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Type 'q()' to quit R. > x <- c(6900,7045,8044,8196,8257,8623,8644,8648,8961,8961,9116,9313,9360,9429,9485,9580,9606,9679,9726,9898,10028,10082,10091,10228,10337,10372,10425,10573,10680,10685,10771,10783,10849,10865,10954,10962,11026,11080,11210,11222,11236,11329,11334,11394,11648,11677,11816,11839,11874,11911,11918,12164,12177,12347,12624,12627,12782,12794,13142,13149,13240,13270,13445,13579,13601,13878,13957,14360,14687,14771,14779,14825,15119,16244,18983,19940,20067,20993,21545,21709,22165,22205,23533,23882,59646) > 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/1l9rw1418226521.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/2gxdn1418226521.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/38ry81418226521.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 0.0078209011 0.0333444080 -0.0023746849 0.0083377298 [6] 0.0002136821 0.0108434418 0.0213290481 0.0001839540 0.0224936048 [11] 0.0716071052 0.0263813727 0.0031202028 -0.0043217173 -0.0054103869 [16] -0.0032860636 0.0032900804 0.0051540131 -0.0044292600 0.0011364485 [21] -0.0059374955 -0.0032048750 -0.0024910687 -0.0066850105 -0.0050726671 [26] -0.0082675894 0.0013641260 -0.0084946189 -0.0043506751 -0.0089077764 [31] -0.0013854384 -0.0046260035 -0.0096941648 -0.0031974097 -0.0102323549 [36] -0.0097763037 -0.0096554923 -0.0106574850 -0.0074566021 -0.0108105135 [41] -0.0048948695 -0.0104566889 -0.0122777887 -0.0101499648 -0.0123904468 [46] -0.0128895849 -0.0095425471 -0.0119966968 -0.0119937355 > (mypacf <- c(rpacf$acf)) [1] 0.0078209011 0.0332852774 -0.0028904878 0.0072764789 0.0002698476 [6] 0.0103271267 0.0212208907 -0.0008980866 0.0211858318 0.0714192300 [11] 0.0238372786 -0.0017842967 -0.0062421207 -0.0066809090 -0.0035911993 [16] 0.0013276456 0.0019507613 -0.0059012163 -0.0018725201 -0.0115164509 [21] -0.0065635948 -0.0022729058 -0.0056721322 -0.0035640034 -0.0068958149 [26] 0.0015450696 -0.0080439991 -0.0036995690 -0.0074295839 0.0007234011 [31] -0.0024706415 -0.0086354755 -0.0016681887 -0.0081812982 -0.0081916643 [36] -0.0082066398 -0.0088412647 -0.0053435063 -0.0084656056 -0.0037042235 [41] -0.0085594650 -0.0101902988 -0.0080492440 -0.0095801906 -0.0101267314 [46] -0.0064201985 -0.0093222732 -0.0094839467 > 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/4dx871418226521.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/5nkwm1418226521.tab") > > try(system("convert tmp/1l9rw1418226521.ps tmp/1l9rw1418226521.png",intern=TRUE)) character(0) > try(system("convert tmp/2gxdn1418226521.ps tmp/2gxdn1418226521.png",intern=TRUE)) character(0) > try(system("convert tmp/38ry81418226521.ps tmp/38ry81418226521.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.135 0.246 1.390