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Type 'q()' to quit R. > x <- c(560576,548854,531673,525919,511038,498662,555362,564591,541657,527070,509846,514258,516922,507561,492622,490243,469357,477580,528379,533590,517945,506174,501866,516141,528222,532638,536322,536535,523597,536214,586570,596594,580523,564478,557560,575093,580112,574761,563250,551531,537034,544686,600991,604378,586111,563668,548604,551174,555654,547970,540324,530577,520579,518654,572273,581302,563280,547612,538712,540735,561649,558685,545732,536352,527676,530455,581744,598714,583775,571477,563278,564872,577537,572399,565430,560619,551227,553397,610893,621668,613148,598778,590623,595902) > 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/17s311413623221.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/24hnf1413623221.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/376zl1413623221.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] 1.00000000 0.24244982 -0.37113154 -0.36664349 -0.23107862 0.12597288 [7] 0.37590397 0.13836267 -0.17837194 -0.33979221 -0.35451475 0.21299731 [13] 0.78696600 0.18547176 -0.33314689 -0.35324857 -0.21972623 0.09126417 [19] 0.29872074 0.12246848 -0.16072537 -0.33213059 -0.31699762 0.14494394 [25] 0.64038634 0.17963758 -0.27506870 -0.29555048 -0.17000186 0.07543947 [31] 0.22178264 0.11441328 -0.13040666 -0.24544272 -0.22845364 0.11927665 [37] 0.53744645 0.17509946 -0.20536731 -0.21806765 -0.14450591 0.04037479 [43] 0.18398442 0.11487344 -0.07729452 -0.15347227 -0.16735773 0.06392446 [49] 0.38809133 > (mypacf <- c(rpacf$acf)) [1] 2.424498e-01 -4.567629e-01 -1.675785e-01 -3.267858e-01 5.324574e-02 [6] 1.058398e-01 -2.717485e-02 -5.293770e-02 -2.088164e-01 -3.581926e-01 [11] 1.882072e-01 5.954797e-01 -1.717570e-01 4.725938e-02 -2.033271e-02 [16] 5.444970e-02 -1.453161e-01 -1.457173e-01 -5.984538e-02 -1.392990e-01 [21] -1.186812e-01 -7.322298e-02 -2.237916e-01 2.827681e-02 -7.524453e-02 [26] -6.580834e-04 1.108125e-02 6.078355e-02 2.842920e-02 -1.105492e-01 [31] 7.558351e-03 -7.732687e-02 7.699982e-02 -1.491843e-02 -1.982450e-02 [36] 1.978086e-02 -1.197359e-05 6.000543e-02 1.002244e-02 -9.286586e-02 [41] -1.949893e-02 -4.732729e-03 -4.225257e-03 -7.422428e-03 5.368088e-02 [46] 4.520410e-02 -4.124580e-02 -8.694490e-02 > 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/4ck6d1413623221.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/5kis51413623221.tab") > > try(system("convert tmp/17s311413623221.ps tmp/17s311413623221.png",intern=TRUE)) character(0) > try(system("convert tmp/24hnf1413623221.ps tmp/24hnf1413623221.png",intern=TRUE)) character(0) > try(system("convert tmp/376zl1413623221.ps tmp/376zl1413623221.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.182 0.162 1.354