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Type 'q()' to quit R. > x <- c(58608,46865,51378,46235,47206,45382,41227,33795,31295,42625,33625,21538,56421,53152,53536,52408,41454,38271,35306,26414,31917,38030,27534,18387,50556,43901,48572,43899,37532,40357,35489,29027,34485,42598,30306,26451,47460,50104,61465,53726,39477,43895,31481,29896,33842,39120,33702,25094,51442,45594,52518,48564,41745,49585,32747,33379,35645,37034,35681,20972,58552,54955,65540,51570,51145,46641,35704,33253,35193,41668,34865,21210,56126,49231,59723,48103,47472,50497,40059,34149,36860,46356,36577,23872,57276,56389,57657,62300,48929,51168,39636,33213,38127,43291,30600,21956,48033,46148,50736,48114,38390,44112,36287,30333,35908,40005,35263,26591,49771,47882,64830,57846,48188,54400,39778,37772,37214,43829,40701,29450,53597,53588,64172,53955,55509,48908,35331,38073,41776,42717,40736,49020,45099,44114,60487,48760,41281,48346,37025,31514,33977,42060,36036,22012) > par8 = '' > par7 = '0.95' > par6 = 'White Noise' > par5 = '12' > par4 = '0' > par3 = '1' > par2 = '1' > par1 = 'Default' > par8 <- '' > par7 <- '0.95' > par6 <- 'White Noise' > par5 <- '12' > par4 <- '0' > par3 <- '1' > 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/1zxr81384973770.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/2earp1384973770.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/39g3f1384973770.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 -0.295206502 -0.073821517 0.058150350 -0.072730205 [6] 0.043694920 -0.283811068 0.072910261 -0.058946932 0.032144181 [11] -0.065704885 -0.211998892 0.751809779 -0.227631766 0.005780687 [16] -0.014628146 -0.083425921 0.112922376 -0.291100753 0.035511905 [21] -0.014776217 0.047296399 > (mypacf <- c(rpacf$acf)) [1] -0.295206502 -0.176335483 -0.022092846 -0.081915045 0.001894837 [6] -0.324985077 -0.150046325 -0.220936464 -0.089840651 -0.238135549 [11] -0.513455608 0.522577206 0.145325567 0.227300541 -0.088652690 [16] -0.117916529 0.100108196 0.054421046 -0.069445560 -0.042154557 [21] 0.024518409 > 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/4mfcr1384973770.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/5nzte1384973770.tab") > > try(system("convert tmp/1zxr81384973770.ps tmp/1zxr81384973770.png",intern=TRUE)) character(0) > try(system("convert tmp/2earp1384973770.ps tmp/2earp1384973770.png",intern=TRUE)) character(0) > try(system("convert tmp/39g3f1384973770.ps tmp/39g3f1384973770.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.855 0.386 2.220