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Type 'q()' to quit R. > x <- c(64076,63136,60198,59057,57388,56708,70019,72263,74152,67057,61941,58331,59252,56568,53031,51840,48290,45817,59421,61621,60976,57497,53037,53088,53119,51644,47866,47691,42401,43069,55797,57170,58335,55439,54399,56316,58381,58468,59025,58298,54255,55670,67816,70485,71361,66953,64505,66770,66418,65277,62008,59096,55106,54954,67943,69411,69951,63966,60410,59440,59445,57614,55396,53030,50090,48764,61658,63943,64878,60634,57905,57224,60953,60621,57258,54903,53278,53042,63753,69210,71446,68408,65427,64630,66086,65058,62689,60841,57346,56222,68202,70745,73690,68992,65925,65546,67221,65315,62038,58774,55320,53900,65544,67906,70911,66544,63657,61720) > 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/1j5xu1445591702.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/2kjpt1445591702.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/313f01445591702.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 0.785172999 0.474082524 0.217454344 0.123558556 [6] 0.151995363 0.176061568 0.099272339 0.003983599 0.007121162 [11] 0.161414849 0.386314643 0.532318556 0.327621506 0.043378705 [16] -0.184419261 -0.273406144 -0.246947642 -0.231006827 -0.294600578 [21] -0.370121190 -0.351313692 -0.188867641 0.046970784 0.215618855 [26] 0.089020095 -0.108401539 -0.263247610 -0.288131699 -0.212239724 [31] -0.145867830 -0.153800244 -0.179550228 -0.132442682 0.036147940 [36] 0.259062916 0.428406625 0.335667735 0.167123997 0.022752293 [41] -0.017572928 0.021854470 0.050678686 0.018962819 -0.031517437 [46] -0.015210991 0.101951765 0.259821069 0.376730119 > (mypacf <- c(rpacf$acf)) [1] 0.785172999 -0.371350367 -0.004350770 0.202692290 0.090979341 [6] -0.094236187 -0.178809004 0.095364305 0.234038995 0.256670659 [11] 0.175077385 0.056574299 -0.730584125 0.156334030 0.068306424 [16] -0.262767126 -0.122531371 -0.077748961 0.107998635 0.005624703 [21] -0.016970080 0.038880434 0.017833001 0.094721486 -0.007139688 [26] 0.003057641 -0.041732643 0.179036972 0.009951683 0.053861084 [31] 0.030985473 0.044803775 0.070814315 -0.014913644 -0.060271755 [36] 0.124020463 -0.065965310 -0.080666980 0.004366955 -0.095405608 [41] -0.056123802 -0.025358930 -0.009422755 -0.039237901 0.005517893 [46] -0.010165106 -0.041090537 0.008431819 > 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/4rkxd1445591702.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/5vwf81445591702.tab") > > try(system("convert tmp/1j5xu1445591702.ps tmp/1j5xu1445591702.png",intern=TRUE)) character(0) > try(system("convert tmp/2kjpt1445591702.ps tmp/2kjpt1445591702.png",intern=TRUE)) character(0) > try(system("convert tmp/313f01445591702.ps tmp/313f01445591702.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.182 0.186 1.377