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Type 'q()' to quit R. > x <- c(97.78,97.73,97.61,97.69,97.68,97.67,97.67,97.96,98.27,99.52,99.59,99.75,99.75,99.8,99.99,100.25,100.08,100.08,100.08,100.06,101,101.81,101.82,101.96,101.96,101.93,102.03,102.11,102.07,102.34,102.34,102.33,102.77,103.08,103.38,103.44,99.1,99.15,99.21,99.01,99.08,99.11,100.11,100.31,100.55,101.38,101.49,101.5,100.69,100.8,100.58,100.34,100.38,100.33,101.06,101.15,101.36,101.98,102.24,102.34,101.91,101.8,101.8,101.73,101.8,101.81,102.28,101.7,101.7,102.37,102.43,102.41) > 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/1eor61476875760.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/275d51476875760.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/37wjf1476875760.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 0.888451383 0.766198863 0.644209614 0.527537876 [6] 0.423506700 0.312855470 0.239326361 0.181765094 0.133891888 [11] 0.124337690 0.117025719 0.096954929 0.024961424 -0.049804279 [16] -0.131009748 -0.191763729 -0.229209909 -0.270276524 -0.279814215 [21] -0.288352184 -0.285048941 -0.254222570 -0.221849896 -0.190534169 [26] -0.192552065 -0.202146324 -0.209464728 -0.179314312 -0.136775868 [31] -0.080830013 -0.001035102 0.062695629 0.131580400 0.213107597 [36] 0.290368224 0.362021361 0.308035592 0.247061847 0.188600673 [41] 0.135327800 0.090174514 0.049502062 0.026410927 0.007900703 [46] -0.007317934 -0.014657956 -0.022093140 -0.029811680 > (mypacf <- c(rpacf$acf)) [1] 0.8884513833 -0.1098815219 -0.0658117625 -0.0487629480 -0.0174508397 [6] -0.1108970575 0.1007199864 -0.0017126869 -0.0158035837 0.1325110290 [11] -0.0183197155 -0.1023185456 -0.2605870287 -0.0352942612 -0.1207954787 [16] 0.0708966568 0.0589267656 -0.0650326282 0.0577779123 -0.0693285175 [21] -0.0423539516 0.0219769063 0.0254637917 -0.0237155997 -0.0654934808 [26] -0.0077274465 -0.0293317714 0.1863083812 0.0244035845 0.1035430369 [31] 0.1110682303 -0.0282255502 0.0142195422 0.1021112336 0.0756873635 [36] 0.0592858251 -0.4515515751 0.0264805147 -0.0093154153 0.0100741603 [41] -0.0373185639 0.0363193068 -0.0764406134 -0.0005802891 -0.0240836563 [46] -0.1497933451 -0.0239263204 0.0587500143 > 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/458np1476875760.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/56hyu1476875760.tab") > > try(system("convert tmp/1eor61476875760.ps tmp/1eor61476875760.png",intern=TRUE)) character(0) > try(system("convert tmp/275d51476875760.ps tmp/275d51476875760.png",intern=TRUE)) character(0) > try(system("convert tmp/37wjf1476875760.ps tmp/37wjf1476875760.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.309 0.065 1.397