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Type 'q()' to quit R. > x <- c(2135,1157,1290,1071,1169,1431,945,1034,1100,1297,921,236,1990,966,1326,908,1206,1861,929,1296,1332,1352,1040,148,2090,1435,1124,1319,1436,1774,1566,1385,1147,1274,625,52,1990,1154,954,887,825,966,954,770,1838,1371,589,116,1898,712,1175,1240,1329,1550,1201,938,1030,1060,1035,635,2565,910,1304,1331,1681,1983,1021,1061,1292,1274,1024,568,2570,1125,1600,1492,2492,3523,990,869,1310,979,1244,442,2956,1055,2004,1462,1144,1454,4060,1538,1388,1547,4473,1570,1535,1352) > 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/1j51d1420398129.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/2vyqo1420398129.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/37rwz1420398129.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 -0.504306540 -0.003421366 -0.103721986 0.219795621 [6] -0.019992441 -0.153119603 0.027753372 0.110060299 -0.116423239 [11] 0.196511485 -0.406201197 0.420617921 -0.188555929 0.059414027 [16] -0.053022678 -0.058549482 0.165694258 -0.075898197 -0.042246667 [21] 0.068761244 -0.075343255 0.138103369 -0.280029535 0.328745130 [26] -0.188183720 0.044384391 -0.015267348 -0.006487167 0.038291307 [31] -0.027046662 -0.036195006 0.080988518 -0.060917728 0.109818884 [36] -0.226692151 0.286509820 -0.193254924 0.036756282 -0.017887116 [41] 0.046511119 0.018471600 -0.043520273 -0.015881824 0.022020577 [46] -0.056235546 0.160716665 -0.216258631 0.220948374 > (mypacf <- c(rpacf$acf)) [1] -0.5043065397 -0.3456552544 -0.4269982555 -0.1553695262 0.0377670519 [6] -0.0959385069 -0.1217594086 -0.0154844946 -0.1836869458 0.1925009432 [11] -0.3218392068 0.0300290665 -0.0218939086 -0.0541339985 0.1215990771 [16] -0.1674524059 -0.0172691614 0.0503070880 -0.0271870794 0.0838232618 [21] 0.0774297125 -0.0750327393 -0.1215931238 0.1126883743 -0.0723803844 [26] 0.0895865131 -0.0526056526 -0.0287179462 -0.0004597429 -0.0472528718 [31] -0.0462273265 -0.0446814961 0.0580983989 0.0197744193 0.0140279427 [36] 0.1419784239 -0.0258938742 -0.0366281387 -0.0607166984 0.0115271566 [41] 0.0527767324 0.0700533582 0.0342251800 -0.0673955644 -0.1233187194 [46] -0.0062983253 0.0160396234 0.0920706616 > 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/40wzd1420398129.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/5tgx21420398129.tab") > > try(system("convert tmp/1j51d1420398129.ps tmp/1j51d1420398129.png",intern=TRUE)) character(0) > try(system("convert tmp/2vyqo1420398129.ps tmp/2vyqo1420398129.png",intern=TRUE)) character(0) > try(system("convert tmp/37rwz1420398129.ps tmp/37rwz1420398129.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.409 0.206 1.622