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Type 'q()' to quit R. > x <- c(323898,323268,322574,321304,334352,333712,323898,317374,318014,318014,318646,319980,319980,314086,311490,314086,323268,321934,309526,299020,297054,293126,295784,299020,297748,295090,289900,295090,299712,298380,283312,276788,270264,265010,264380,268300,263046,261082,259118,270264,271536,265010,247340,239490,227082,221820,224416,228344,228344,225118,224416,234930,243420,239490,226380,219864,206122,197634,204158,210682,210682,202194,201562,212638,219864,217260,204158,195670,177304,170150,172744,183892,184522,168184,174078,188452,194976,191046,173384,160968,146594,135448,140008,149820,147226,132852,137412,151786,159642,155082,137412,129564,117786,105368,107332,117146,118416,106638,108604,125004,128924,122346,98150,85742,69342,53004,58258,65412,64150,51670,58888,76560,84408,80488,64782,52372,39262,24186,26854,31414) > par8 = '' > par7 = '0.95' > par6 = 'White Noise' > par5 = '12' > par4 = '1' > par3 = '0' > par2 = '1' > par1 = 'Default' > par8 <- '' > par7 <- '0.95' > par6 <- 'White Noise' > par5 <- '12' > par4 <- '1' > par3 <- '0' > par2 <- '1' > par1 <- 'Default' > #'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/1uz8v1374830986.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/2fmj51374830986.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/3byc01374830986.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 0.911313704 0.829571425 0.740332446 0.639703357 [6] 0.540621697 0.445492022 0.348305903 0.272642028 0.198892121 [11] 0.150397198 0.110611168 0.070708282 0.051560597 0.033651901 [16] 0.025983045 0.010108592 -0.003245251 -0.031127570 -0.030046067 [21] -0.035636496 > (mypacf <- c(rpacf$acf)) [1] 9.113137e-01 -5.434826e-03 -8.745165e-02 -1.222008e-01 -5.648871e-02 [6] -3.496254e-02 -7.225749e-02 5.535465e-02 -4.053482e-02 8.485524e-02 [11] -7.628638e-05 -5.438091e-02 6.160967e-02 -2.893922e-02 3.874507e-02 [16] -9.165298e-02 -3.029617e-04 -1.109874e-01 1.533007e-01 -1.685894e-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/4bosk1374830986.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/5f6ir1374830986.tab") > > try(system("convert tmp/1uz8v1374830986.ps tmp/1uz8v1374830986.png",intern=TRUE)) character(0) > try(system("convert tmp/2fmj51374830986.ps tmp/2fmj51374830986.png",intern=TRUE)) character(0) > try(system("convert tmp/3byc01374830986.ps tmp/3byc01374830986.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 2.473 0.599 3.075