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Type 'q()' to quit R. > x <- c(24514,24442,24364,24222,25689,25618,24514,23780,23851,23851,23922,24072,24514,24735,25105,25397,26722,26573,25468,23851,24143,24442,24364,24735,24442,24955,25176,25247,26872,26573,25468,23851,24143,23922,24293,25105,25027,24884,25247,25468,26722,26793,25468,23559,23409,23851,23481,24663,24663,24222,24806,25176,26430,26793,25247,23409,23409,22818,22376,23338,22968,22084,22676,23189,24735,25326,23702,22526,22526,22084,21792,22376,21643,21493,21864,22376,23922,24222,22305,20909,20246,19584,19213,19947,19506,19584,19947,20246,21714,21935,19584,18480,17375,16635,16122,16855,16492,17076,17297,17518,18480,19064,16122,15388,13543,12367,11997,13030,12439,13179,13179,13251,14134,14725,11854,10821,9126,8022,7437,8905) > 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/1qvht1407837725.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/24gm01407837725.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/3hjjs1407837725.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 0.948778819 0.879430443 0.814489031 0.759703845 [6] 0.719597846 0.693055126 0.678784266 0.669116298 0.661720395 [11] 0.658521943 0.657278922 0.641908838 0.596163857 0.534543870 [16] 0.475839516 0.427374845 0.395069617 0.373092521 0.364497543 [21] 0.359272883 0.353551507 0.351007472 0.351059456 0.338361050 [26] 0.301107043 0.250408342 0.203461942 0.164171948 0.137389219 [31] 0.121580722 0.116938447 0.115497856 0.109950615 0.107806119 [36] 0.108227369 0.098726556 0.070157566 0.030071459 -0.007873278 [41] -0.039850675 -0.061314890 -0.072496709 -0.073226375 -0.071592921 [46] -0.074852196 -0.076151651 -0.073324699 -0.078486414 > (mypacf <- c(rpacf$acf)) [1] 0.948778819 -0.207884825 0.040676384 0.048476812 0.091778973 [6] 0.079397143 0.090850596 0.031369297 0.047957201 0.077319453 [11] 0.050780262 -0.114158150 -0.251562139 -0.099167628 0.007516830 [16] 0.006777346 0.040225866 -0.030355739 0.069832287 0.004931001 [21] 0.020347987 0.049237104 0.051339493 -0.066646230 -0.127501823 [26] -0.050398212 0.022222618 -0.033614099 -0.009017165 -0.025916446 [31] 0.024335495 0.005942637 -0.021240576 0.043022270 0.034092151 [36] -0.033339280 -0.060575582 -0.032125394 0.004640539 -0.033805791 [41] -0.011370374 -0.028973584 0.012675791 -0.007843359 -0.021645583 [46] 0.017931300 0.041800245 -0.025907607 > 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/4bszw1407837725.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/5g5mb1407837725.tab") > > try(system("convert tmp/1qvht1407837725.ps tmp/1qvht1407837725.png",intern=TRUE)) character(0) > try(system("convert tmp/24gm01407837725.ps tmp/24gm01407837725.png",intern=TRUE)) character(0) > try(system("convert tmp/3hjjs1407837725.ps tmp/3hjjs1407837725.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.145 0.232 1.385