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Type 'q()' to quit R. > x <- c(31956,29506,34506,27165,26736,23691,18157,17328,18205,20995,17382,9367,31124,26551,30651,25859,25100,25778,20418,18688,20424,24776,19814,12738,31566,30111,30019,31934,25826,26835,20205,17789,20520,22518,15572,11509,25447,24090,27786,26195,20516,22759,19028,16971,20036,22485,18730,14538,27561,25985,34670,32066,27186,29586,21359,21553,19573,24256,22380,16167,27297,28287,33474,28229,28785,25597,18130,20198,22849,23118,21925,20801,18785,20659,29367,23992,20645,22356,17902,15879,16963,21035,17988,10437,24470,22237,27053,26419,22311,20624,17336,15586,17733,19231,16102,11770) > par8 = '' > par7 = '0.95' > par6 = 'White Noise' > par5 = '12' > par4 = '0' > par3 = '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/1sgxp1425310332.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/2yzvt1425310332.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/3vpr71425310332.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 0.466812756 0.251514954 0.091431167 -0.084974426 [6] -0.174029006 -0.342450812 -0.204392834 -0.185662653 -0.084190136 [11] 0.085998208 0.250489957 0.653120372 0.300278702 0.110543988 [16] -0.047158969 -0.172167823 -0.203443291 -0.370765678 -0.253036780 [21] -0.197545671 -0.129383026 0.011615007 0.198725586 0.517998496 [26] 0.270646359 0.136684063 -0.050329921 -0.173837982 -0.183251368 [31] -0.345561316 -0.237909727 -0.178085757 -0.104051683 -0.002921463 [36] 0.134853456 0.435288060 0.227339568 0.120111620 -0.052258915 [41] -0.155532671 -0.171647851 -0.285154669 -0.180033792 -0.150646735 [46] -0.079536674 0.014044917 0.108879605 0.367893077 > (mypacf <- c(rpacf$acf)) [1] 0.4668127564 0.0429630645 -0.0525088384 -0.1518612886 -0.1007182870 [6] -0.2521476726 0.0966448235 -0.0785467185 0.0407270832 0.1064853334 [11] 0.1964191709 0.5631706806 -0.3761368740 -0.2252226486 -0.2396395085 [16] 0.0382099054 0.1359665890 -0.0183882044 -0.0783891541 0.0434260651 [21] 0.0074334437 -0.0501224052 0.0794965084 -0.0099741343 0.0019057291 [26] 0.0650908464 -0.1464315629 -0.0768762188 -0.0129479871 -0.0174088570 [31] 0.0957319485 0.0211619298 0.0124088629 -0.0510485420 -0.1367634141 [36] 0.0395636883 -0.0673409323 0.0157344316 0.0223806582 0.0392493763 [41] -0.0534687856 0.0787465141 -0.0621467209 -0.0565216986 0.0006892575 [46] -0.0037116569 0.0497515206 -0.0066765051 > 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/4ezuw1425310332.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/5rxum1425310332.tab") > > try(system("convert tmp/1sgxp1425310332.ps tmp/1sgxp1425310332.png",intern=TRUE)) character(0) > try(system("convert tmp/2yzvt1425310332.ps tmp/2yzvt1425310332.png",intern=TRUE)) character(0) > try(system("convert tmp/3vpr71425310332.ps tmp/3vpr71425310332.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.258 0.195 1.457