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Type 'q()' to quit R. > x <- c(79.92,80.26,80.69,84.5,85.45,86.19,86.4,85.98,85.87,86.06,86.43,86.43,86.37,86.84,86.73,90.99,92.61,93.83,94.2,94.01,93.47,93.27,94.3,94.53,94.59,94.69,94.67,96.55,97.14,97.32,97.97,98.49,99.11,99.09,98.76,99.2,99.61,99.54,99.68,100.75,100.38,100.79,100.39,100.39,100.12,100,99.17,99.17,99.59,99.96,99.68,101.03,100.99,101.38,101.84,101.52,101.37,101.22,101.45,101.99,104.05,104.61,105.06,105.4,104.71,104.8,104.83,104.81,104.49,104.59,104.5,104.61) > 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/17pcn1494338707.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/25q7n1494338707.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/3hw8p1494338707.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 0.941972298 0.880351524 0.816314134 0.769639412 [6] 0.727215342 0.687948359 0.648494461 0.605701271 0.560360745 [11] 0.514827514 0.469725208 0.423191032 0.371640027 0.319856454 [16] 0.265337513 0.229827481 0.201521607 0.178058285 0.157457945 [21] 0.135857801 0.110570459 0.085425174 0.062891443 0.040886085 [26] 0.015593580 -0.009948469 -0.039393230 -0.060882707 -0.080913453 [31] -0.100697379 -0.118574656 -0.132444378 -0.145600353 -0.158546190 [36] -0.173959080 -0.188569396 -0.203444070 -0.217490086 -0.233476905 [41] -0.244298025 -0.254514916 -0.260680597 -0.266933571 -0.273217529 [46] -0.281406966 -0.289281394 -0.302658085 -0.316678959 > (mypacf <- c(rpacf$acf)) [1] 0.9419722982 -0.0617658903 -0.0533702837 0.1210275446 0.0021144459 [6] -0.0066440369 -0.0066947004 -0.0470598804 -0.0408971558 -0.0240956180 [11] -0.0313320366 -0.0500995354 -0.0792450666 -0.0366159861 -0.0659795536 [16] 0.1209928657 0.0235752713 -0.0052741162 0.0431208406 -0.0091036810 [21] -0.0395702335 -0.0004866409 -0.0028587113 -0.0362469012 -0.0592210716 [26] -0.0265847571 -0.0721653481 0.0218132631 -0.0227696026 -0.0597277301 [31] 0.0233739193 0.0318981993 -0.0126407607 0.0061445494 -0.0266635590 [36] -0.0204761658 -0.0192697721 -0.0149141301 -0.0511237059 0.0030401614 [41] -0.0222256593 -0.0200249072 -0.0092715661 -0.0185442399 -0.0439873426 [46] -0.0057895447 -0.0586101842 -0.0383165940 > 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/45xq01494338707.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/5q9gm1494338707.tab") > > try(system("convert tmp/17pcn1494338707.ps tmp/17pcn1494338707.png",intern=TRUE)) character(0) > try(system("convert tmp/25q7n1494338707.ps tmp/25q7n1494338707.png",intern=TRUE)) character(0) > try(system("convert tmp/3hw8p1494338707.ps tmp/3hw8p1494338707.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 2.622 0.329 4.722