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Type 'q()' to quit R. > x <- c(86.88,90.65,90.68,89.64,102.62,101.84,92.51,94.29,94.68,96.94,94.03,89.65,84.9,89.07,89.8,93.22,92.23,98.41,96.63,89.8,90,92.13,93.27,90.81,85.42,88.28,88.73,90.18,92.74,96.13,94.85,94.25,96.94,101.22,98.71,95.51,93.91,98.17,97.59,99.64,107.88,108.49,100.25,99.27,101.73,101.25,97.09,94.74,94.53,93.48,96.05,106.22,98.33,99.86,93.78,88.96,83.77,89.46,86.78,88.4,87.19,92.23,95.99,104.75,105.63,108.71,96.4,93.31,93.77,98.7,95.04,95.61) > 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/1b3v51489860838.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/2ablm1489860838.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/3ype31489860838.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 0.682836000 0.388645094 0.185712024 0.085354045 [6] -0.021722566 -0.011636892 -0.073649836 -0.064347448 -0.077353637 [11] 0.074565930 0.187932294 0.230322435 0.085480539 -0.090455125 [16] -0.285355258 -0.296161281 -0.265663970 -0.165744552 -0.149330600 [21] -0.132968963 -0.109028771 -0.015695449 0.090734915 0.141403747 [26] 0.033516557 -0.090169882 -0.148327455 -0.084069767 -0.048317905 [31] 0.009997684 0.039721346 0.052422013 0.047348785 0.075620451 [36] 0.123748872 0.146549886 -0.016583878 -0.153233795 -0.204279366 [41] -0.166693611 -0.135159568 -0.052868812 -0.026229472 -0.007352992 [46] -0.005634185 0.094497270 0.121017928 0.060496382 > (mypacf <- c(rpacf$acf)) [1] 0.682836000 -0.145427806 -0.036289338 0.021753129 -0.116999960 [6] 0.124534605 -0.173551726 0.088706346 -0.066911872 0.280784348 [11] 0.053874575 -0.023504060 -0.199161591 -0.217657087 -0.149054019 [16] 0.045279550 0.032501065 0.082921752 -0.041403310 -0.069270810 [21] -0.010763504 -0.061296296 0.135087658 -0.054251538 -0.025007237 [26] -0.038878409 0.076316294 0.099055337 -0.146726740 0.014488267 [31] -0.025816426 0.063054423 0.033535164 -0.083167158 0.060111162 [36] -0.008840884 -0.229172255 0.004743229 -0.064945675 0.068733067 [41] -0.081295546 0.055426527 0.041037318 -0.039087619 0.057093754 [46] 0.016040947 -0.039623987 -0.078869946 > 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/41jc91489860838.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/5x59s1489860838.tab") > > try(system("convert tmp/1b3v51489860838.ps tmp/1b3v51489860838.png",intern=TRUE)) character(0) > try(system("convert tmp/2ablm1489860838.ps tmp/2ablm1489860838.png",intern=TRUE)) character(0) > try(system("convert tmp/3ype31489860838.ps tmp/3ype31489860838.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.262 0.085 1.367