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Type 'q()' to quit R. > x <- c(96.4,96.9,98.1,99.2,100,100.3,100.3,100.8,101.3,101.4,101.9,103.4,105.6,107.5,109,110.5,109.8,109.6,109.6,108.8,109.4,109.1,109,109.2,110.5,112.2,113.2,113.6,113.2,112.2,112.2,113.2,113.8,113.8,113.7,113.9,114,114.3,114.3,112.8,112.3,112.2,112.6,111.9,111.7,111,110.8,111.1,110.5,110.5,109.8,109,109,109.4,108.8,108.4,108.3,108.2,106.8,103.6,101.4,102.8,104.5,104.8,105.8,105.3,104.3,102.5,102.6,102.3,101.8,99.5) > 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/1khf01489866688.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/2sght1489866688.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/3xdmo1489866688.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 0.52893942 0.14424088 -0.02992033 0.01082548 0.02673993 [7] 0.07428852 0.11096620 0.13461481 0.13076304 0.19782551 0.34966830 [13] 0.31293508 0.14413854 0.01308346 0.04467958 0.05113456 0.03819874 [19] -0.01348171 0.05717088 0.16006691 0.12205150 0.06980688 0.03611399 [25] -0.01328315 -0.06782545 -0.03355212 -0.04950159 -0.05340669 -0.01402308 [31] 0.05233162 0.03321259 -0.02617946 -0.15111491 -0.19723375 -0.17655162 [37] -0.09808896 0.01188065 0.02533534 -0.05095082 -0.08412468 -0.06144028 [43] -0.06339851 -0.09771712 -0.14226040 -0.25405189 -0.25866886 -0.21532995 [49] -0.08731740 > (mypacf <- c(rpacf$acf)) [1] 0.5289394249 -0.1881861826 -0.0302764052 0.1006701913 -0.0355504622 [6] 0.0834644070 0.0616649208 0.0540097126 0.0562279205 0.1622172070 [11] 0.2673200313 0.0109312514 -0.0210579286 0.0114596914 0.0810428429 [16] -0.0406798121 -0.0345570172 -0.0973706929 0.0587558897 0.0932551651 [21] -0.1265872032 -0.0582859955 -0.0535227756 -0.0626666098 -0.0453639000 [26] -0.0135031893 -0.1425383489 -0.0339258470 0.1045412484 0.0186260166 [31] -0.1287340459 -0.0548211295 -0.1123785775 -0.0518537355 -0.0410208174 [36] -0.0003311025 0.0762958826 0.0438911248 -0.0267432281 -0.0022710061 [41] -0.0008736598 -0.0086114676 -0.0048588348 0.0336441302 -0.1819049308 [46] -0.0312744951 -0.0256163400 0.0407152671 > 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/41e261489866688.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/5jsq91489866688.tab") > > try(system("convert tmp/1khf01489866688.ps tmp/1khf01489866688.png",intern=TRUE)) character(0) > try(system("convert tmp/2sght1489866688.ps tmp/2sght1489866688.png",intern=TRUE)) character(0) > try(system("convert tmp/3xdmo1489866688.ps tmp/3xdmo1489866688.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.188 0.089 1.292