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Type 'q()' to quit R. > x <- c(92.42,92.64,94.44,93.59,93.39,93.33,93.72,95.43,97.06,97.7,97.59,96.97,97.75,99.27,100.63,99.8,99.5,99.72,99.77,100.18,101.11,100.67,101.13,100.46,101.6,102.3,103.26,104.56,104.61,104.62,105.03,104.93,104.73,104.33,104.6,104.41,104.63,105.55,106.12,106.62,106.72,106.52,106.79,106.95,106.92,106.74,108.13,107.86,108.6,110.97,111.8,111,113.41,114.32,111.89,112.48,112.32,110.35,109.77,111.25) > 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/19qni1489922425.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/27vhu1489922425.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/3jyzg1489922425.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 0.94216702 0.88772329 0.84405076 0.78125566 0.71534148 [7] 0.65524598 0.58078318 0.51389619 0.46976822 0.42764965 0.38367006 [13] 0.34286893 0.30323077 0.26630801 0.24135202 0.21027454 0.17675730 [19] 0.14409377 0.10950117 0.07459535 0.04395657 0.01287498 -0.01819020 [25] -0.05169986 -0.08056048 -0.11096539 -0.13722609 -0.15672273 -0.17826363 [31] -0.20180015 -0.22182718 -0.24172402 -0.26417984 -0.28477796 -0.29957444 [37] -0.31562669 -0.32908050 -0.33986352 -0.34650218 -0.35610345 -0.36315642 [43] -0.37116609 -0.38005073 -0.38725644 -0.39608791 -0.41007868 -0.41187622 [49] -0.41052827 > (mypacf <- c(rpacf$acf)) [1] 0.9421670243 0.0003969939 0.0678869748 -0.1896088898 -0.0632410088 [6] -0.0174044774 -0.1471222413 0.0338288411 0.1422013411 0.0456386898 [11] -0.0241187691 -0.0670131313 -0.0383710882 -0.0187279684 0.0514655492 [16] -0.0585598310 -0.0034983731 -0.0432566000 -0.0505521057 -0.0408085815 [21] -0.0124619754 0.0032473255 0.0057615469 -0.0714488338 -0.0038205747 [26] -0.0674076843 0.0050333743 0.0251143677 -0.0229808200 -0.0439219687 [31] -0.0342158318 -0.0475182121 -0.0582010300 -0.0347003768 0.0458066006 [36] -0.0059851009 -0.0021609742 -0.0486213342 0.0125750331 -0.0760093989 [41] -0.0183613996 -0.0456150094 -0.0224897745 -0.0189654952 -0.0549249106 [46] -0.0861900625 0.0806952155 0.0042142008 > 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/4qy101489922425.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/5pbvr1489922425.tab") > > try(system("convert tmp/19qni1489922425.ps tmp/19qni1489922425.png",intern=TRUE)) character(0) > try(system("convert tmp/27vhu1489922425.ps tmp/27vhu1489922425.png",intern=TRUE)) character(0) > try(system("convert tmp/3jyzg1489922425.ps tmp/3jyzg1489922425.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.162 0.085 1.265