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Type 'q()' to quit R. > x <- c(88.05,93.25,92.96,93.08,90.67,92.17,94.28,95.01,93.27,95.59,97.4,97.05,97.38,96.23,96.65,96.46,97.87,98.59,99.54,97.39,97.09,97.83,97.58,96.81,97.52,98.19,96.18,97.41,99.23,96.93,98.82,102.47,95.95,101.17,100.55,99.5,99.89,100.43,100.63,99.36,100,99.55,100.12,101.31,96.59,98.79,100.93,102.4,106.99,105.27,107.27,109.21,108.57,110.17,108.1,107.58,106.91,103,106.12,109.69) > 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/1wadr1489661975.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/2lgxj1489661975.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/33ljf1489661975.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 -0.309191399 -0.093370961 0.177523767 -0.224404559 [6] 0.095205045 -0.008881077 -0.107613783 0.015029413 -0.039445218 [11] 0.054437146 -0.110466530 0.141025595 0.072522980 -0.181607657 [16] 0.173869226 -0.146485521 0.109031240 0.015180545 -0.074936731 [21] 0.039502610 -0.015276916 0.028778864 -0.055389460 -0.037792405 [26] 0.111470239 -0.103952908 -0.089198247 0.096907301 -0.087024181 [31] 0.064996491 -0.029538427 0.061992711 -0.042930456 -0.031612586 [36] -0.019219404 0.045813337 0.011378316 -0.022746172 -0.038745658 [41] -0.024996518 0.055493571 0.054201309 -0.095280524 0.011991457 [46] 0.018543933 -0.003556937 0.031790694 -0.059885872 > (mypacf <- c(rpacf$acf)) [1] -0.309191399 -0.208945312 0.090202989 -0.174691416 0.005110151 [6] -0.051292086 -0.081595892 -0.113045124 -0.089976626 0.009070772 [11] -0.154150455 0.081606753 0.099559156 -0.087341911 0.048326604 [16] -0.116572557 0.134008700 -0.043972636 0.059407933 -0.032385995 [21] 0.042680253 0.036031015 -0.059912024 -0.031225296 0.022000341 [26] -0.002941302 -0.190979992 -0.001499001 -0.074550874 -0.040181272 [31] -0.068973936 0.058845043 -0.046543658 -0.130658731 -0.118049904 [36] 0.035401372 -0.021005235 -0.061293420 -0.031027835 -0.076954032 [41] 0.004528919 0.054032670 -0.100242125 -0.011544185 -0.067543988 [46] 0.073532421 -0.039686205 -0.012720083 > 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/4y1ac1489661975.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/5k09v1489661975.tab") > > try(system("convert tmp/1wadr1489661975.ps tmp/1wadr1489661975.png",intern=TRUE)) character(0) > try(system("convert tmp/2lgxj1489661975.ps tmp/2lgxj1489661975.png",intern=TRUE)) character(0) > try(system("convert tmp/33ljf1489661975.ps tmp/33ljf1489661975.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.215 0.089 1.322