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Type 'q()' to quit R. > x <- c(169701,164182,161914,159612,151001,158114,186530,187069,174330,169362,166827,178037,186412,189226,191563,188906,186005,195309,223532,226899,214126,206903,204442,220376,214320,212588,205816,202196,195722,198563,229139,229527,211868,203555,195770,199834,203089,198480,192684,187827,182414,182510,211524,211451,200140,191568,186424,191987,203583,201920,195978,191395,188222,189422,214419,224325,216222,210506,207221,210027,215191,215177,211701,210176,205491,206996,235980,241292,236675,229127,225436,229570,239973,236168,230703,224790,217811,219576,245472,248511,242084,235572,229827,229697) > 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/1uc0c1445589331.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/2ewkn1445589331.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/31syi1445589331.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 0.871575640 0.689510083 0.583891577 0.557558870 [6] 0.563468232 0.538928574 0.472142614 0.362995322 0.274165093 [11] 0.254670682 0.308862862 0.336556423 0.212211952 0.047490088 [16] -0.047093096 -0.070924338 -0.057883382 -0.062673997 -0.085209455 [21] -0.138140658 -0.171230709 -0.145085483 -0.049372211 0.042686502 [26] -0.002888303 -0.096705231 -0.144424720 -0.133686197 -0.091616992 [31] -0.053489489 -0.030746785 -0.040653489 -0.045499015 -0.011194467 [36] 0.073786845 0.154421673 0.137258890 0.074215807 0.037092439 [41] 0.037725692 0.058366329 0.069067949 0.081071834 0.061066749 [46] 0.041339030 0.044913563 0.087124782 0.129025658 > (mypacf <- c(rpacf$acf)) [1] 0.871575640 -0.291792348 0.281479498 0.131286071 0.101163531 [6] -0.059303949 -0.045076755 -0.192656826 0.040293382 0.091192894 [11] 0.219778031 -0.124708058 -0.479560788 0.040827329 0.029290705 [16] -0.064984659 0.024629265 -0.031346974 0.139282765 0.005630078 [21] 0.101257753 0.020411896 0.133449189 0.085466612 -0.244567199 [26] 0.029827305 -0.074681637 -0.031487904 -0.026843221 0.049074257 [31] 0.023205888 0.054866034 0.064367646 0.001608426 0.003094071 [36] -0.010747711 0.076136792 -0.011177971 -0.034160269 -0.025754705 [41] -0.042248270 -0.041786256 0.063648032 -0.076991842 0.044358484 [46] -0.031466123 0.016697381 -0.057866510 > 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/4jz591445589331.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/5pafq1445589331.tab") > > try(system("convert tmp/1uc0c1445589331.ps tmp/1uc0c1445589331.png",intern=TRUE)) character(0) > try(system("convert tmp/2ewkn1445589331.ps tmp/2ewkn1445589331.png",intern=TRUE)) character(0) > try(system("convert tmp/31syi1445589331.ps tmp/31syi1445589331.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.132 0.172 1.316