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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 = '1' > par2 = '1' > par1 = '48' > par8 <- '' > par7 <- '0.95' > par6 <- 'White Noise' > par5 <- '12' > par4 <- '0' > par3 <- '1' > 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/1y5ke1445590675.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/2n8el1445590675.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/38spv1445590675.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 0.226364342 -0.395447399 -0.412085996 -0.215441918 [6] 0.174953248 0.388574443 0.205600121 -0.173560291 -0.372588065 [11] -0.382739926 0.155047062 0.782451412 0.211485257 -0.338384207 [16] -0.373776978 -0.206023135 0.133700526 0.283662782 0.163226740 [21] -0.160994424 -0.317177758 -0.352944874 0.081655974 0.643048398 [26] 0.229179198 -0.258250713 -0.311918550 -0.202843742 0.055780888 [31] 0.271835959 0.161796397 -0.105763234 -0.234676542 -0.292417853 [36] 0.030083143 0.510229267 0.213931634 -0.163946689 -0.227405995 [41] -0.154677657 0.042489930 0.196059714 0.151927621 -0.064876759 [46] -0.162668851 -0.225181138 0.007220706 0.358267419 > (mypacf <- c(rpacf$acf)) [1] 0.226364342 -0.470813059 -0.235425551 -0.323733894 0.001491118 [6] 0.089031600 0.102455605 -0.041141925 -0.118956388 -0.397882146 [11] 0.068088555 0.586729761 -0.169808725 0.051619186 0.040792731 [16] 0.021125340 -0.042635840 -0.243888470 -0.088696952 -0.181000075 [21] -0.066960182 -0.188386606 -0.169260766 0.013998114 -0.004716206 [26] 0.026898866 0.054875192 -0.048153617 -0.099066871 0.140330177 [31] -0.144373795 0.002454493 -0.045521407 0.032620074 -0.022835508 [36] -0.129786621 -0.107017961 -0.035663862 -0.054815048 0.020229381 [41] -0.007559791 -0.160717236 0.126039573 -0.071693223 0.048005664 [46] -0.012528452 -0.040007211 -0.048967800 > 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/4txql1445590675.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/5v0tf1445590675.tab") > > try(system("convert tmp/1y5ke1445590675.ps tmp/1y5ke1445590675.png",intern=TRUE)) character(0) > try(system("convert tmp/2n8el1445590675.ps tmp/2n8el1445590675.png",intern=TRUE)) character(0) > try(system("convert tmp/38spv1445590675.ps tmp/38spv1445590675.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.105 0.225 1.333