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Type 'q()' to quit R. > x <- c(102.59,102.91,101.94,101.8,102.25,102.6,102.49,102.13,100.76,100.86,101.12,100.74,99.99,99.39,99.52,99.21,99.38,99.37,99.38,99.26,99.36,99.2,98.53,98.65,99.15,100.17,99.98,100.07,99.94,100.05,99.13,98.74,98.64,98.44,98.81,98.88,99.63,100.08,100.07,100.55,99.98,99.89,99.86,99.61,100.12,100.24,100.1,99.86,97.99,97.57,98.28,97.97,97.99,97.84,97.33,96.7,96.79,96.76,96.23,96.29,96.46,97.23,97.59,97.13,97.37,96.12,96.96,96.7,97,97.15,96.51,96.68) > 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/1qa811476997247.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/2xftj1476997247.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/369cj1476997247.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] 1.0000000000 0.9162998516 0.8217501731 0.7514507408 0.6903104971 [6] 0.6307935763 0.5571228576 0.4763047530 0.4104709199 0.3646637238 [11] 0.3205067721 0.2576483270 0.1877151324 0.1381392805 0.1094891557 [16] 0.0877875419 0.0709580903 0.0480449413 0.0283799088 0.0111686854 [21] -0.0067809100 -0.0271753364 -0.0358145866 -0.0492654095 -0.0501600658 [26] -0.0355565182 -0.0443043043 -0.0431959583 -0.0509515385 -0.0587534293 [31] -0.0581545647 -0.0420932818 -0.0073883811 0.0292773070 0.0613316540 [36] 0.0896943566 0.1012877831 0.0872142128 0.0599462197 0.0332349951 [41] 0.0007352849 -0.0316352954 -0.0679785296 -0.0903856465 -0.1152926295 [46] -0.1437958204 -0.1762211063 -0.2174995649 -0.2677715613 > (mypacf <- c(rpacf$acf)) [1] 0.9162998516 -0.1113207492 0.1051925575 -0.0036997137 -0.0123473482 [6] -0.1173312644 -0.0736877388 0.0271462963 0.0544528624 -0.0253007827 [11] -0.1210650738 -0.0636803382 0.0519818276 0.0443195065 0.0155492722 [16] 0.0522092703 -0.0314156996 -0.0085874586 -0.0607284460 -0.0330297919 [21] -0.0154773202 0.0810724493 -0.0687046729 0.0689290179 0.0644490155 [26] -0.1484693736 0.0959956873 -0.1050047374 0.0299863647 0.0188624651 [31] 0.1123371518 0.1220621934 0.0390416441 0.0091235839 -0.0192369253 [36] -0.0961162534 -0.1596952203 -0.1129496091 -0.0005140304 -0.0726321185 [41] -0.0390712768 -0.0486206568 0.0867648190 -0.0415863096 -0.0067766838 [46] -0.0104761834 -0.0953385674 -0.0787989006 > 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/4trg41476997247.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/58xd21476997247.tab") > > try(system("convert tmp/1qa811476997247.ps tmp/1qa811476997247.png",intern=TRUE)) character(0) > try(system("convert tmp/2xftj1476997247.ps tmp/2xftj1476997247.png",intern=TRUE)) character(0) > try(system("convert tmp/369cj1476997247.ps tmp/369cj1476997247.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.399 0.109 1.556