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Type 'q()' to quit R. > x <- c(94.47,94.19,94.34,94.3,94.4,94.54,94.09,95.87,98.46,98.7,98.75,98.72,98.72,98.67,98.82,99.39,99.33,99.22,99.05,98.83,98.84,98.89,98.8,99.4,98.89,98.85,98.69,98.48,98.39,98.35,98.26,98.06,98.14,98.17,98.41,98.64,99.25,99.61,100.28,100.31,100.55,100.45,100.78,100.68,101.69,98.09,99.13,99.18,96.22,96.11,96,95.96,97.95,98.43,98.32,97.45,96.42,95.36,95.1,95.54,94.07,93.48,92.86,90.98,91.45,91.16,90.71,90.31,89.78,91.02,90.77,90.69) > 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/1988e1489665618.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/29yj61489665618.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/3uyor1489665618.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 0.013784368 0.024394574 0.220022444 -0.171937971 [6] 0.038352489 0.083880794 -0.045110982 0.030402223 -0.053909126 [11] 0.004473915 -0.092320233 0.102425476 -0.003443549 -0.052911614 [16] 0.218896931 -0.034233029 0.046705474 0.123490633 -0.088417613 [21] -0.005386090 -0.034654565 -0.060487681 0.037209502 -0.108012127 [26] -0.035637505 -0.003182535 0.009163888 0.004168247 0.082716687 [31] 0.015809698 0.049263788 0.028877350 -0.020726225 -0.004280615 [36] 0.007085051 0.054039050 -0.116219120 -0.064010058 0.069981059 [41] -0.193410002 -0.113125346 0.009924051 -0.024616730 0.129399685 [46] 0.059144510 -0.011806017 -0.045958045 -0.096036611 > (mypacf <- c(rpacf$acf)) [1] 0.0137843679 0.0242091655 0.2195309648 -0.1863933891 0.0418455612 [6] 0.0437168521 0.0279551800 -0.0227996383 -0.0736629694 0.0402123624 [11] -0.1125981738 0.1546757524 -0.0552448017 0.0043426351 0.1592796562 [16] -0.0085115808 0.0723790475 -0.0070280970 -0.0009816597 -0.0748433581 [21] -0.0449848050 -0.0212862260 0.0326600305 -0.1032317493 -0.0355699342 [26] 0.0428311200 0.0378880396 -0.0023445534 0.0888238124 -0.0456475210 [31] 0.0852063145 -0.0317384545 -0.0359411772 -0.0149897646 -0.0174798841 [36] 0.1311507196 -0.1774543808 -0.0281939462 0.0946718079 -0.1321350615 [41] -0.1597737445 -0.0088513118 0.1376795850 0.0720088141 0.0251309738 [46] -0.0723826033 -0.0673052483 -0.0921037512 > 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/4ko911489665618.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/59g121489665618.tab") > > try(system("convert tmp/1988e1489665618.ps tmp/1988e1489665618.png",intern=TRUE)) character(0) > try(system("convert tmp/29yj61489665618.ps tmp/29yj61489665618.png",intern=TRUE)) character(0) > try(system("convert tmp/3uyor1489665618.ps tmp/3uyor1489665618.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.542 0.126 1.792