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Type 'q()' to quit R. > x <- c(1.336,1.3649,1.3999,1.4442,1.4349,1.4388,1.4264,1.4343,1.377,1.3706,1.3556,1.3179,1.2905,1.3224,1.3201,1.3162,1.2789,1.2526,1.2288,1.24,1.2856,1.2974,1.2828,1.3119,1.3288,1.3359,1.2964,1.3026,1.2982,1.3189,1.308,1.331,1.3348,1.3635,1.3493,1.3704,1.361,1.3658,1.3823,1.3812,1.3732,1.3592,1.3539,1.3316,1.2901,1.2673,1.2472,1.2331,1.1621,1.135,1.0838,1.0779,1.115,1.1213,1.0996,1.1139,1.1221,1.1235,1.0736,1.0877) > 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/133h41476997733.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/24j7w1476997733.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/3o55v1476997733.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] 1.00000000 0.93510893 0.84789880 0.76189605 0.67125562 0.56333166 [7] 0.45441381 0.35167495 0.24965298 0.13667844 0.03268871 -0.06233703 [13] -0.13962277 -0.18619851 -0.21970996 -0.24838864 -0.25811415 -0.24572924 [19] -0.22055748 -0.20256934 -0.17673144 -0.15249638 -0.12055191 -0.09988208 [25] -0.07413365 -0.04569038 -0.01254415 0.02741610 0.06429269 0.09425299 [31] 0.11712474 0.14200890 0.15529165 0.15004645 0.13272021 0.12553916 [37] 0.11429651 0.08911624 0.04982061 0.01086473 -0.03739273 -0.10641774 [43] -0.17406225 -0.23749289 -0.28648082 -0.31511139 -0.33091099 -0.34246781 [49] -0.35566574 > (mypacf <- c(rpacf$acf)) [1] 0.9351089314 -0.2112737567 -0.0077686245 -0.0961206468 -0.1850674620 [6] -0.0372541141 -0.0352651059 -0.0788663724 -0.1595943828 0.0002908371 [11] -0.0663886472 0.0479352573 0.1645679587 -0.0419479511 -0.0442869758 [16] 0.0757574360 0.0611439348 0.0290482853 -0.0952467532 0.0117017436 [21] -0.1383949811 0.0853684474 -0.1021963292 0.0669403965 0.0290606792 [26] 0.0414489008 0.1342901514 0.0058893970 0.0574258897 -0.0600819533 [31] 0.0641353761 -0.1038391642 -0.1172861291 -0.0700664890 0.0358670258 [36] -0.0205526765 -0.0445117757 -0.0764176787 0.0341657030 -0.1017603315 [41] -0.0990782039 -0.0001616720 -0.0364613118 0.0367976363 0.0944774424 [46] 0.0259497779 -0.0437256384 -0.0823371283 > 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/4y0fy1476997733.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/5zn1z1476997733.tab") > > try(system("convert tmp/133h41476997733.ps tmp/133h41476997733.png",intern=TRUE)) character(0) > try(system("convert tmp/24j7w1476997733.ps tmp/24j7w1476997733.png",intern=TRUE)) character(0) > try(system("convert tmp/3o55v1476997733.ps tmp/3o55v1476997733.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.102 0.059 1.176