <- '12' > par4 <- '0' > par3 <- '1' > par2 <- '1' > par1 <- '36' > #'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/17klj1476875425.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/2yqko1476875425.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/39cg01476875425.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] 1.000000e+00 -2.990169e-02 -3.101682e-01 2.176759e-01 1.137523e-01 [6] -3.098722e-01 -3.074562e-01 -1.461651e-01 3.254979e-02 8.216264e-02 [11] -2.180283e-01 7.750538e-02 6.476257e-01 -5.795523e-02 -1.985965e-01 [16] 2.274839e-01 8.045543e-02 -2.759303e-01 -2.251222e-01 -6.543707e-02 [21] 6.462164e-02 -3.676992e-03 -1.832212e-01 1.169618e-01 3.958931e-01 [26] -7.577888e-02 -9.482734e-02 2.157029e-01 -6.026027e-05 -2.214774e-01 [31] -5.027906e-02 -3.707585e-02 -2.287531e-02 -3.622152e-03 -8.615465e-02 [36] 6.432720e-02 2.215556e-01 > (mypacf <- c(rpacf$acf)) [1] -0.029901686 -0.311340687 0.217458669 0.023417229 -0.209772611 [6] -0.366960189 -0.448147339 -0.200410162 0.097256803 -0.227477940 [11] -0.181596347 0.371348773 -0.076187224 0.055466655 -0.086612633 [16] -0.072684786 0.056374500 -0.017347121 -0.014366650 0.138337081 [21] 0.001814569 -0.003869008 -0.055544856 -0.124959252 0.020518030 [26] 0.070034035 0.066881715 -0.056962517 -0.099280901 0.111675915 [31] 0.037892057 -0.038192391 0.015188775 0.007038793 0.006027344 [36] 0.027353034 > 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/4i1dd1476875425.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/5wbek1476875425.tab") > > try(system("convert tmp/17klj1476875425.ps tmp/17klj1476875425.png",intern=TRUE)) character(0) > try(system("convert tmp/2yqko1476875425.ps tmp/2yqko1476875425.png",intern=TRUE)) character(0) > try(system("convert tmp/39cg01476875425.ps tmp/39cg01476875425.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.082 0.076 1.179