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Type 'q()' to quit R. > x <- c(69731,68504,67277,64823,89654,88427,69731,57316,58542,58542,59770,62357,54862,47354,41207,41207,64823,67277,48581,27431,38620,38620,47354,52396,51168,38620,44900,42434,63584,58542,38620,23738,37392,41207,44900,49808,39846,31246,34939,36166,68504,68504,49808,47354,54862,51168,61130,73546,76012,58542,53622,48581,82280,84746,78466,84746,83507,73546,84746,97162,102203,87200,77238,84746,117084,127046,124592,129499,128273,115858,137008,142049,149423,127046,118312,128273,152010,173160,168119,168119,170585,161971,184361,184361,180546,159384,163199,165665,181895,203045,188041,195550,189269,185587,214246,207965,199230,186815,199230,205511,213006,222967,213006,219154,211657,210431,241542,244129,234168,216700,231581,237850,245357,256546,245357,254092,250277,236622,265279,265279) > 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. 1.2.291 () > #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/1t3dv1375360250.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/2nn541375360250.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/3vvtr1375360250.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 0.966415707 0.931664225 0.911827188 0.897320658 [6] 0.887642442 0.873800263 0.846519094 0.815094066 0.787611999 [11] 0.770882169 0.765645752 0.754208945 0.715799506 0.676715072 [16] 0.651220070 0.632168179 0.616301456 0.597813380 0.566949709 [21] 0.531611953 0.500930830 0.480796315 0.469309281 0.452553261 [26] 0.415318330 0.376305795 0.349466636 0.325371729 0.305217900 [31] 0.284924177 0.250773851 0.215135169 0.185300833 0.165622197 [36] 0.151999947 0.131166531 0.095611590 0.059587346 0.031897102 [41] 0.003853937 -0.016649058 -0.035910053 -0.066429417 -0.098183837 [46] -0.123796642 -0.138450283 -0.149949103 -0.167092029 > (mypacf <- c(rpacf$acf)) [1] 0.966415707 -0.034752741 0.208416515 0.063763926 0.117390814 [6] -0.037904557 -0.169762662 -0.089850996 -0.040236484 0.096085352 [11] 0.158375964 -0.025329973 -0.334452899 -0.030768287 0.064341976 [16] 0.019985612 -0.002385806 0.007745092 -0.062070435 -0.037213980 [21] -0.031930615 0.010409668 0.031308834 0.016602439 -0.133464414 [26] -0.049391235 0.018732085 -0.074221958 0.005437555 0.017240632 [31] -0.079189916 0.027799760 -0.018735342 0.026983904 -0.021641846 [36] -0.042851851 -0.054523543 -0.031962109 -0.030208156 -0.122957399 [41] 0.051236523 0.020080896 -0.002534125 0.005903777 -0.015461094 [46] 0.058249235 -0.040543019 -0.009781508 > 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/43mzx1375360251.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/52rxe1375360251.tab") > > try(system("convert tmp/1t3dv1375360250.ps tmp/1t3dv1375360250.png",intern=TRUE)) character(0) > try(system("convert tmp/2nn541375360250.ps tmp/2nn541375360250.png",intern=TRUE)) character(0) > try(system("convert tmp/3vvtr1375360250.ps tmp/3vvtr1375360250.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 2.725 0.606 3.313