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Type 'q()' to quit R. > x <- c(82303,79596,74472,73562,66618,69029,89899,93774,90305,83799,80320,82497,84420,84646,84186,83269,77793,81145,101691,107357,104253,95963,91432,94324,93855,92183,87600,83641,78195,79604,100846,105293,102518,93132,87479,85476,85460,82868,79941,76909,72613,72496,93244,99126,96748,89318,84724,83111,87497,86961,82319,79196,76898,77971,97335,106855,105401,99108,93456,92506,94602,93027,89722,87391,83030,83390,104501,110393,111017,103434,97817,96893) > 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/1nhdp1413467145.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/277cm1413467145.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/3skhr1413467145.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 0.748109182 0.326176412 0.021314388 -0.078048277 [6] -0.042076291 -0.017250209 -0.057199510 -0.129662286 -0.108924173 [11] 0.086603352 0.395240034 0.575372308 0.365161717 0.002631410 [16] -0.265125992 -0.353907336 -0.322152802 -0.287391271 -0.296213630 [21] -0.329526745 -0.285627870 -0.098911800 0.179508555 0.374326626 [26] 0.257720225 0.001384911 -0.190163330 -0.246979357 -0.207019022 [31] -0.155903606 -0.123528635 -0.118032867 -0.065594900 0.080872626 [36] 0.292173080 0.444520915 0.362584797 0.162828025 0.005511865 [41] -0.057200467 -0.045120463 -0.024211480 -0.010645437 -0.024038840 [46] -0.009997462 0.060194309 0.174157964 0.256144134 > (mypacf <- c(rpacf$acf)) [1] 0.748109182 -0.530260329 0.140905566 0.051957869 0.007581099 [6] -0.125603137 -0.045072563 -0.054553418 0.188852725 0.287794041 [11] 0.320918023 -0.042466812 -0.600080727 0.153050489 -0.105215786 [16] -0.149985355 -0.165055656 -0.028502475 -0.019426592 -0.007788729 [21] 0.028447935 -0.014750315 -0.003382609 0.175275826 -0.045300813 [26] 0.075067697 0.014262164 -0.002839108 0.011051758 0.045473307 [31] 0.080067331 -0.056005116 0.023587518 -0.033234201 -0.001688001 [36] -0.030731084 0.060450144 -0.010396886 0.037398984 0.013128041 [41] 0.077099421 -0.040967701 0.028191440 -0.030057267 0.005007986 [46] -0.099960299 -0.027517628 -0.063347949 > 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/4ig321413467145.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/5edmq1413467145.tab") > > try(system("convert tmp/1nhdp1413467145.ps tmp/1nhdp1413467145.png",intern=TRUE)) character(0) > try(system("convert tmp/277cm1413467145.ps tmp/277cm1413467145.png",intern=TRUE)) character(0) > try(system("convert tmp/3skhr1413467145.ps tmp/3skhr1413467145.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.238 0.226 1.473