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Type 'q()' to quit R. > x <- c(989,1215,2911,2372,2013,2050,1580,1407,903,709,490,206,1101,1189,2877,2489,2145,1837,1613,1296,849,642,475,224,920,1263,2999,2988,2163,2391,1556,1089,976,626,392,203,1052,1034,2353,3075,2309,2009,1464,1099,1035,792,406,187,862,822,2128,2264,1987,1728,1311,1152,945,704,526,361,1035,869,2698,2367,1926,1843,1404,1314,1007,865,587,339,1143,1807,2380,2337,2117,1789,1569,1305,952,810,473,278,993,1038,2257,2284,1747,1515,1233,882,1029,707,391,239,592,692,2127,1854,1468,1535,1203,880,821,604,315,139,528,654,1895,1598,1519,1242,1027,762,735,485,281,131,651,611,1898,1385,1047,1008,843,833,711,444,315,204,473,566,1611,1301,1154,1158,862,801,559,404,223,158,548,647,1757,1326,1308,1175,992,808,758,553,310,146) > 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/1d0071448816699.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=13.888888888889,height=8.3333333333333) > 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/26xba1448816699.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=13.888888888889,height=8.3333333333333) > 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/3j29t1448816699.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=13.888888888889,height=8.3333333333333) > 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 0.729402649 0.432436666 0.070511180 -0.246238036 [6] -0.407989119 -0.472242634 -0.418845995 -0.267124982 0.029724876 [11] 0.398270328 0.670199299 0.882361492 0.667026629 0.393110442 [16] 0.050089426 -0.240714946 -0.388538697 -0.452215677 -0.407293897 [21] -0.270267328 -0.001153448 0.329763162 0.578397427 0.771726889 [26] 0.583859437 0.334459592 0.028102208 -0.231309600 -0.369658764 [31] -0.421931778 -0.394770723 -0.276045926 -0.025151752 0.275563473 [36] 0.489161454 0.662312012 0.493151885 0.271388935 -0.005563543 [41] -0.225669033 -0.348453762 -0.401365409 -0.373397069 -0.269155984 [46] -0.052634569 0.217282930 0.417286986 0.558654029 > (mypacf <- c(rpacf$acf)) [1] 0.729402649 -0.212815308 -0.350974786 -0.228673381 0.004582860 [6] -0.096056126 -0.067958556 0.031022064 0.336248686 0.440445538 [11] 0.256215477 0.554214093 -0.385186545 -0.030125862 -0.087862879 [16] 0.108320305 0.073343179 0.058324789 -0.019097039 -0.075726832 [21] -0.050810930 -0.170494746 -0.003030227 0.131656068 -0.079245036 [26] -0.020066069 -0.010979429 0.027486810 -0.059031784 0.051582125 [31] -0.093411650 0.025850795 0.075485563 -0.019906914 -0.106923098 [36] 0.022198719 -0.080676737 0.014229140 -0.038924473 0.069487913 [41] -0.004678004 -0.031922876 -0.007222101 -0.042129332 -0.044831715 [46] -0.022349273 0.101841309 -0.062893756 > 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/4wk6w1448816699.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/5g4pe1448816699.tab") > > try(system("convert tmp/1d0071448816699.ps tmp/1d0071448816699.png",intern=TRUE)) character(0) > try(system("convert tmp/26xba1448816699.ps tmp/26xba1448816699.png",intern=TRUE)) character(0) > try(system("convert tmp/3j29t1448816699.ps tmp/3j29t1448816699.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.516 0.272 1.795