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Type 'q()' to quit R. > x <- c(571000 + ,584000 + ,599000 + ,582000 + ,530000 + ,528000 + ,536000 + ,546000 + ,559000 + ,562000 + ,541000 + ,539000 + ,548000 + ,563000 + ,581000 + ,572000 + ,519000 + ,521000 + ,531000 + ,540000 + ,548000 + ,556000 + ,551000 + ,549000 + ,564000 + ,586000 + ,604000 + ,601000 + ,545000 + ,537000 + ,552000 + ,563000 + ,575000 + ,580000 + ,575000 + ,558000 + ,564000 + ,581000 + ,597000 + ,587000 + ,536000 + ,524000 + ,537000 + ,536000 + ,533000 + ,528000 + ,516000 + ,502000 + ,506000 + ,518000 + ,534000 + ,528000 + ,478000 + ,469000 + ,490000 + ,493000 + ,508000 + ,517000 + ,514000 + ,510000 + ,527000 + ,542000 + ,565000 + ,555000 + ,499000 + ,511000 + ,526000 + ,532000 + ,549000 + ,561000 + ,557000 + ,566000 + ,588000 + ,620000 + ,626000 + ,620000 + ,573000 + ,573000 + ,574000 + ,580000 + ,590000 + ,593000 + ,597000 + ,595000 + ,612000 + ,628000 + ,629000 + ,621000 + ,569000 + ,567000 + ,573000 + ,584000 + ,589000 + ,591000 + ,595000 + ,594000 + ,611000 + ,613000 + ,611000 + ,594000 + ,543000 + ,537000 + ,544000 + ,555000 + ,561000 + ,562000 + ,555000 + ,547000 + ,565000 + ,578000 + ,580000 + ,569000 + ,507000 + ,501000 + ,509000 + ,510000 + ,517000 + ,519000 + ,512000 + ,509000 + ,519000 + ,523000 + ,525000 + ,517000 + ,456000 + ,455000 + ,461000 + ,470000 + ,475000 + ,476000 + ,471000 + ,471000 + ,503000 + ,513000 + ,510000 + ,484000 + ,431000 + ,436000 + ,443000 + ,448000 + ,460000 + ,467000 + ,460000 + ,464000 + ,485000 + ,501000 + ,521000 + ,488000 + ,439000 + ,442000 + ,457000 + ,462000 + ,481000 + ,493000) > par8 = '' > par7 = '0.95' > par6 = 'White Noise' > par5 = '12' > par4 = '0' > par3 = '1' > par2 = '1' > par1 = '60' > par8 <- '' > par7 <- '0.95' > par6 <- 'White Noise' > par5 <- '12' > par4 <- '0' > par3 <- '1' > par2 <- '1' > par1 <- '60' > #'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/1t6161353430883.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/232wh1353430884.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/361qu1353430884.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 0.27456582 -0.26114279 -0.34780498 -0.26994834 0.07418380 [7] 0.27292308 0.09070927 -0.25021525 -0.31661122 -0.24304328 0.25002329 [13] 0.83945354 0.21940208 -0.23769429 -0.33174718 -0.25384446 0.05950083 [19] 0.21386900 0.06708721 -0.25180695 -0.31288779 -0.21745043 0.24709233 [25] 0.72995491 0.16413012 -0.25499468 -0.31066053 -0.22291064 0.06479743 [31] 0.18098211 0.04974109 -0.23873385 -0.27626526 -0.18062820 0.23805058 [37] 0.66266419 0.14607247 -0.22941090 -0.28266148 -0.18518207 0.06626655 [43] 0.17325518 0.04108198 -0.22735018 -0.23925032 -0.14267864 0.20759153 [49] 0.59426185 0.12318218 -0.20820555 -0.24448988 -0.15525444 0.04307077 [55] 0.15416026 0.01477616 -0.21425474 -0.19858349 -0.10728366 0.21192175 [61] 0.53384687 > (mypacf <- c(rpacf$acf)) [1] 0.274565822 -0.363967369 -0.187095226 -0.243860456 0.075605628 [6] 0.050778587 -0.088548689 -0.264076630 -0.164136515 -0.309532065 [11] 0.195999678 0.719651959 -0.223996071 0.145845954 0.013405293 [16] 0.045458093 -0.044169794 -0.189968041 -0.030386849 -0.141955215 [21] -0.135393383 -0.032179712 -0.034934925 0.042026238 -0.111633976 [26] -0.113220577 0.081646446 -0.071167774 0.010712306 -0.061913664 [31] -0.028985988 0.045567570 0.005434833 -0.018658158 -0.027595901 [36] 0.075207929 0.026377664 0.046539048 -0.031177567 0.067549826 [41] -0.054408910 0.055893839 -0.083249226 -0.029573071 -0.001573348 [46] -0.064510954 -0.149657805 0.008252562 -0.096314592 -0.014931224 [51] -0.042374660 -0.066130646 -0.044277546 -0.017051254 -0.109444106 [56] 0.013625963 -0.036339334 0.031949376 0.100929817 -0.039516375 > 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/4o49d1353430884.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/5oks61353430884.tab") > > try(system("convert tmp/1t6161353430883.ps tmp/1t6161353430883.png",intern=TRUE)) character(0) > try(system("convert tmp/232wh1353430884.ps tmp/232wh1353430884.png",intern=TRUE)) character(0) > try(system("convert tmp/361qu1353430884.ps tmp/361qu1353430884.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 2.237 0.414 2.618