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Type 'q()' to quit R. > x <- c(89.8,101.7,92.7,116.2,134.2,153.3,129.7,137.6,158.8,197.1,171.1,184.4,216.6,219.3,184.2,205.3,216.8,219.4,172.1,165.3,178.9,163,116.2,121.8,124.1,125.7,81.8,94.8,121.5,136.3,109.6,120.7,154.1,154.4,153.3,157.3,192.1,223,220.6,221.7,239.2,251.2,238.3,240.6,250.3,256.7,239.2,189.9,155.9,138.4,124.7,119.4,116,124.9,123.4,124.4,135.5,143.6,130.6,116.6,118.2,116.1,106,94.9,97.1,96.8,93.7,91,105.7,112.9,112.1,112.9,127,136.5,130.9,136.3) > 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/1ehf71476977671.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/20z3k1476977671.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/30ow01476977671.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 0.170669966 -0.218387780 0.054721945 0.620085021 [6] 0.002033522 -0.365250565 -0.105203813 0.443500925 -0.119626220 [11] -0.477151574 -0.186622440 0.317278155 -0.137040708 -0.373709644 [16] -0.203707153 0.255842333 -0.057873938 -0.338198278 -0.164301140 [21] 0.212011452 -0.023405790 -0.201544891 -0.085936352 0.233776898 [26] 0.122459701 -0.086018671 -0.021973561 0.274456419 0.188646905 [31] -0.073599760 -0.039494401 0.165786659 0.135614336 -0.058772112 [36] -0.089472496 0.114524412 0.084318048 -0.122496505 -0.121065937 [41] 0.075955056 0.104039706 -0.089031116 -0.110631486 0.033332543 [46] 0.035447343 -0.114499307 -0.093211306 0.056839175 > (mypacf <- c(rpacf$acf)) [1] 0.170669966 -0.254942029 0.159740310 0.582999923 -0.323242138 [6] -0.187394928 -0.072838099 0.154956491 -0.225163996 -0.161445574 [11] -0.031982169 -0.033614629 -0.062194129 0.128285026 -0.223524661 [16] -0.088352652 0.079155222 -0.153301460 -0.053459645 -0.132123566 [21] -0.042162269 0.054655528 -0.007484516 0.003734649 0.066365286 [26] -0.049066599 0.049127060 0.040209379 0.036046653 -0.164771015 [31] -0.006914399 -0.005194841 -0.071189175 0.138346519 0.007080887 [36] -0.027950224 -0.026222717 -0.011086247 0.002767389 0.035585914 [41] 0.080041752 -0.023254484 0.010856261 0.025787516 -0.154483174 [46] 0.060526877 0.105999091 -0.030306271 > 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/48u841476977671.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/5zadn1476977671.tab") > > try(system("convert tmp/1ehf71476977671.ps tmp/1ehf71476977671.png",intern=TRUE)) character(0) > try(system("convert tmp/20z3k1476977671.ps tmp/20z3k1476977671.png",intern=TRUE)) character(0) > try(system("convert tmp/30ow01476977671.ps tmp/30ow01476977671.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.429 0.099 1.562