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Type 'q()' to quit R. > x <- c(22943,21413,20631,19775,17506,20688,32631,34062,29159,25871,23719,25638,27596,28006,27662,26655,25213,28434,40388,42758,37956,33490,31578,34766,32324,32046,29565,28284,26366,27530,39728,41528,36458,32301,28985,29118,29249,28036,26326,24942,23280,23969,35948,37639,34327,30133,27549,27990,30437,30464,28471,26882,25806,26465,36416,42870,40489,36645,33841,33496,34504,34699,33322,32160,30173,30782,43062,46223,45191,40671,37251,36870) > 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/1fq161413534896.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/26bns1413534896.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/3k9ct1413534896.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 0.7697854761 0.3950669066 0.1468478158 0.0730284752 [6] 0.0957324000 0.0962487072 0.0664140595 -0.0107427758 -0.0300907239 [11] 0.0951411190 0.3418334758 0.4934292992 0.3190369630 0.0083169292 [16] -0.2078023794 -0.2754235466 -0.2584674445 -0.2403342803 -0.2317219502 [21] -0.2626797091 -0.2516029726 -0.1323357867 0.0976345604 0.2894964952 [26] 0.2146195992 0.0088183888 -0.1462602649 -0.1921382011 -0.1648620468 [31] -0.1299134642 -0.0875652036 -0.0770084407 -0.0507945276 0.0463204981 [36] 0.2265591314 0.3777487659 0.3333524322 0.1745300000 0.0370586908 [41] -0.0219474668 -0.0278115574 -0.0251118793 0.0003798399 -0.0097849564 [46] -0.0165217858 0.0198858259 0.1113099509 0.1965036726 > (mypacf <- c(rpacf$acf)) [1] 0.769785476 -0.484752270 0.219657109 0.037613646 0.040213711 [6] -0.087366531 0.064421500 -0.173670791 0.237758835 0.211561341 [11] 0.343148816 -0.173801712 -0.474759680 0.031223184 -0.045740976 [16] -0.142621597 -0.104009781 -0.027474353 0.033116643 -0.017134878 [21] 0.085505327 -0.042140302 0.129816869 0.147131714 -0.131030189 [26] 0.128311844 -0.041550954 -0.002470357 0.003539498 -0.013535269 [31] 0.028791385 0.033245546 0.009352321 0.014783498 -0.020624872 [36] -0.035288224 0.081329075 0.008921860 -0.014138749 0.021448671 [41] 0.019438341 -0.024929261 0.065265183 -0.126050835 0.031004072 [46] -0.065621014 -0.065845734 -0.062321487 > 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/4ata61413534896.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/51tu21413534896.tab") > > try(system("convert tmp/1fq161413534896.ps tmp/1fq161413534896.png",intern=TRUE)) character(0) > try(system("convert tmp/26bns1413534896.ps tmp/26bns1413534896.png",intern=TRUE)) character(0) > try(system("convert tmp/3k9ct1413534896.ps tmp/3k9ct1413534896.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.196 0.209 1.407