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Type 'q()' to quit R. > x <- c(58552,54955,65540,51570,51145,46641,35704,33253,35193,41668,34865,21210,56126,49231,59723,48103,47472,50497,40059,34149,36860,46356,36577,23872,57276,56389,57657,62300,48929,51168,39636,33213,38127,43291,30600,21956,48033,46148,50736,48114,38390,44112,36287,30333,35908,40005,35263,26591,49709,47840,64781,57802,48154,54353,39737,37732,37163,43782,40649,29412,53597,53588,64172,53955,55509,48908,35331,38073,41776,42717,40736,49020,45099,44114,60487,48760,41281,48346,37025,31514,33977,42060,36036,22012,51048,45834,53712,53577,45022,43740,34898,30103,35137,39752,32348,25198) > 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/1egkh1425481393.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/2wdli1425481393.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/3ly7d1425481393.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 0.44448683 0.22529764 0.07976021 -0.14249731 -0.28851474 [7] -0.46477150 -0.28963627 -0.22936906 -0.07977542 0.10633145 0.27164140 [13] 0.66319776 0.32104373 0.12337942 -0.03207719 -0.19712090 -0.27653931 [19] -0.44818055 -0.31672646 -0.21797831 -0.10449143 0.04842423 0.23376545 [25] 0.55392334 0.29341877 0.13604053 -0.03730021 -0.18578779 -0.23227301 [31] -0.39813323 -0.26974102 -0.17101091 -0.07549563 0.04531796 0.18956876 [37] 0.46752510 0.22432965 0.10821510 -0.05326648 -0.17002996 -0.20964419 [43] -0.32024708 -0.19855167 -0.12363331 -0.04677430 0.05958929 0.17315885 [49] 0.40010281 > (mypacf <- c(rpacf$acf)) [1] 0.444486827 0.034556347 -0.040276990 -0.213219480 -0.196702941 [6] -0.317411904 0.069453065 -0.078568311 0.056533883 0.050760131 [11] 0.144222442 0.542798478 -0.278563188 -0.214974991 -0.260494719 [16] -0.010125876 0.138168156 0.004693750 -0.131506989 -0.003638509 [21] -0.001146231 -0.035544405 0.059644346 0.046643978 -0.069706165 [26] 0.005945862 -0.143761644 -0.038537951 0.040983878 -0.033801811 [31] 0.063216449 0.011530331 -0.033020600 -0.056770371 -0.100345957 [36] -0.011905131 -0.105185543 0.025860801 -0.021978400 0.054298539 [41] -0.073431275 0.046169926 -0.035570668 -0.019811888 -0.052758030 [46] -0.038653439 0.001498860 0.014319485 > 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/4zhu21425481393.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/5yeyj1425481393.tab") > > try(system("convert tmp/1egkh1425481393.ps tmp/1egkh1425481393.png",intern=TRUE)) character(0) > try(system("convert tmp/2wdli1425481393.ps tmp/2wdli1425481393.png",intern=TRUE)) character(0) > try(system("convert tmp/3ly7d1425481393.ps tmp/3ly7d1425481393.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.152 0.235 1.394