R version 3.3.2 (2016-10-31) -- "Sincere Pumpkin Patch" 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(94.72,95.76,96.14,97.11,97.19,97.43,97.43,97.56,97.66,97.75,97.82,97.82,97.82,98.35,98.19,98.19,98.21,98.22,98.26,98.23,98.26,98.5,98.51,98.51,98.51,98.89,99.55,99.9,100.12,100.09,100.09,100.09,100.46,100.71,100.79,100.79,100.93,101.15,101.53,101.91,102.18,102.24,102.2,102.32,102.43,102.45,102.84,102.96,102.96,103.1,103.4,103.74,103.97,104.29,104.33,104.46,104.9,105.31,105.63,105.68,105.87,106.34,106.6,107.1,107.06,107.4,107.4,107.43,107.75,107.84,107.97,108.04) > 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/1ik441489656705.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/2xvyq1489656705.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/3234r1489656705.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 0.94860408 0.90210346 0.85602215 0.81595052 0.77663888 [7] 0.73685457 0.69457158 0.65330654 0.61061319 0.57084366 0.53131244 [13] 0.49332195 0.45398269 0.41698366 0.37940220 0.34335675 0.30951714 [19] 0.27514865 0.23963539 0.20435553 0.16926619 0.13713558 0.10571117 [25] 0.07315272 0.03803151 0.00380020 -0.02442406 -0.05117560 -0.07647213 [31] -0.10262554 -0.13082800 -0.16051942 -0.18675562 -0.20965291 -0.23027755 [37] -0.25098353 -0.27144265 -0.29203309 -0.31051532 -0.32523073 -0.33613532 [43] -0.34715041 -0.35927174 -0.37187328 -0.38298383 -0.39244612 -0.39487404 [49] -0.39441233 > (mypacf <- c(rpacf$acf)) [1] 0.9486040829 0.0225037189 -0.0180488364 0.0357093509 -0.0091411168 [6] -0.0253941162 -0.0448180807 -0.0156412229 -0.0390253129 -0.0009739043 [11] -0.0201643226 -0.0109884960 -0.0346480197 -0.0036375916 -0.0280902727 [16] -0.0143304547 -0.0010886577 -0.0305822571 -0.0366219243 -0.0259066285 [21] -0.0261819937 -0.0033881364 -0.0188748129 -0.0395441187 -0.0537530697 [26] -0.0251589631 0.0268895102 -0.0150677370 -0.0134732423 -0.0299954219 [31] -0.0481988618 -0.0494719548 -0.0041553712 -0.0024737985 -0.0108160241 [36] -0.0252176790 -0.0241567386 -0.0294946172 -0.0146453558 0.0059734437 [41] 0.0070099019 -0.0223988374 -0.0328359952 -0.0314945667 -0.0201562875 [46] -0.0177586775 0.0389141392 0.0153202409 > 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/40o4m1489656705.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/5da0p1489656705.tab") > > try(system("convert tmp/1ik441489656705.ps tmp/1ik441489656705.png",intern=TRUE)) character(0) > try(system("convert tmp/2xvyq1489656705.ps tmp/2xvyq1489656705.png",intern=TRUE)) character(0) > try(system("convert tmp/3234r1489656705.ps tmp/3234r1489656705.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.222 0.082 1.323