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Type 'q()' to quit R. > x <- c(62239.3,64816.6,62625.3,67923,64363.7,67342,64411.2,69174.5,66290.2,69336.8,66712.2,72225.9,68229.5,71096.3,68407.9,74522.4,71798.4,75074.3,72694.6,78789.4,74814.5,78303.2,75431.6,82600.7,78830.5,82168.1,79493.2,86876.6,83478.5,87003.2,83672.7,90914.2,86448,90577.7,86621.1,91418.5,84275.4,87677.9,85149.6,92600,87111.3,92293.9,89060,97281.6,91812,95980.4,92043.7,100079.2,94384.8,97900.5,93630.8,102255.2,95251.8,100001.8,95689.8,104298,97435.1,101220.2,97537,105834.9) > par8 = '' > par7 = '0.95' > par6 = 'White Noise' > par5 = '4' > par4 = '0' > par3 = '1' > par2 = '1' > par1 = '48' > par8 <- '' > par7 <- '0.95' > par6 <- 'White Noise' > par5 <- '4' > par4 <- '0' > par3 <- '1' > par2 <- '1' > par1 <- '48' > #'GNU S' R Code compiled by R2WASP v. 1.2.327 (Mon, 30 Nov 2015 06:58:35 +0000) > #Author: root > #To cite this work: Wessa P., (2015), (Partial) Autocorrelation Function (v1.0.12) 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) > x <- na.omit(x) > 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/1av851451038277.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/2mz1h1451038277.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/3b2p41451038277.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] 1.0000000 -0.8859198 0.8146414 -0.8758066 0.9140632 -0.8273775 [7] 0.7484399 -0.8036986 0.8347760 -0.7604520 0.6851105 -0.7329079 [13] 0.7639163 -0.6924456 0.6275694 -0.6628839 0.6962720 -0.6265980 [19] 0.5691755 -0.5977193 0.6216769 -0.5614474 0.5092234 -0.5309023 [25] 0.5456468 -0.5103126 0.4483694 -0.4616263 0.4899580 -0.4454458 [31] 0.3907791 -0.3998873 0.4256073 -0.3818138 0.3329366 -0.3464841 [37] 0.3583308 -0.3188649 0.2810123 -0.2859677 0.2912767 -0.2568415 [43] 0.2246758 -0.2238590 0.2313690 -0.1987573 0.1712076 -0.1712221 [49] 0.1651794 > (mypacf <- c(rpacf$acf)) [1] -0.8859197959 0.1384524927 -0.6225130703 0.3393616941 0.2115489246 [6] -0.3759325610 -0.0881957413 0.1314338479 -0.1331106989 -0.2075882621 [11] -0.0126001477 -0.0172811857 -0.1057074169 -0.0712189622 0.0213101876 [16] -0.0203327258 -0.0226350504 0.0018787936 0.0245426109 -0.0787425557 [21] -0.0134415817 0.0428091103 0.0089698009 -0.0839191821 -0.1641946362 [26] -0.1470121707 -0.0201222690 0.0046989882 0.0115251717 -0.0414358857 [31] -0.0339036442 -0.0508930445 0.0135572158 -0.0063697574 -0.1291961097 [36] -0.1685467403 0.0124221798 0.0144710675 -0.0478797376 -0.0772132012 [41] 0.0315230699 -0.0007754932 -0.0147264412 0.0498140908 0.0381620554 [46] -0.0088266841 0.0511039874 -0.0624524536 > 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/4d5081451038277.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/5wgff1451038277.tab") > > try(system("convert tmp/1av851451038277.ps tmp/1av851451038277.png",intern=TRUE)) character(0) > try(system("convert tmp/2mz1h1451038277.ps tmp/2mz1h1451038277.png",intern=TRUE)) character(0) > try(system("convert tmp/3b2p41451038277.ps tmp/3b2p41451038277.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.145 0.252 1.401