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Type 'q()' to quit R. > x <- c(254254,200,165,123,162,145,145,161,155,173,160,47,232,143,161,159,243,192,157,143,221,227,132,41,273,182,188,162,140,186,178,236,202,184,119,16,340,151,240,235,174,309,174,207,209,171,117,10,339,139,186,155,153,222,102,107,188,162,185,24,394,209,248,254,202,258,215,309,240,258,276,48,455,345,311,346,310,297,300,274,292,304,186,14,321,206,160,217,204,246,234,175,364,328,158,40,556,193,221,278,230,253,240,252,228,306,206,48,557,279,399,364,306,471,293,333,316,329,265,61,679,428,394,352,387,590,177,199,203,255,261,115) > 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/1p7nx1395094796.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/20dhe1395094796.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/38h5q1395094796.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 -0.0001749239 -0.0003688499 -0.0005923825 -0.0005007564 [6] -0.0006269619 -0.0006979636 -0.0006775366 -0.0007583794 -0.0007428625 [11] -0.0008508735 -0.0013574059 -0.0006562498 -0.0010894939 -0.0010744396 [16] -0.0011375248 -0.0008631293 -0.0011169268 -0.0013195915 -0.0014234693 [21] -0.0011724227 -0.0012029191 -0.0016342561 -0.0020577978 -0.0011773547 [26] -0.0016136825 -0.0016476378 -0.0018064277 -0.0019528196 -0.0018278651 [31] -0.0019244313 -0.0017487086 -0.0019407438 -0.0020695885 -0.0023890658 [36] -0.0028619144 -0.0016198614 -0.0024411298 -0.0021484909 -0.0022221931 [41] -0.0025167489 -0.0020413794 -0.0026362873 -0.0025602805 -0.0026122205 [46] -0.0028219852 -0.0030988066 -0.0035874723 -0.0023341271 > (mypacf <- c(rpacf$acf)) [1] -0.0001749239 -0.0003688805 -0.0005925117 -0.0005011002 -0.0006275752 [6] -0.0006989055 -0.0006788406 -0.0007601313 -0.0007450920 -0.0008536015 [11] -0.0013607253 -0.0006603591 -0.0010944125 -0.0010802660 -0.0011440398 [16] -0.0008708218 -0.0011255286 -0.0013291300 -0.0014341519 -0.0011844082 [21] -0.0012163455 -0.0016491693 -0.0020737449 -0.0011956345 -0.0016337160 [26] -0.0016695713 -0.0018297941 -0.0019789254 -0.0018562358 -0.0019551898 [31] -0.0017817852 -0.0019765802 -0.0021085855 -0.0024308954 -0.0029059469 [36] -0.0016686464 -0.0024931487 -0.0022041366 -0.0022808516 -0.0025799947 [41] -0.0021087441 -0.0027072520 -0.0026355372 -0.0026919780 -0.0029076503 [46] -0.0031895251 -0.0036819388 -0.0024366237 > 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/4hpr61395094796.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/5vovu1395094796.tab") > > try(system("convert tmp/1p7nx1395094796.ps tmp/1p7nx1395094796.png",intern=TRUE)) character(0) > try(system("convert tmp/20dhe1395094796.ps tmp/20dhe1395094796.png",intern=TRUE)) character(0) > try(system("convert tmp/38h5q1395094796.ps tmp/38h5q1395094796.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 2.499 0.432 2.933