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Type 'q()' to quit R. > x <- c(812,100,113,213,149,134,228,138,162,291,182,2081,2752,125,144,274,257,186,327,209,213,375,400,1054,3377,101,120,221,222,167,297,185,189,298,237,1011,3013,110,109,215,176,134,202,139,169,262,214,1238,3748,127,160,138,134,163,172,163,193,226,344,1294,3524,141,186,135,161,131,170,146,160,151,151,1365) > 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/1h2lu1394716669.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/2abxs1394716670.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/3f0851394716670.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 0.19430702 -0.12247384 -0.11549696 -0.14905759 -0.15849691 [7] -0.12709797 -0.16434689 -0.15747868 -0.13420748 -0.15243478 0.16234820 [13] 0.79167682 0.17973124 -0.10098101 -0.08860791 -0.12106020 -0.12644735 [19] -0.09824912 -0.13190986 -0.12216067 -0.10752989 -0.13118677 0.12240540 [25] 0.58808075 0.14214638 -0.06044582 -0.05999121 -0.08767786 -0.08793422 [31] -0.07120822 -0.09678414 -0.08611375 -0.08243264 -0.09842567 0.09259342 [37] 0.43163281 0.13760994 -0.03745283 -0.04289529 -0.06603427 -0.06401244 [43] -0.05499168 -0.07210762 -0.06491229 -0.06498426 -0.07714428 0.06561649 [49] 0.22725036 > (mypacf <- c(rpacf$acf)) [1] 0.194307017 -0.166515897 -0.059195901 -0.140799781 -0.135420579 [6] -0.130658897 -0.210757964 -0.220096191 -0.278051206 -0.415438494 [11] -0.174052625 0.651449692 -0.139435891 -0.093702896 -0.062248710 [16] -0.056815948 -0.045513978 -0.038020455 -0.017751196 0.004600753 [21] 0.020351061 0.031574471 -0.081045203 -0.145608572 -0.080600344 [26] 0.024145291 -0.031323581 -0.018905715 -0.010238451 -0.031258658 [31] -0.020537445 -0.028762025 -0.046755499 -0.005768880 -0.009162242 [36] 0.006622123 0.084940448 -0.027302501 -0.001513371 0.004335627 [41] 0.007460351 0.016302180 0.025615561 0.025471919 0.038272497 [46] 0.029214173 0.035601326 -0.258591061 > 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/4rh2t1394716670.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/5ro071394716670.tab") > > try(system("convert tmp/1h2lu1394716669.ps tmp/1h2lu1394716669.png",intern=TRUE)) character(0) > try(system("convert tmp/2abxs1394716670.ps tmp/2abxs1394716670.png",intern=TRUE)) character(0) > try(system("convert tmp/3f0851394716670.ps tmp/3f0851394716670.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 2.315 0.442 2.756