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Type 'q()' to quit R. > x <- c(6715,7703,9856,8326,9269,7035,10342,11682,10304,11385,9777,8882,7897,6930,9545,9110,7459,7320,10017,12307,11072,10749,9589,9080,7384,8062,8511,8684,8306,7643,10577,13747,11783,11611,9946,8693,7303,7609,9423,8584,7586,6843,11811,13414,12103,11501,8213,7982,7687,7180,7862,8043,8340,6692,10065,12684,11587,9843,8110,7940,6475,6121,9669,7778,7826,7403,10741,14023,11519,10236,8075,8157) > par8 = '' > par7 = '0.95' > par6 = 'White Noise' > par5 = '12' > par4 = '0' > par3 = '0' > par2 = '0.0' > par1 = '48' > par8 <- '' > par7 <- '0.95' > par6 <- 'White Noise' > par5 <- '12' > par4 <- '0' > par3 <- '0' > par2 <- '0.0' > 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/1p1lb1384773843.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/2ypwr1384773843.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/3nmsi1384773843.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 0.523725517 0.066347023 -0.177520256 -0.252109316 [6] -0.255392295 -0.427168339 -0.323899787 -0.249816111 -0.173066844 [11] 0.132134701 0.482115067 0.727130570 0.420842843 0.002394329 [16] -0.219426595 -0.249768885 -0.232634570 -0.362798667 -0.279782627 [21] -0.196309595 -0.094209140 0.101980208 0.387347744 0.601194970 [26] 0.306907352 -0.055359265 -0.210748652 -0.195895886 -0.160474942 [31] -0.267746736 -0.226284515 -0.162242666 -0.044216919 0.112960154 [36] 0.290691135 0.415486438 0.193347127 -0.047268803 -0.153802604 [41] -0.113525061 -0.079759688 -0.187894808 -0.153003158 -0.090518297 [46] -0.012289150 0.081799775 0.178258017 0.261564941 > (mypacf <- c(rpacf$acf)) [1] 0.5237255172 -0.2865344840 -0.1083256191 -0.1019376306 -0.1253747741 [6] -0.4295515871 0.0396179265 -0.3650452066 -0.2541320928 0.1503158126 [11] 0.3228036568 0.3247260010 -0.0758057139 -0.0818379008 -0.2075011028 [16] 0.0281986298 -0.0124413517 -0.0620062371 0.1704480199 -0.0244605919 [21] -0.0785319470 -0.2408318514 0.0325820730 0.0022843986 -0.1012475141 [26] 0.0232431281 0.0242870322 0.0044418544 -0.0378866712 0.0024157771 [31] -0.1052416888 -0.0528816614 0.0825258220 -0.1088886045 -0.0608225100 [36] -0.0915320967 -0.0835693038 0.0240948190 0.0656290397 -0.0113776974 [41] -0.0445807272 0.0157210844 -0.0600330489 -0.0209685630 0.0005232714 [46] -0.0143158219 -0.0517788898 -0.0599991369 > 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/4gw801384773843.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/5l2as1384773843.tab") > > try(system("convert tmp/1p1lb1384773843.ps tmp/1p1lb1384773843.png",intern=TRUE)) character(0) > try(system("convert tmp/2ypwr1384773843.ps tmp/2ypwr1384773843.png",intern=TRUE)) character(0) > try(system("convert tmp/3nmsi1384773843.ps tmp/3nmsi1384773843.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 2.179 0.481 2.639