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Type 'q()' to quit R. > x <- c(9244,7074,7044,6492,6362,8287,18177,10379,11130,9606,7294,7415,9230,7423,6927,7572,5877,8878,16706,9611,12714,10549,8421,9993,12384,9798,11738,9011,7673,10736,18316,10973,14027,10242,8547,8187,11101,8685,9790,8003,7412,9397,17774,11230,13321,9432,7653,7651,10762,8614,8748,7235,7735,8360,16202,11053,13593,9738,8226,7866,11606,9456,8471,7553,8259,9009,13968,12844,14388,12048,9167,7733) > 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/wessaorg/rcomp/tmp/1dka91384774131.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/2e6321384774131.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/3ofja1384774131.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 -0.387759769 0.068572780 -0.113505583 -0.061326856 [6] -0.282194382 0.517829210 -0.236764149 -0.013565792 -0.093628571 [11] 0.018010208 -0.332298025 0.804741595 -0.324639963 0.099876985 [16] -0.099480357 -0.062815815 -0.232459133 0.418763895 -0.183683955 [21] 0.013783860 -0.105111222 0.018484961 -0.267730063 0.618267428 [26] -0.230463997 0.093564004 -0.082070789 -0.044543258 -0.203882579 [31] 0.296664182 -0.100873272 -0.006637438 -0.073560950 0.025911872 [36] -0.196042754 0.425330846 -0.133277599 0.061476742 -0.048931552 [41] -0.052588401 -0.135986455 0.179469472 -0.038489755 -0.009310565 [46] -0.038799526 0.008342780 -0.119404294 0.243297014 > (mypacf <- c(rpacf$acf)) [1] -0.3877597692 -0.0962579811 -0.1445541244 -0.1897566071 -0.4909372343 [6] 0.2381037814 -0.0025225929 -0.2858307169 -0.3552361384 -0.1785933282 [11] -0.5689430884 0.4077046887 0.0428953862 -0.0769302320 -0.0512351981 [16] 0.0128056468 0.2219512442 -0.0977047085 -0.0510056004 0.0042950873 [21] -0.0956773851 0.0176299043 -0.0127565921 -0.0902161955 0.0443370600 [26] -0.0498740641 0.0449865081 0.0684188495 -0.0259004435 -0.1124409177 [31] 0.0003788487 -0.0559806893 0.0262060618 -0.0450089863 0.0575368405 [36] -0.0583581606 -0.0353647380 0.0449611537 0.0503379228 -0.0933010613 [41] 0.0255166090 -0.0042262499 -0.0116193529 0.0822977315 0.0569149484 [46] 0.0342047446 0.0703500633 -0.0407407196 > 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/4sz9f1384774131.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/5rkuf1384774131.tab") > > try(system("convert tmp/1dka91384774131.ps tmp/1dka91384774131.png",intern=TRUE)) character(0) > try(system("convert tmp/2e6321384774131.ps tmp/2e6321384774131.png",intern=TRUE)) character(0) > try(system("convert tmp/3ofja1384774131.ps tmp/3ofja1384774131.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 2.002 0.406 2.384