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Type 'q()' to quit R. > x <- c(41086,39690,43129,37863,35953,29133,24693,22205,21725,27192,21790,13253,37702,30364,32609,30212,29965,28352,25814,22414,20506,28806,22228,13971,36845,35338,35022,34777,26887,23970,22780,17351,21382,24561,17409,11514,31514,27071,29462,26105,22397,23843,21705,18089,20764,25316,17704,15548,28029,29383,36438,32034,22679,24319,18004,17537,20366,22782,19169,13807,29743,25591,29096,26482,22405,27044,17970,18730,19684,19785,18479,10698) > 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. 1.2.291 () > #Author: root > #To cite this work: Wessa P., (2012), (Partial) Autocorrelation Function (v1.0.11) 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) > 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/1ka1g1356536924.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/22b401356536924.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/34ci01356536924.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] 1.0000000000 -0.2990098911 -0.1252522061 0.1410903996 -0.1348755540 [6] 0.0392146410 -0.0924135317 -0.0706574632 -0.0275952574 0.0816887999 [11] -0.1240570346 -0.2208568984 0.6942586952 -0.1983232523 -0.0981959308 [16] 0.1315148007 -0.1733314813 0.0649475660 -0.0610061037 -0.1072698450 [21] 0.0778464875 0.0005461957 -0.1329746114 -0.1080502607 0.5041349252 [26] -0.1582305563 -0.0039596607 0.0175804868 -0.1065213939 0.1074133738 [31] -0.1150979833 -0.0688037858 0.0574634691 0.0131226470 -0.0750429627 [36] -0.0805644273 0.3015129016 -0.0978909043 0.0225691991 0.0114425435 [41] -0.1078153829 0.1198718159 -0.1276135519 -0.0034393890 0.0478513452 [46] -0.0518054126 0.0150518519 -0.1021303165 0.2016932473 > (mypacf <- c(rpacf$acf)) [1] -0.299009891 -0.235735505 0.028282668 -0.120381837 -0.013667989 [6] -0.152886112 -0.154438182 -0.196303488 -0.022709776 -0.196904018 [11] -0.448936812 0.520608802 0.138832212 0.041534497 -0.041633682 [16] -0.060008102 -0.121125359 -0.059156521 -0.010749005 0.085400498 [21] -0.060382171 -0.111788358 -0.023928726 0.078042118 -0.044484574 [26] 0.126235729 -0.143154354 0.031498254 0.038082770 -0.038024477 [31] 0.022141014 -0.132996100 0.034598457 0.111192698 0.056881105 [36] -0.135843739 -0.060346234 -0.127665483 0.081696523 -0.005407127 [41] 0.011956872 -0.027508875 0.028351859 -0.018326656 -0.025788727 [46] -0.015714701 -0.065201009 -0.033106494 > 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/4bvf11356536924.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/5aqm61356536924.tab") > > try(system("convert tmp/1ka1g1356536924.ps tmp/1ka1g1356536924.png",intern=TRUE)) character(0) > try(system("convert tmp/22b401356536924.ps tmp/22b401356536924.png",intern=TRUE)) character(0) > try(system("convert tmp/34ci01356536924.ps tmp/34ci01356536924.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.723 0.306 2.045