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Type 'q()' to quit R. > x <- c(2341 + ,2115 + ,2402 + ,2180 + ,2453 + ,2507 + ,2679 + ,2622 + ,2618 + ,2648 + ,2523 + ,2473 + ,2513 + ,2466 + ,2544 + ,2537 + ,2564 + ,2582 + ,2716 + ,2904 + ,2851 + ,2932 + ,2772 + ,2811 + ,2935 + ,2783 + ,3003 + ,2995 + ,3127 + ,2985 + ,3287 + ,3236 + ,3252 + ,3228 + ,2856 + ,3176 + ,3362 + ,3036 + ,3330 + ,3251 + ,3318 + ,3238 + ,3597 + ,3708 + ,3902 + ,3745 + ,3426 + ,3526 + ,3483 + ,3458 + ,3824 + ,3696 + ,3518 + ,3814 + ,3996 + ,4136 + ,4037 + ,3915 + ,3760 + ,3955 + ,4160 + ,4115 + ,4202 + ,4018 + ,4233 + ,4029 + ,4401 + ,4645 + ,4491 + ,4379 + ,4394 + ,4472 + ,4614 + ,4160 + ,4328 + ,4202 + ,4635 + ,4542 + ,4920 + ,4774 + ,4698 + ,4916 + ,4703 + ,4616 + ,4873 + ,4375 + ,4801 + ,4427 + ,4684 + ,4648 + ,5225 + ,5174 + ,5181 + ,5266 + ,4839 + ,5032 + ,5221 + ,4658 + ,5014 + ,4980 + ,4952 + ,4946 + ,5365 + ,5456 + ,5397 + ,5436 + ,4995 + ,5019 + ,5249 + ,4799 + ,5137 + ,4979 + ,4951 + ,5265 + ,5612 + ,5572 + ,5403 + ,5373 + ,5252 + ,5437 + ,5296 + ,5011 + ,5294 + ,5335 + ,5398 + ,5396 + ,5724 + ,5898 + ,5718 + ,5625 + ,5380 + ,5488 + ,5678 + ,5224 + ,5596 + ,5184 + ,5620 + ,5531 + ,5816 + ,6086 + ,6175 + ,6112 + ,5813 + ,5740 + ,5821 + ,5294 + ,5881 + ,5589 + ,5845 + ,5706 + ,6355 + ,6404 + ,6426 + ,6375 + ,5869 + ,5994 + ,6105 + ,5792 + ,6011 + ,5968 + ,6255 + ,6208 + ,6897 + ,6814 + ,6897 + ,6596 + ,6188 + ,6406 + ,6548 + ,5842 + ,6555 + ,6424 + ,6596 + ,6645 + ,7203 + ,7128 + ,7133 + ,6778 + ,6593 + ,6591 + ,6120 + ,5612 + ,6070 + ,5983 + ,6145 + ,6303 + ,6588 + ,6640 + ,6719 + ,6575 + ,6487 + ,6510 + ,6365 + ,5844 + ,5974 + ,5880 + ,6279 + ,6342 + ,6598 + ,6801 + ,6529 + ,6369 + ,6028 + ,6187 + ,6164 + ,5866 + ,6198 + ,5898 + ,6462 + ,6063 + ,6496 + ,6678 + ,6109 + ,6109 + ,6109 + ,6109 + ,6109 + ,6109 + ,6109 + ,6109 + ,6109 + ,6109 + ,6109 + ,6109 + ,6109 + ,6109 + ,6109 + ,6109) > 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/1y6bs1425287386.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/27x6c1425287386.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/3objb1425287386.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 0.9719331 0.9550473 0.9340195 0.9137102 0.8980141 0.8851932 [8] 0.8768269 0.8715443 0.8683571 0.8663328 0.8586071 0.8571621 0.8317288 [15] 0.8164980 0.7939462 0.7734112 0.7550997 0.7384427 0.7275886 0.7205114 [22] 0.7154316 0.7117036 0.7028617 0.6982172 0.6742147 0.6583175 0.6361684 [29] 0.6169339 0.5987026 0.5807065 0.5721114 0.5647867 0.5586428 0.5546204 [36] 0.5430252 0.5381748 0.5150161 0.4966188 0.4740571 0.4541290 0.4360142 [43] 0.4186249 0.4091927 0.4012314 0.3970512 0.3944754 0.3841550 0.3797016 > (mypacf <- c(rpacf$acf)) [1] 0.9719330940 0.1877891703 -0.0454604078 -0.0193117087 0.0795393586 [6] 0.0796525271 0.0948770389 0.0842249260 0.0677421412 0.0530232137 [11] -0.0740981124 0.1077272100 -0.3838780461 0.0537484336 -0.0928919699 [16] -0.0006460108 -0.0326292432 -0.0026025731 0.0549245941 0.0595546078 [21] 0.0454884103 0.0156339107 -0.0079725599 0.0156412523 -0.1705670072 [26] -0.0091651054 -0.0176195056 0.0093661664 -0.0299208612 -0.0453868671 [31] 0.1055720487 0.0050141892 0.0037390956 0.0118429325 -0.0627122225 [36] 0.0727891984 -0.1395696097 -0.0658650169 0.0013965045 0.0044945263 [41] 0.0055215245 -0.0229089101 0.0200307325 0.0293002240 0.0640612053 [46] 0.0159104689 -0.0348328514 0.0149462854 > 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/4xf9r1425287386.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/5bypa1425287386.tab") > > try(system("convert tmp/1y6bs1425287386.ps tmp/1y6bs1425287386.png",intern=TRUE)) character(0) > try(system("convert tmp/27x6c1425287386.ps tmp/27x6c1425287386.png",intern=TRUE)) character(0) > try(system("convert tmp/3objb1425287386.ps tmp/3objb1425287386.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.219 0.198 1.428