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Type 'q()' to quit R. > x <- c(3207324 + ,3178086 + ,3148485 + ,3087246 + ,3693267 + ,3661164 + ,3207324 + ,2905563 + ,2934699 + ,2934699 + ,2967168 + ,3025542 + ,3207324 + ,3148485 + ,3239325 + ,3388641 + ,4238049 + ,4238049 + ,4056732 + ,3874950 + ,4024266 + ,4205949 + ,4238049 + ,4328892 + ,4601499 + ,4419732 + ,4419732 + ,4692342 + ,5448042 + ,5509281 + ,5357202 + ,4993734 + ,5266260 + ,5266260 + ,5295495 + ,5448042 + ,5568120 + ,5629359 + ,5629359 + ,5811042 + ,6508356 + ,6689670 + ,6718809 + ,6264966 + ,6508356 + ,6417513 + ,6235746 + ,6628434 + ,6718809 + ,6566727 + ,6598830 + ,6809748 + ,7597920 + ,7990056 + ,7990056 + ,7808739 + ,8080980 + ,7808739 + ,7656276 + ,8233527 + ,8323902 + ,8110134 + ,8654901 + ,8868684 + ,9504309 + ,9926133 + ,9867774 + ,9835290 + ,10078677 + ,10049076 + ,9686076 + ,10230759 + ,10412541 + ,10230759 + ,10986462 + ,11349927 + ,12196086 + ,12529950 + ,12439476 + ,12257691 + ,12409872 + ,12591555 + ,11985168 + ,12468612 + ,12773337 + ,12650394 + ,13438098 + ,13710240 + ,14861511 + ,15072414 + ,14800254 + ,14952351 + ,15043194 + ,15134034 + ,14556783 + ,15101568 + ,15403311 + ,15101568 + ,15980562 + ,16252821 + ,17433111 + ,17614893 + ,17673267 + ,17977893 + ,17977893 + ,18097971 + ,17553189 + ,17825814 + ,18007131 + ,17673267 + ,18642738 + ,18824436 + ,20034063 + ,20247849 + ,20549592 + ,20822217 + ,20851353 + ,20883456 + ,20338689 + ,20883456) > 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/1m56k1375884865.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/2wqz31375884865.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/3ogrx1375884865.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 0.974719146 0.950395300 0.923515856 0.895875013 [6] 0.869071776 0.842311110 0.816445964 0.789799889 0.766716876 [11] 0.743585825 0.722906881 0.700637258 0.675178608 0.649833468 [16] 0.622246406 0.594464577 0.567805107 0.541510988 0.515622056 [21] 0.489258104 0.466547302 0.444629428 0.425049446 0.404081112 [26] 0.381287678 0.359168955 0.334732427 0.310250513 0.286982439 [31] 0.263936877 0.240165607 0.215911445 0.195336126 0.175408210 [36] 0.157581016 0.139018241 0.119110644 0.100155634 0.079028171 [41] 0.057995912 0.038273221 0.018141766 -0.001973202 -0.022262237 [46] -0.039939854 -0.056615655 -0.071657378 -0.087162983 > (mypacf <- c(rpacf$acf)) [1] 9.747191e-01 6.367593e-03 -6.331091e-02 -3.119686e-02 4.157255e-03 [6] -1.118542e-02 2.064227e-03 -3.006256e-02 5.481489e-02 -1.043115e-02 [11] 3.025761e-02 -4.571009e-02 -8.095372e-02 -1.400524e-02 -4.948814e-02 [16] -2.327953e-02 1.297062e-02 -8.739579e-03 -6.113956e-03 -3.034952e-02 [21] 4.835678e-02 2.178090e-03 1.736198e-02 -4.315361e-02 -5.301477e-02 [26] -7.695547e-05 -4.698796e-02 -2.506078e-02 1.652207e-02 -1.139588e-02 [31] -2.633709e-02 -3.544034e-02 4.594656e-02 -2.611565e-03 4.284455e-03 [36] -3.219882e-02 -4.507930e-02 5.670848e-03 -4.436007e-02 -2.829398e-02 [41] 1.854803e-02 -2.286824e-02 -8.316291e-03 -2.997992e-02 2.162210e-02 [46] 3.954983e-03 -9.773128e-03 -3.005110e-02 > 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/4y6y51375884865.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/5vj0j1375884866.tab") > > try(system("convert tmp/1m56k1375884865.ps tmp/1m56k1375884865.png",intern=TRUE)) character(0) > try(system("convert tmp/2wqz31375884865.ps tmp/2wqz31375884865.png",intern=TRUE)) character(0) > try(system("convert tmp/3ogrx1375884865.ps tmp/3ogrx1375884865.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 2.363 0.582 2.921