R version 3.3.1 (2016-06-21) -- "Bug in Your Hair" Copyright (C) 2016 The R Foundation for Statistical Computing Platform: x86_64-pc-linux-gnu (64-bit) R is free software and comes with ABSOLUTELY NO WARRANTY. You are welcome to redistribute it under certain conditions. Type 'license()' or 'licence()' for distribution details. R is a collaborative project with many contributors. Type 'contributors()' for more information and 'citation()' on how to cite R or R packages in publications. Type 'demo()' for some demos, 'help()' for on-line help, or 'help.start()' for an HTML browser interface to help. Type 'q()' to quit R. > x <- c(726,784,884,696,893,674,703,799,793,799,1022,758,1021,944,915,864,1022,891,1087,822,890,1092,967,833,1104,1063,1103,1039,1185,1047,1155,878,879,1133,920,943,938,900,781,1040,792,653,866,679,799,760,699,762,671,679,862,624,516,650,583,444,562,540,524,683) > 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/1wj6d1476885223.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/28dio1476885223.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/36n1a1476885223.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 -0.559905232 -0.012405206 0.235478638 -0.081493516 [6] -0.167286961 0.347952377 -0.366293394 0.153692507 0.122510185 [11] -0.206311631 0.056685274 0.252458857 -0.410438552 0.304564186 [16] -0.044695082 -0.138401591 0.132259725 0.081149575 -0.267654400 [21] 0.159765904 0.066753317 -0.193711248 0.121497479 0.040517748 [26] -0.204210706 0.253220472 -0.112100773 -0.151723053 0.226623776 [31] -0.126093927 -0.129830379 0.222452898 -0.091252975 -0.095014100 [36] 0.182105224 -0.124667088 -0.012631467 0.153709434 -0.197719352 [41] 0.100288807 0.010972270 -0.084105244 0.069625448 -0.006736457 [46] -0.080089280 0.078622658 -0.016132310 -0.036038489 > (mypacf <- c(rpacf$acf)) [1] -0.559905232 -0.474721288 -0.076276257 0.136355092 -0.097268010 [6] 0.228290951 -0.143723781 -0.089130845 0.073259910 -0.009912805 [11] 0.005421197 0.242652726 -0.060624680 0.056917064 -0.019458309 [16] -0.021550377 0.040493312 0.124306926 0.057065878 -0.256953970 [21] -0.027601786 -0.061044086 -0.069942832 0.072089732 -0.076878298 [26] 0.011604070 0.005186185 -0.198936450 -0.081540488 -0.153801977 [31] -0.121573331 -0.078419899 0.007996720 0.114027273 -0.037463990 [36] 0.033203366 0.057699415 0.007496440 0.026430360 0.119013522 [41] -0.050261535 0.012890661 0.035218867 -0.076239589 -0.010341851 [46] 0.016261258 -0.075742099 -0.033454659 > 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/4ykc51476885223.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/5uqag1476885223.tab") > > try(system("convert tmp/1wj6d1476885223.ps tmp/1wj6d1476885223.png",intern=TRUE)) character(0) > try(system("convert tmp/28dio1476885223.ps tmp/28dio1476885223.png",intern=TRUE)) character(0) > try(system("convert tmp/36n1a1476885223.ps tmp/36n1a1476885223.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.152 0.089 1.258