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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 = '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/1m1zr1489664113.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/2ttxa1489664113.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/3slxi1489664113.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 0.94114655 0.87264683 0.81455963 0.76423279 0.71345485 [7] 0.65325609 0.58130392 0.50641779 0.43006042 0.35105434 0.26517561 [13] 0.17850231 0.09431538 0.02047982 -0.03553743 -0.08806738 -0.13558371 [19] -0.17823937 -0.22615149 -0.27378283 -0.31274358 -0.34442419 -0.37436429 [25] -0.41006441 -0.43517020 -0.45180795 -0.45509384 -0.44955322 -0.45151342 [31] -0.45919990 -0.46847082 -0.46609922 -0.45374884 -0.44205400 -0.42988760 [37] -0.41424957 -0.39529754 -0.37417478 -0.34751430 -0.31566395 -0.28860653 [43] -0.26412630 -0.23907301 -0.20772263 -0.16662272 -0.12978972 -0.09326125 [49] -0.05159608 > (mypacf <- c(rpacf$acf)) [1] 0.941146550 -0.114755175 0.062315753 0.021006195 -0.035120521 [6] -0.102701532 -0.126270389 -0.070233967 -0.085149315 -0.091532519 [11] -0.124061770 -0.068506424 -0.059526691 0.012562069 0.094406193 [16] -0.010810034 0.043517878 0.017122094 -0.098201785 -0.069175254 [21] -0.026792605 -0.045094874 -0.086193441 -0.144730458 0.010918317 [26] -0.027025764 0.058553424 0.064913243 -0.046280208 -0.046994498 [31] -0.071658962 0.016344361 -0.030345622 -0.071580014 -0.035302574 [36] -0.030839093 -0.043945059 -0.040617294 0.051959202 0.047728770 [41] -0.022126680 -0.003276342 -0.042576426 0.002443775 0.035624541 [46] -0.062681097 0.019909859 0.038533848 > 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/48sdx1489664113.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/5r8vv1489664113.tab") > > try(system("convert tmp/1m1zr1489664113.ps tmp/1m1zr1489664113.png",intern=TRUE)) character(0) > try(system("convert tmp/2ttxa1489664113.ps tmp/2ttxa1489664113.png",intern=TRUE)) character(0) > try(system("convert tmp/3slxi1489664113.ps tmp/3slxi1489664113.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.365 0.068 1.475