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Type 'q()' to quit R. > x <- c(5115,5105,5094,5074,5280,5270,5115,5012,5022,5022,5032,5053,5053,4960,4919,4960,5105,5084,4888,4722,4691,4629,4671,4722,4702,4660,4578,4660,4733,4712,4474,4371,4268,4185,4175,4237,4154,4123,4092,4268,4288,4185,3906,3782,3586,3503,3544,3606,3606,3555,3544,3710,3844,3782,3575,3472,3255,3121,3224,3327,3327,3193,3183,3358,3472,3431,3224,3090,2800,2687,2728,2904,2914,2656,2749,2976,3079,3017,2738,2542,2315,2139,2211,2366,2325,2098,2170,2397,2521,2449,2170,2046,1860,1664,1695,1850,1870,1684,1715,1974,2036,1932,1550,1354,1095,837,920,1033,1013,816,930,1209,1333,1271,1023,827,620,382,424,496) > par8 = '' > par7 = '0.95' > par6 = 'White Noise' > par5 = '12' > par4 = '0' > par3 = '0' > par2 = '1' > par1 = '48' > par8 <- '' > par7 <- '0.95' > par6 <- 'White Noise' > par5 <- '12' > par4 <- '0' > par3 <- '0' > 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/1p3fy1407688887.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/24wfu1407688887.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/3w16n1407688887.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] 1.0000000000 0.9709039496 0.9360782822 0.9019584709 0.8732690140 [6] 0.8459975129 0.8213663317 0.8018710023 0.7839937620 0.7650743991 [11] 0.7455134902 0.7257910795 0.7036055479 0.6726679760 0.6367767768 [16] 0.6011314701 0.5700293461 0.5413584215 0.5153570360 0.4962814697 [21] 0.4797165946 0.4632085433 0.4465527120 0.4302323421 0.4114905264 [26] 0.3852173411 0.3537039905 0.3232980837 0.2961379987 0.2712687065 [31] 0.2482875953 0.2310612947 0.2153676287 0.1996881521 0.1843410966 [36] 0.1690777638 0.1522958582 0.1304679422 0.1037621942 0.0768879354 [41] 0.0518557163 0.0300657954 0.0118456029 -0.0005045298 -0.0115060440 [46] -0.0215298484 -0.0314454350 -0.0420885356 -0.0532591617 > (mypacf <- c(rpacf$acf)) [1] 0.9709039496 -0.1146767371 0.0041246524 0.0746328446 -0.0085011567 [6] 0.0310509021 0.0773583400 0.0034252906 -0.0233176301 -0.0010881783 [11] -0.0063804391 -0.0513015718 -0.1528679903 -0.0788417967 -0.0172732045 [16] 0.0282388692 -0.0069312647 0.0090144697 0.0860526658 0.0056194997 [21] 0.0006178766 0.0227780062 0.0100256497 -0.0378091606 -0.1028806971 [26] -0.0696911113 -0.0004151178 -0.0079773699 -0.0177538604 -0.0134487376 [31] 0.0433659522 -0.0235789959 -0.0039857681 0.0292570723 -0.0015320142 [36] -0.0186902097 -0.0440995831 -0.0580049887 -0.0197232185 -0.0245369133 [41] 0.0002122829 0.0127394459 0.0348986412 -0.0282576008 0.0173933177 [46] 0.0185614664 -0.0165884202 0.0065669373 > 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/4n51y1407688887.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/5bayj1407688887.tab") > > try(system("convert tmp/1p3fy1407688887.ps tmp/1p3fy1407688887.png",intern=TRUE)) character(0) > try(system("convert tmp/24wfu1407688887.ps tmp/24wfu1407688887.png",intern=TRUE)) character(0) > try(system("convert tmp/3w16n1407688887.ps tmp/3w16n1407688887.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.202 0.235 1.444