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Type 'q()' to quit R. > x <- c(78.46,78.59,81.37,83.61,84.65,84.56,83.85,84.08,85.41,85.75,86.38,88.87,90.37,92.21,95.75,97.29,98.29,99.51,99.04,98.9,100.74,100.3,101.68,101.3,103.13,104.17,105.98,106.25,104.01,101.68,101.93,104.41,105.51,104.71,103.14,102.66,102.68,101.89,101.37,101.16,99.34,99.35,99.88,99.31,99.91,98.39,98.02,98.7,98.01,98.42,98.2,93.5,93.17,93.42,93.13,92.31,92.09,92.62,91.43,89.38,86.21,86.65,88.62,87.3,88.33,88.67,88.23,88.85,90.38,89.65,89.2,87.87) > 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/10a931489659872.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/2xwlf1489659872.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/3guo71489659872.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 0.332380047 0.051549208 0.076237950 0.054095537 [6] 0.212372186 0.254349862 0.085264090 0.141400251 0.171695065 [11] 0.163423370 0.289755654 0.258841633 0.029115595 -0.017286978 [16] 0.060542407 -0.006652767 0.052308876 0.106065424 -0.032930980 [21] -0.003124003 -0.022446496 0.123274216 0.093469193 -0.042475077 [26] -0.140804751 -0.132754762 -0.133215036 -0.082877067 -0.087888829 [31] 0.045155321 -0.029998120 -0.056535754 -0.065541859 -0.172512288 [36] -0.116396894 -0.093542008 -0.133240778 -0.143114265 -0.136125350 [41] -0.143102225 -0.056296506 0.026631293 -0.134712717 -0.099464742 [46] -0.085526849 -0.133826096 -0.121861882 -0.093717137 > (mypacf <- c(rpacf$acf)) [1] 0.332380047 -0.066245903 0.090318424 0.001896245 0.222124022 [6] 0.126968599 -0.033924283 0.137374439 0.080588194 0.080759369 [11] 0.189176006 0.115673084 -0.110880060 -0.077690892 0.020913791 [16] -0.169270915 -0.068648728 0.026416092 -0.134442494 -0.070782518 [21] -0.100827485 0.193980558 -0.101454430 -0.023149322 -0.027416124 [26] -0.063624560 -0.124027208 -0.029568390 -0.048094924 0.135615078 [31] -0.027142584 0.093911340 -0.065228409 -0.131764097 0.042904698 [36] 0.015690657 -0.027535768 -0.049697903 0.038061143 -0.122328613 [41] -0.006625219 0.105954437 -0.101549587 0.033011784 0.017115299 [46] 0.021066504 -0.106080095 -0.020597098 > 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/4k0gp1489659872.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/54nyo1489659872.tab") > > try(system("convert tmp/10a931489659872.ps tmp/10a931489659872.png",intern=TRUE)) character(0) > try(system("convert tmp/2xwlf1489659872.ps tmp/2xwlf1489659872.png",intern=TRUE)) character(0) > try(system("convert tmp/3guo71489659872.ps tmp/3guo71489659872.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.186 0.085 1.292