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Type 'q()' to quit R. > x <- c(1165010 + ,1160665 + ,1156265 + ,1147162.5 + ,1237238.75 + ,1232481.25 + ,1165010 + ,1120157.5 + ,1124488.75 + ,1124488.75 + ,1129328.75 + ,1138005 + ,1151507.5 + ,1151507.5 + ,1142831.25 + ,1120157.5 + ,1237238.75 + ,1255086.25 + ,1228136.25 + ,1165010 + ,1192015 + ,1151507.5 + ,1169781.25 + ,1178512.5 + ,1187615 + ,1165010 + ,1169781.25 + ,1138005 + ,1237238.75 + ,1268588.75 + ,1241638.75 + ,1192015 + ,1245983.75 + ,1187615 + ,1241638.75 + ,1237238.75 + ,1250755 + ,1201131.25 + ,1255086.25 + ,1250755 + ,1331715 + ,1313441.25 + ,1241638.75 + ,1205462.5 + ,1255086.25 + ,1187615 + ,1237238.75 + ,1245983.75 + ,1264257.5 + ,1223805 + ,1245983.75 + ,1259486.25 + ,1309110 + ,1268588.75 + ,1214633.75 + ,1156265 + ,1210288.75 + ,1061788.75 + ,1133660 + ,1174112.5 + ,1214633.75 + ,1156265 + ,1156265 + ,1156265 + ,1187615 + ,1142831.25 + ,1084036.25 + ,1034838.75 + ,1070533.75 + ,931205 + ,1016578.75 + ,1066188.75 + ,1075305 + ,1025681.25 + ,1030012.5 + ,1016578.75 + ,1061788.75 + ,1030012.5 + ,967381.25 + ,922102.5 + ,998662.5 + ,832383.75 + ,940362.5 + ,989560 + ,989560 + ,931205 + ,877236.25 + ,872905 + ,922102.5 + ,877236.25 + ,791931.25 + ,733136.25 + ,796276.25 + ,647831.25 + ,782760 + ,854562.5 + ,877236.25 + ,827626.25 + ,764926.25 + ,809778.75 + ,827626.25 + ,814110 + ,679126.25 + ,616481.25 + ,661278.75 + ,526350 + ,665678.75 + ,715302.5 + ,755755 + ,688283.75 + ,625157.5 + ,661278.75 + ,679126.25 + ,643431.25 + ,508502.5 + ,449707.5 + ,503676.25 + ,355231.25 + ,517178.75 + ,616481.25) > 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/fisher/rcomp/tmp/1hdv51377009165.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/2qwtp1377009165.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/3jy3q1377009165.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 -0.216917539 -0.052806118 -0.144745750 0.067045987 [6] -0.127175085 0.050547264 -0.084735516 0.084992012 -0.162069442 [11] -0.039784416 -0.178023983 0.824286736 -0.222705754 -0.040322706 [16] -0.126454361 0.071269168 -0.148903442 0.078644461 -0.087457571 [21] 0.093320872 -0.122644165 -0.020611578 -0.146853171 0.675932383 [26] -0.227437000 -0.032943652 -0.105113723 0.066529789 -0.166063313 [31] 0.104597417 -0.071957279 0.087001092 -0.110977987 -0.009743632 [36] -0.106328119 0.538601063 -0.216564657 -0.033409561 -0.080533868 [41] 0.018628376 -0.174372650 0.110770746 -0.049792991 0.094974485 [46] -0.090022527 -0.015288246 -0.057292723 0.413164742 > (mypacf <- c(rpacf$acf)) [1] -0.216917539 -0.104790046 -0.191124444 -0.021971698 -0.161874231 [6] -0.047106445 -0.123983734 -0.013624715 -0.190298571 -0.202363289 [11] -0.356781368 0.754902761 0.022645421 0.021995121 -0.014812725 [16] 0.043260558 0.008477895 0.077156219 -0.100724062 -0.019274112 [21] 0.140129650 0.053461811 0.021172015 -0.005973974 -0.016189665 [26] 0.003903323 0.043716353 -0.046816806 -0.046616083 0.025734282 [31] 0.071140797 -0.010280710 -0.060121947 -0.048447600 0.058718685 [36] -0.025623731 0.001576123 -0.081761100 0.006192215 -0.123169698 [41] -0.043846117 -0.129003491 -0.025583632 0.015933935 0.019635028 [46] -0.090493836 0.040296831 -0.056767513 > 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/4cutv1377009165.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/5livk1377009165.tab") > > try(system("convert tmp/1hdv51377009165.ps tmp/1hdv51377009165.png",intern=TRUE)) character(0) > try(system("convert tmp/2qwtp1377009165.ps tmp/2qwtp1377009165.png",intern=TRUE)) character(0) > try(system("convert tmp/3jy3q1377009165.ps tmp/3jy3q1377009165.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.884 0.523 2.387