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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 = '1' > par3 = '1' > par2 = '1' > par1 = 'Default' > par8 <- '' > par7 <- '0.95' > par6 <- 'White Noise' > par5 <- '12' > par4 <- '1' > par3 <- '1' > par2 <- '1' > par1 <- 'Default' > #'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/fisher/rcomp/tmp/1y4yl1353431105.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/fisher/rcomp/tmp/21meo1353431105.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/fisher/rcomp/tmp/344di1353431105.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 0.15942007 0.12153641 0.11873507 0.13077446 0.12676272 [7] 0.13527983 0.05883923 0.12918687 0.16515698 -0.02464001 -0.03636961 [13] -0.21816700 -0.04661133 0.11233206 -0.01565994 -0.04744303 -0.09395193 [19] -0.06137897 -0.03937711 -0.09884302 -0.16858380 > (mypacf <- c(rpacf$acf)) [1] 0.1594200683 0.0986282623 0.0886404795 0.0941813504 0.0808462612 [6] 0.0842835573 -0.0044401629 0.0826751372 0.1082574592 -0.1104739674 [11] -0.0860354175 -0.2718182970 -0.0337497850 0.1528788138 -0.0002768081 [16] -0.0008948001 -0.0900515696 -0.0151173913 0.0283404094 -0.0329213674 [21] -0.0708999641 > lengthx <- length(x) > sqrtn <- sqrt(lengthx) > > #Note: the /var/fisher/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/fisher/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/fisher/rcomp/tmp/4a52c1353431105.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/fisher/rcomp/tmp/5mp5k1353431105.tab") > > try(system("convert tmp/1y4yl1353431105.ps tmp/1y4yl1353431105.png",intern=TRUE)) character(0) > try(system("convert tmp/21meo1353431105.ps tmp/21meo1353431105.png",intern=TRUE)) character(0) > try(system("convert tmp/344di1353431105.ps tmp/344di1353431105.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.872 0.505 2.364