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Type 'q()' to quit R. > x <- c(6195800,6172725,6149325,6100900,6579950,6554600,6195800,5957250,5980325,5980325,6006000,6052150,6123975,6123975,6077825,5957250,6579950,6674850,6531525,6195800,6339450,6123975,6221150,6267625,6316050,6195800,6221150,6052150,6579950,6746675,6603350,6339450,6626425,6316050,6603350,6579950,6651775,6387875,6674850,6651775,7082400,6985225,6603350,6410950,6674850,6316050,6579950,6626425,6723600,6508450,6626425,6698250,6962150,6746675,6459700,6149325,6436625,5646875,6029075,6244225,6459700,6149325,6149325,6149325,6316050,6077825,5765175,5503550,5693350,4952350,5406375,5670275,5718700,5454800,5477875,5406375,5646875,5477875,5144750,4903925,5311150,4426825,5001100,5262725,5262725,4952350,4665375,4642300,4903925,4665375,4211675,3899025,4234750,3445325,4162925,4544800,4665375,4401475,4068025,4306575,4401475,4329650,3611725,3278600,3516825,2799225,3540225,3804125,4019275,3660475,3324750,3516825,3611725,3421925,2704325,2391675,2678650,1889225,2750475,3278600) > 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/1jzfs1439732787.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/29l2c1439732787.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/3vy981439732787.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 0.94790270 0.90526650 0.85572917 0.82620574 0.78568019 [7] 0.75796764 0.73618879 0.72365381 0.70318234 0.69210227 0.68757109 [13] 0.70013293 0.64795997 0.60883582 0.56351155 0.53636291 0.49797273 [19] 0.47383529 0.45269086 0.44000952 0.41829281 0.40339409 0.39332445 [25] 0.39689828 0.34807438 0.31176278 0.26871560 0.24335965 0.20637754 [31] 0.18441923 0.16033689 0.14527907 0.11903014 0.10227925 0.08818946 [37] 0.08556447 0.04215289 0.01252690 -0.02312118 -0.04234608 -0.07005548 [43] -0.08184472 -0.09661699 -0.10509792 -0.12495868 -0.13603322 -0.14763354 [49] -0.15225762 > (mypacf <- c(rpacf$acf)) [1] 0.947902704 0.066485325 -0.082604086 0.161755865 -0.095006059 [6] 0.075233458 0.103347820 0.049089316 -0.040338340 0.088259354 [11] 0.102412095 0.170862837 -0.617564204 0.140117179 0.079109014 [16] -0.101788354 0.062871591 0.038416397 -0.041004810 0.026510362 [21] -0.026506963 0.084726623 -0.085814386 -0.059736140 -0.132116511 [26] 0.009564056 0.006385721 -0.014107807 -0.004642954 0.005718883 [31] -0.091585886 0.033591062 -0.043549144 0.058511435 -0.071713151 [36] -0.075129215 0.014526850 0.007308771 -0.021754896 0.017297289 [41] 0.014217720 0.003879167 -0.029020003 -0.021908450 0.016656330 [46] -0.028062043 -0.067435236 -0.046561609 > 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/42uba1439732787.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/5qop71439732787.tab") > > try(system("convert tmp/1jzfs1439732787.ps tmp/1jzfs1439732787.png",intern=TRUE)) character(0) > try(system("convert tmp/29l2c1439732787.ps tmp/29l2c1439732787.png",intern=TRUE)) character(0) > try(system("convert tmp/3vy981439732787.ps tmp/3vy981439732787.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.242 0.172 1.420