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Type 'q()' to quit R. > x <- c(2421.21,2378.63,2336.00,2250.79,3113.00,3070.38,2421.21,1990.13,2032.71,2032.71,2075.33,2165.17,1904.92,1644.25,1430.79,1430.79,2250.79,2336.00,1686.83,952.46,1340.96,1340.96,1644.25,1819.29,1776.67,1340.96,1559.04,1473.42,2207.79,2032.71,1340.96,824.25,1298.33,1430.79,1559.04,1729.46,1383.54,1084.92,1213.17,1255.75,2378.63,2378.63,1729.46,1644.25,1904.92,1776.67,2122.58,2553.67,2639.29,2032.71,1861.88,1686.83,2856.96,2942.58,2724.50,2942.58,2899.54,2553.67,2942.58,3373.67,3548.71,3027.79,2681.88,2942.58,4065.42,4411.33,4326.13,4496.50,4453.92,4022.83,4757.21,4932.25,5188.29,4411.33,4108.04,4453.92,5278.13,6012.50,5837.46,5837.46,5923.08,5624.00,6401.42,6401.42,6268.96,5534.17,5666.63,5752.25,6315.79,7050.17,6529.21,6789.92,6571.83,6444.00,7439.08,7221.00,6917.71,6486.63,6917.71,7135.79,7396.04,7741.92,7396.04,7609.50,7349.21,7306.63,8386.88,8476.71,8130.83,7524.29,8041.00,8258.67,8519.33,8907.83,8519.33,8822.63,8690.17,8216.04,9211.08,9211.08) > 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. 1.2.327 (Mon, 30 Nov 2015 06:58:35 +0000) > #Author: root > #To cite this work: Wessa P., (2015), (Partial) Autocorrelation Function (v1.0.12) 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) > x <- na.omit(x) > 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/14wed1470738554.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/2you41470738554.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/3zmva1470738554.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 0.966415552 0.931663963 0.911826840 0.897320291 [6] 0.887642275 0.873800255 0.846518993 0.815093853 0.787611871 [11] 0.770882081 0.765645811 0.754209112 0.715799588 0.676715071 [16] 0.651219985 0.632167993 0.616301500 0.597813484 0.566949502 [21] 0.531611659 0.500930560 0.480796039 0.469309107 0.452553109 [26] 0.415318301 0.376305750 0.349466476 0.325371680 0.305218012 [31] 0.284924233 0.250773794 0.215135126 0.185300845 0.165622228 [36] 0.152000000 0.131166773 0.095611915 0.059587531 0.031897256 [41] 0.003854116 -0.016648811 -0.035909763 -0.066429162 -0.098183659 [46] -0.123796449 -0.138449979 -0.149948892 -0.167091605 > (mypacf <- c(rpacf$acf)) [1] 0.966415552 -0.034751995 0.208415685 0.063764993 0.117393677 [6] -0.037904300 -0.169764395 -0.089851001 -0.040234215 0.096083250 [11] 0.158377006 -0.025330510 -0.334453071 -0.030768571 0.064341420 [16] 0.019983785 -0.002382883 0.007743060 -0.062072945 -0.037210929 [21] -0.031930622 0.010410111 0.031308368 0.016601824 -0.133459217 [26] -0.049393595 0.018730995 -0.074219818 0.005434235 0.017239822 [31] -0.079187537 0.027799375 -0.018735493 0.026984095 -0.021642702 [36] -0.042848458 -0.054525136 -0.031964071 -0.030206396 -0.122958346 [41] 0.051235177 0.020082945 -0.002533641 0.005900403 -0.015459389 [46] 0.058252754 -0.040548644 -0.009776600 > 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/40ok01470738554.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/5yvz71470738554.tab") > > try(system("convert tmp/14wed1470738554.ps tmp/14wed1470738554.png",intern=TRUE)) character(0) > try(system("convert tmp/2you41470738554.ps tmp/2you41470738554.png",intern=TRUE)) character(0) > try(system("convert tmp/3zmva1470738554.ps tmp/3zmva1470738554.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.276 0.102 1.399