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Type 'q()' to quit R. > x <- c(297295,295008,296917,298982,300562,294292,272817,274405,278601,283654,290770,290604,277466,274371,277686,282917,286692,285378,262433,266730,271980,277799,282329,285775,283495,279998,287224,296369,300653,302686,277891,277537,285383,292213,298522,300431,297584,286445,288576,293299,295881,292710,271993,267430,273963,273046,268347,264319,255765,246263,245098,246969,248333,247934,226839,225554,237085,237080,245039,248541,247105,243422,250643,254663,260993,258556,235372,246057,253353,255198,264176,269034,265861,269826,278506,292300,290726,289802,271311,274352,275216,276836,280408,280190) > 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/1yrur1389523179.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/28jyq1389523179.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/39oed1389523179.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] 1.00000000 0.90053250 0.77743642 0.69648885 0.66139152 0.66106330 [7] 0.63594759 0.55029131 0.43352158 0.34763134 0.31253769 0.32347589 [13] 0.31831620 0.19484386 0.06416541 -0.01703102 -0.05820761 -0.06308340 [19] -0.08835080 -0.14582105 -0.22468270 -0.26721693 -0.25604006 -0.19929089 [25] -0.15713906 -0.20766635 -0.26133697 -0.27504714 -0.25381783 -0.20127730 [31] -0.17155358 -0.16369622 -0.17420000 -0.16562355 -0.12446222 -0.06406399 [37] -0.02617734 -0.06736015 -0.10884758 -0.12199986 -0.11732576 -0.09740743 [43] -0.09986398 -0.12514397 -0.15966543 -0.17696376 -0.16498484 -0.13542927 [49] -0.11634865 > (mypacf <- c(rpacf$acf)) [1] 0.900532499 -0.177328341 0.174351829 0.146381258 0.163515762 [6] -0.104077886 -0.229611470 -0.161193824 0.030742313 0.057324497 [11] 0.152751725 -0.033271270 -0.528703741 0.081785114 0.069080257 [16] -0.077596344 -0.017855483 -0.069908713 0.150211937 -0.019823586 [21] 0.051138383 0.040672937 0.091603527 0.023246292 -0.151803750 [26] 0.021907782 -0.019578773 0.018673833 -0.001326665 -0.045878656 [31] 0.127040739 0.049718846 -0.030346523 -0.112867584 -0.095864074 [36] -0.017356878 -0.104186407 -0.038758957 -0.051608820 -0.036910661 [41] -0.013291633 0.002537324 -0.067632827 0.035433494 0.005301326 [46] -0.005234143 0.016561257 0.061211201 > 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/404tu1389523179.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/5kl1s1389523179.tab") > > try(system("convert tmp/1yrur1389523179.ps tmp/1yrur1389523179.png",intern=TRUE)) character(0) > try(system("convert tmp/28jyq1389523179.ps tmp/28jyq1389523179.png",intern=TRUE)) character(0) > try(system("convert tmp/39oed1389523179.ps tmp/39oed1389523179.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 3.561 0.916 4.428