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Type 'q()' to quit R. > x <- c(1155168,1144638,1133976,1111920,1330188,1318626,1155168,1046484,1056978,1056978,1068672,1089696,1155168,1133976,1166694,1220472,1526400,1526400,1461096,1395624,1449402,1514838,1526400,1559118,1657302,1591836,1591836,1690020,1962198,1984254,1929480,1798572,1896726,1896726,1907256,1962198,2005446,2027502,2027502,2092938,2344086,2409390,2419884,2256426,2344086,2311368,2245902,2387334,2419884,2365110,2376672,2452638,2736510,2877744,2877744,2812440,2910492,2812440,2757528,2965434,2997984,2920992,3117198,3194196,3423126,3575052,3554034,3542334,3629994,3619332,3488592,3684768,3750240,3684768,3956946,4087854,4392612,4512858,4480272,4414800,4469610,4535046,4316646,4490766,4600518,4556238,4839942,4937958,5352606,5428566,5330544,5385324,5418042,5450760,5242854,5439066,5547744,5439066,5755650,5853708,6278808,6344280,6365304,6475020,6475020,6518268,6322056,6420246,6485550,6365304,6714474,6779916,7215582,7292580,7401258,7499448,7509942,7521504,7325298,7521504) > par8 = '' > par7 = '0.95' > par6 = 'White Noise' > par5 = '12' > par4 = '0' > par3 = '1' > par2 = '1' > par1 = '60' > par8 <- '' > par7 <- '0.95' > par6 <- 'White Noise' > par5 <- '12' > par4 <- '0' > par3 <- '1' > par2 <- '1' > par1 <- '60' > #'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/144zb1373028615.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/29gip1373028615.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/39msm1373028615.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 -0.014626951 0.026441860 0.001125206 -0.087592645 [6] 0.001834782 -0.362900113 0.033218627 -0.126056969 -0.022567254 [11] -0.025881195 0.001208488 0.803770073 -0.013925206 0.014578893 [16] 0.034216258 -0.055765315 -0.021585462 -0.288233820 0.006725874 [21] -0.098668289 -0.057543122 -0.044120868 0.010875504 0.629390774 [26] 0.019927548 -0.007039682 0.054565748 -0.028790832 -0.048222756 [31] -0.225764286 -0.030162361 -0.053341342 -0.083726808 -0.038177144 [36] 0.030391855 0.470025722 0.033883386 -0.043313367 0.066467554 [41] -0.013455120 -0.070124335 -0.172479814 -0.032952217 -0.015019741 [46] -0.123415407 -0.026288017 0.044058733 0.337294331 0.029282560 [51] -0.088875463 0.064202710 -0.009555231 -0.086186037 -0.130714061 [56] -0.045865054 -0.011203212 -0.155568453 -0.005000057 0.037160596 [61] 0.243989084 > (mypacf <- c(rpacf$acf)) [1] -0.014626951 0.026233524 0.001887243 -0.088323313 -0.000749660 [6] -0.361188995 0.026698143 -0.143899740 -0.027005018 -0.110665032 [11] 0.002399175 0.769833014 0.039092584 -0.157368102 0.035849128 [16] 0.010458057 -0.012306212 0.150718131 -0.131130570 0.077916266 [21] 0.004150702 -0.009725346 0.016377039 -0.031502446 0.057221671 [26] 0.027135183 -0.078097768 0.047714027 -0.046966701 -0.011936454 [31] -0.014162787 0.032527310 0.006395736 0.050122773 0.011543584 [36] -0.065548496 -0.057205008 -0.020567277 -0.016994436 0.021809226 [41] -0.029212256 -0.007390317 0.065232154 -0.001471823 -0.098404959 [46] 0.010143745 0.005241898 -0.025030267 -0.029964397 -0.109988144 [51] -0.036426290 0.027929713 -0.033943875 -0.006609502 -0.069590666 [56] -0.086258660 -0.018157793 -0.001059044 -0.085149028 -0.001380570 > 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/4m2cb1373028615.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/5f5761373028615.tab") > > try(system("convert tmp/144zb1373028615.ps tmp/144zb1373028615.png",intern=TRUE)) character(0) > try(system("convert tmp/29gip1373028615.ps tmp/29gip1373028615.png",intern=TRUE)) character(0) > try(system("convert tmp/39msm1373028615.ps tmp/39msm1373028615.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 2.268 0.532 2.778