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Type 'q()' to quit R. > x <- c(74.16,73.21,77.14,80.9,82.76,83.33,81.94,82.38,82.81,83.17,84.07,87.33,90.75,92.82,97.78,99.32,98.33,98.66,98.13,97.8,99.36,100.37,103.22,101.68,104.39,103.99,106.71,106.06,103.5,100.17,101.1,105.93,108.09,107.27,104.9,102.7,102.06,103.05,102.08,100.13,97.56,97.38,99.66,99.58,102.7,98.92,97.85,99.01,97.71,97.95,97.24,96.69,96.41,96.99,98.36,97.8,96.79,94.73,92.67,87.15,79.54,82.35,86.38,84.75,87.54,86.73,84.74,80.75,79.28,78.52,78.54,77.33) > 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/138401489660158.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/2hf3m1489660158.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/3wmyr1489660158.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 0.91893539 0.81867722 0.72860247 0.65735438 0.60209792 [7] 0.55845914 0.51156299 0.45940627 0.39550712 0.32962321 0.24035298 [13] 0.13724874 0.05169080 -0.01133045 -0.04705064 -0.06892942 -0.08502513 [19] -0.10305144 -0.13185899 -0.16555491 -0.20449322 -0.23971853 -0.27025257 [25] -0.30579604 -0.32734950 -0.34688939 -0.34763669 -0.33763976 -0.34175381 [31] -0.35611438 -0.38080694 -0.39486524 -0.39802440 -0.39656928 -0.39377966 [37] -0.39404769 -0.38489908 -0.36191743 -0.33327478 -0.31008626 -0.30523789 [43] -0.31239366 -0.31637274 -0.30549317 -0.27588536 -0.24498083 -0.21164077 [49] -0.16821604 > (mypacf <- c(rpacf$acf)) [1] 0.918935388 -0.165630000 0.025705050 0.055132371 0.039307133 [6] 0.031752114 -0.048223334 -0.038520058 -0.091916589 -0.037240211 [11] -0.213569779 -0.148582485 0.020221973 0.005066386 0.076189333 [16] 0.018882416 0.042944464 0.019614271 -0.038177982 -0.028001911 [21] -0.076916899 -0.019468286 -0.086200619 -0.166724524 -0.018513245 [26] -0.106417990 0.095653311 0.043473195 -0.067734823 -0.001754308 [31] -0.068787273 0.061534941 -0.043684756 -0.032218719 -0.076143345 [36] -0.108295538 0.015710847 -0.034164131 0.047622071 -0.017318720 [41] -0.083075416 -0.061242828 -0.071862298 0.048992201 0.022424828 [46] -0.028581587 0.013752494 0.039480163 > 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/4knxa1489660158.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/5yark1489660158.tab") > > try(system("convert tmp/138401489660158.ps tmp/138401489660158.png",intern=TRUE)) character(0) > try(system("convert tmp/2hf3m1489660158.ps tmp/2hf3m1489660158.png",intern=TRUE)) character(0) > try(system("convert tmp/3wmyr1489660158.ps tmp/3wmyr1489660158.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.385 0.115 1.545