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Type 'q()' to quit R. > x <- c(31124,26551,30651,25859,25100,25778,20418,18688,20424,24776,19814,12738,31566,30111,30019,31934,25826,26835,20205,17789,20520,22518,15572,11509,25447,24090,27786,26195,20516,22759,19028,16971,20036,22485,18730,14538,27561,25985,34670,32066,27186,29586,21359,21553,19573,24256,22380,16167,27297,28287,33474,28229,28785,25597,18130,20198,22849,23118,21925,20801,18785,20659,29367,23992,20645,22356,17902,15879,16963,21035,17988,10437) > 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/1i1fc1394723594.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/2y6dv1394723594.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/3yul11394723594.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 0.462241487 0.220352166 0.105134131 -0.085071705 [6] -0.166497953 -0.330437035 -0.179545287 -0.205001837 -0.090646593 [11] 0.065520268 0.235532353 0.584418249 0.288303270 0.105336064 [16] -0.101480641 -0.212407865 -0.224621870 -0.409962701 -0.302985589 [21] -0.242692904 -0.149462118 -0.083060128 0.100176706 0.429851421 [26] 0.191434037 0.093894609 -0.098786220 -0.195702760 -0.197948014 [31] -0.326848969 -0.200682798 -0.159072970 -0.061476756 0.005470311 [36] 0.123569598 0.398249968 0.270909470 0.197210414 0.052715885 [41] 0.006828093 -0.017268149 -0.117951384 -0.038324411 -0.032734923 [46] -0.005630766 0.025103214 0.082201254 0.228404044 > (mypacf <- c(rpacf$acf)) [1] 0.4622414868 0.0085014560 0.0002726977 -0.1719847872 -0.0871107578 [6] -0.2565076572 0.1292084104 -0.1682200199 0.1129316644 0.0303600958 [11] 0.2555315606 0.4447466920 -0.2599382332 -0.1780220526 -0.3750807191 [16] -0.0063664199 0.0594053028 -0.0360315438 -0.1104755007 0.0751923513 [21] -0.0224902058 -0.1478171719 -0.0715215539 0.0508775681 -0.0959542443 [26] 0.0832563422 -0.1459097683 -0.0173635203 -0.0544623024 0.0177731296 [31] 0.0264270608 0.0288665716 -0.0385568390 0.0086488977 -0.0510168719 [36] -0.0024259747 0.0136578793 0.0270859989 0.1904087285 0.1346617564 [41] 0.0170795612 0.0528965739 -0.0730920669 -0.0394628079 -0.0834548420 [46] 0.0369614959 -0.0102375690 -0.0405845268 > 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/4vf661394723594.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/5s51h1394723594.tab") > > try(system("convert tmp/1i1fc1394723594.ps tmp/1i1fc1394723594.png",intern=TRUE)) character(0) > try(system("convert tmp/2y6dv1394723594.ps tmp/2y6dv1394723594.png",intern=TRUE)) character(0) > try(system("convert tmp/3yul11394723594.ps tmp/3yul11394723594.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 2.515 0.512 3.150