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Type 'q()' to quit R. > x <- c(92.81,92.82,92.82,92.88,93.38,93.89,94.1,94.18,94.3,94.31,94.36,94.38,94.38,94.5,94.57,94.89,96.71,97.57,97.88,97.97,98.4,98.51,98.46,98.46,98.48,98.6,98.6,98.71,99.13,99.2,99.3,100.18,101.37,101.77,102.28,102.38,102.35,103.23,105.37,106.62,107,107.24,107.31,107.35,107.42,107.58,107.64,107.64,107.68,108.51,110.37,111.31,111.57,111.66,111.69,111.9,111.95,112.04,112.13,112.14,112.13,113.59,115.03,115.7,116.1,116.12,116.32,116.51,116.63,116.92,116.96,117.15) > 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/12tta1495151348.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/298e51495151348.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/38df91495151348.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 0.96453287 0.92588219 0.88554978 0.84501226 0.80487483 [7] 0.76528685 0.72529532 0.68413556 0.64341230 0.60374525 0.56686745 [13] 0.53154203 0.49303217 0.45277900 0.41172672 0.37055772 0.33262740 [19] 0.29601816 0.25863293 0.22042522 0.18298498 0.14704806 0.11425407 [25] 0.08162390 0.04735348 0.01221557 -0.02350855 -0.05924802 -0.09457031 [31] -0.13075684 -0.16786240 -0.20317315 -0.23549724 -0.26479203 -0.28838564 [37] -0.31024238 -0.33280005 -0.35330365 -0.36736150 -0.37744334 -0.38335160 [43] -0.38645790 -0.38942887 -0.39243612 -0.39470150 -0.39752631 -0.40139839 [49] -0.40558161 > (mypacf <- c(rpacf$acf)) [1] 0.964532866 -0.063744101 -0.042324265 -0.022392266 -0.015531343 [6] -0.014727728 -0.029165312 -0.039924506 -0.016474164 -0.009215965 [11] 0.014166649 -0.005358831 -0.073027284 -0.048010309 -0.034552556 [16] -0.028154172 0.016962034 -0.015204893 -0.043321948 -0.039098804 [21] -0.015977418 -0.008461443 0.008546786 -0.038189249 -0.057018416 [26] -0.040817033 -0.035524068 -0.031868518 -0.037149501 -0.059061022 [31] -0.054202266 -0.011406376 0.005033283 -0.001479822 0.029305966 [36] -0.025674851 -0.050653145 -0.003718193 0.062497847 0.018837317 [41] 0.017383669 0.005800962 -0.019549491 -0.017389494 -0.008851765 [46] -0.040426679 -0.058104909 -0.037054594 > 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/452xn1495151348.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/5bbfe1495151348.tab") > > try(system("convert tmp/12tta1495151348.ps tmp/12tta1495151348.png",intern=TRUE)) character(0) > try(system("convert tmp/298e51495151348.ps tmp/298e51495151348.png",intern=TRUE)) character(0) > try(system("convert tmp/38df91495151348.ps tmp/38df91495151348.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.635 0.145 1.802