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Type 'q()' to quit R. > x <- c(41086,39690,43129,37863,35953,29133,24693,22205,21725,27192,21790,13253,37702,30364,32609,30212,29965,28352,25814,22414,20506,28806,22228,13971,36845,35338,35022,34777,26887,23970,22780,17351,21382,24561,17409,11514,31514,27071,29462,26105,22397,23843,21705,18089,20764,25316,17704,15548,28029,29383,36438,32034,22679,24319,18004,17537,20366,22782,19169,13807,29743,25591,29096,26482,22405,27044,17970,18730,19684,19785,18479,10698) > par8 = '' > par7 = '0.95' > par6 = 'White Noise' > par5 = '12' > par4 = '1' > par3 = '1' > par2 = '1' > par1 = '48' > par8 <- '' > par7 <- '0.95' > par6 <- 'White Noise' > par5 <- '12' > par4 <- '1' > 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/wessaorg/rcomp/tmp/1x21l1358191845.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/2q41g1358191845.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/3syot1358191845.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] 1.0000000000 -0.2561751361 0.0018368199 -0.1103425637 -0.1488886093 [6] 0.0421283120 0.0591179821 -0.0705116665 -0.0007787775 0.2448402636 [11] -0.0677212784 -0.0372928502 -0.3109725198 -0.0625821580 -0.0036758296 [16] 0.3396413412 -0.2214205290 0.0922928901 0.0546892602 -0.1674369364 [21] 0.1839651377 -0.1750930804 -0.0988145738 0.1237746727 0.1785545009 [26] 0.0118300974 0.1525997779 -0.2621120029 0.0557830536 -0.0091928128 [31] -0.0293298518 -0.0771548593 0.0491780010 0.1430176794 -0.0542532796 [36] 0.1086317914 -0.2247792547 -0.1191122554 0.0890254162 0.0358201802 [41] 0.0592023900 0.0146790095 -0.0315990849 0.0623939866 -0.0718917240 [46] -0.0431843058 0.0015401608 0.0211781349 0.0764082957 > (mypacf <- c(rpacf$acf)) [1] -0.256175136 -0.068269087 -0.136909749 -0.235588937 -0.091891976 [6] 0.004950816 -0.121689608 -0.107944359 0.250642371 0.084705387 [11] -0.056979087 -0.339677938 -0.222522175 -0.225664071 0.169270637 [16] -0.257309258 -0.117957948 0.058703268 -0.160491357 0.016638716 [21] -0.004610819 -0.137613876 -0.105850364 -0.089212068 -0.004568210 [26] 0.184052895 -0.048008219 0.015555901 -0.016610395 -0.054820009 [31] -0.101319196 -0.082617673 0.083014360 -0.028235382 -0.111955495 [36] 0.075800511 -0.036853348 0.019231599 0.051256105 0.081853946 [41] -0.093280868 0.047531607 -0.039098986 -0.097996250 0.115542946 [46] 0.055546579 0.080580683 -0.032699999 > 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/4pj9n1358191845.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/539rh1358191845.tab") > > try(system("convert tmp/1x21l1358191845.ps tmp/1x21l1358191845.png",intern=TRUE)) character(0) > try(system("convert tmp/2q41g1358191845.ps tmp/2q41g1358191845.png",intern=TRUE)) character(0) > try(system("convert tmp/3syot1358191845.ps tmp/3syot1358191845.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.825 0.333 2.464