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Type 'q()' to quit R. > x <- c(5731,5040,6102,4904,5369,5578,4619,4731,5011,5227,4146,4625,4736,4219,5116,4205,4121,5103,4300,4578,3809,5657,4249,3830,4736,4840,4413,4571,4106,4801,3956,3829,4453,4027,4121,4798,3233,3554,3952,3951,3685,4312,3867,4140,4114,3818,3377,3453,3502,4017,5410,5184,5529,6434,4962,2980,2937,2969,2731,3163,3145,3173,3723,3224,4114,3446,2955,3879,4278,4177,3698,4449,4162,3961,5246,5170,3682,3495,3770,3291,3580,3898,3477,3054) > 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/18bc01389520036.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/2g8t31389520037.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/39voy1389520037.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 -0.3036195220 -0.1666952789 0.2132255178 -0.0973079343 [6] -0.1698325476 -0.0078902463 0.0747304033 -0.0670998924 -0.0360672548 [11] 0.1670583597 -0.0983792691 0.0908710505 -0.0961657625 -0.0180579506 [16] 0.0215982899 -0.0673813043 -0.0298173230 0.1006413899 -0.0301144615 [21] -0.1016694392 0.1777584909 0.0003594085 -0.0975956942 0.1191671926 [26] 0.0009131434 -0.1045538905 0.0779236313 -0.0747956924 0.0575246780 [31] 0.0692892601 -0.1300858183 0.0447532276 0.1105960758 -0.1673390367 [36] -0.0028731927 0.1179895149 -0.0338207674 -0.1308450454 0.1002771953 [41] 0.0294464632 -0.0620701713 -0.0074069258 0.0890952088 -0.1360351063 [46] 0.0691204519 0.0067770075 -0.0409067350 0.0823119908 > (mypacf <- c(rpacf$acf)) [1] -0.303619522 -0.285168278 0.073859329 -0.046904834 -0.184877121 [6] -0.216759438 -0.065054999 -0.071397772 -0.107702552 0.038796365 [11] -0.086930710 0.097708627 -0.140511545 -0.072470449 -0.074113980 [16] -0.070733118 -0.129651600 -0.012406291 -0.066083863 -0.192676053 [21] 0.024817523 -0.047775087 -0.005629583 0.009354305 0.025457680 [26] -0.049946141 0.069677509 -0.124928019 0.082358116 0.137487933 [31] -0.086253986 0.013015708 0.075663617 -0.059601805 -0.020585883 [36] 0.062567127 0.041847514 0.018909216 -0.064822563 -0.008367654 [41] 0.099007995 -0.056358254 0.038214502 -0.087300693 0.014379880 [46] -0.049030757 -0.033954188 0.001267788 > 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/4mucj1389520037.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/5v2581389520037.tab") > > try(system("convert tmp/18bc01389520036.ps tmp/18bc01389520036.png",intern=TRUE)) character(0) > try(system("convert tmp/2g8t31389520037.ps tmp/2g8t31389520037.png",intern=TRUE)) character(0) > try(system("convert tmp/39voy1389520037.ps tmp/39voy1389520037.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 3.528 0.759 4.244