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Type 'q()' to quit R. > x <- c(31566,30111,30019,31934,25826,26835,20205,17789,20520,22518,15572,11509,25447,24090,27786,26195,20516,22759,19028,16971,20036,22485,18730,14538,27561,25985,34670,32066,27186,29586,21359,21553,19573,24256,22380,16167,27297,28287,33474,28229,28785,25597,18130,20198,22849,23118,21925,20801,18785,20659,29367,23992,20645,22356,17902,15879,16963,21035,17988,10437,24470,22237,27053,26419,22311,20624,17336,15586,17733,19231,16102,11770) > 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/1szqw1413642291.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/2f8ex1413642291.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/3e7dw1413642291.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 -0.247579817 -0.066540397 0.010281001 -0.129070923 [6] 0.079892624 -0.224875127 0.207341111 -0.217928355 -0.015550064 [11] 0.006219052 -0.147246430 0.521671179 -0.056121147 0.033494600 [16] -0.169948758 -0.046198695 0.129386924 -0.236575776 0.117718699 [21] -0.102577198 -0.020219773 -0.077913181 -0.073262311 0.439437319 [26] -0.084954255 0.089260496 -0.142517722 -0.072428618 0.100355270 [31] -0.185844721 0.104049767 -0.050326201 -0.001368752 -0.073134370 [36] -0.050001980 0.271877942 -0.041630093 0.053254611 -0.080415040 [41] -0.064348734 0.054602972 -0.031064264 0.021277430 -0.046674052 [46] 0.035736641 -0.075424378 -0.091567147 0.233365991 > (mypacf <- c(rpacf$acf)) [1] -0.247579817 -0.136183643 -0.045753939 -0.160285092 -0.002435639 [6] -0.261242271 0.090014622 -0.263822324 -0.119168960 -0.214003157 [11] -0.257644396 0.344855329 0.203540436 0.156864181 -0.137284869 [16] -0.083736496 0.055313623 -0.020330208 -0.114517546 -0.022541027 [21] -0.035992620 -0.085193139 -0.139276089 0.114514247 -0.004122776 [26] 0.059125228 -0.043644878 -0.038402576 -0.022584118 -0.072000420 [31] -0.053909483 0.116701931 0.016360860 0.015232559 0.008622533 [36] -0.077346802 -0.072623040 -0.126418210 0.029919964 -0.007896862 [41] -0.026239797 0.141133922 0.013974793 -0.018173659 -0.016361042 [46] -0.020423052 -0.045340588 0.027755984 > 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/4zij81413642291.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/54fib1413642291.tab") > > try(system("convert tmp/1szqw1413642291.ps tmp/1szqw1413642291.png",intern=TRUE)) character(0) > try(system("convert tmp/2f8ex1413642291.ps tmp/2f8ex1413642291.png",intern=TRUE)) character(0) > try(system("convert tmp/3e7dw1413642291.ps tmp/3e7dw1413642291.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.226 0.185 1.418