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Type 'q()' to quit R. > x <- c(18293.9,18613.4,18728.5,20091.8,18947.2,20124.9,19819.2,15908.6,19927.4,19551.9,15588.6,14206.2,13566.7,13941.5,14964.1,14086,13505.1,15300.4,14725.2,12484.9,16082.6,15915.8,15916.1,15713,14746,15253.2,18384.3,16848.5,16485.5,19257.1,17093.4,15700.1,19124.3,18640.8,18439.2,17106.3,18347.7,19372.7,22263.8,19422.9,21268.6,20310,19256,17535.9,19857.4,19628.4,19727.5,18112.2,19080.2,20684.6,22537.7,19954.6,20230.2,20445.5,19615.3,18071.6,19287.2,21031.4,19860.9,17671.3,19359.2,19287,21498,20859.7,20833.1,20318.8,21375.9,17403.4,21050.1,22010.2,20372.1,19028.4) > 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/1mjkc1413376983.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/2uodo1413376983.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/3im4b1413376983.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 -0.306704953 -0.243370205 0.093959047 0.111909107 [6] -0.149637606 0.209154382 -0.243801659 0.180993919 0.058189445 [11] -0.325699873 -0.087791537 0.555346122 -0.208952862 -0.115231992 [16] -0.042079601 0.077062343 -0.051520578 0.103705397 -0.197577957 [21] 0.234967655 -0.034542919 -0.238970870 -0.031846082 0.385340113 [26] -0.148512235 -0.085868324 -0.137740332 0.178369442 -0.063013585 [31] 0.029164170 -0.055147299 0.154895076 -0.069581910 -0.095386448 [36] -0.039707957 0.206797491 0.036171314 -0.210638575 -0.039819012 [41] 0.135415088 -0.057257423 0.023757304 -0.005480558 0.039119105 [46] -0.012019547 -0.038014959 -0.076902838 0.166170922 > (mypacf <- c(rpacf$acf)) [1] -0.3067049531 -0.3724761970 -0.1572927384 0.0025751909 -0.1210303691 [6] 0.2102166755 -0.1972420383 0.1874389689 0.0880569539 -0.3156770718 [11] -0.2936181067 0.2570065293 0.1420316173 0.0981334022 -0.1429121282 [16] -0.0446930746 -0.1267448178 -0.0515431208 -0.0394051663 0.0451630060 [21] 0.0042509016 -0.0307154893 -0.0552439023 0.0512487144 -0.0176200560 [26] -0.0821325157 -0.2252808265 0.0426819022 -0.0669886318 -0.0007292189 [31] 0.1342614650 -0.0337418722 0.0078228046 -0.0057892550 0.0381115452 [36] -0.1357078971 0.0271167876 -0.1621188590 0.0489499356 -0.0696847252 [41] 0.0307204595 0.0235599238 -0.0200092059 -0.0547739851 -0.0535365800 [46] 0.0144924200 0.0417196444 -0.0882669476 > 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/420rf1413376983.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/52zbp1413376983.tab") > > try(system("convert tmp/1mjkc1413376983.ps tmp/1mjkc1413376983.png",intern=TRUE)) character(0) > try(system("convert tmp/2uodo1413376983.ps tmp/2uodo1413376983.png",intern=TRUE)) character(0) > try(system("convert tmp/3im4b1413376983.ps tmp/3im4b1413376983.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.252 0.242 1.507