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Type 'q()' to quit R. > x <- c(7263.63 + ,7135.88 + ,7008.00 + ,6752.38 + ,9339.00 + ,9211.13 + ,7263.63 + ,5970.38 + ,6098.13 + ,6098.13 + ,6226.00 + ,6495.50 + ,5714.75 + ,4932.75 + ,4292.38 + ,4292.38 + ,6752.38 + ,7008.00 + ,5060.50 + ,2857.38 + ,4022.88 + ,4022.88 + ,4932.75 + ,5457.88 + ,5330.00 + ,4022.88 + ,4677.13 + ,4420.25 + ,6623.38 + ,6098.13 + ,4022.88 + ,2472.75 + ,3895.00 + ,4292.38 + ,4677.13 + ,5188.38 + ,4150.63 + ,3254.75 + ,3639.50 + ,3767.25 + ,7135.88 + ,7135.88 + ,5188.38 + ,4932.75 + ,5714.75 + ,5330.00 + ,6367.75 + ,7661.00 + ,7917.88 + ,6098.13 + ,5585.63 + ,5060.50 + ,8570.88 + ,8827.75 + ,8173.50 + ,8827.75 + ,8698.63 + ,7661.00 + ,8827.75 + ,10121.00 + ,10646.13 + ,9083.38 + ,8045.63 + ,8827.75 + ,12196.25 + ,13234.00 + ,12978.38 + ,13489.50 + ,13361.75 + ,12068.50 + ,14271.63 + ,14796.75 + ,15564.88 + ,13234.00 + ,12324.13 + ,13361.75 + ,15834.38 + ,18037.50 + ,17512.38 + ,17512.38 + ,17769.25 + ,16872.00 + ,19204.25 + ,19204.25 + ,18806.88 + ,16602.50 + ,16999.88 + ,17256.75 + ,18947.38 + ,21150.50 + ,19587.63 + ,20369.75 + ,19715.50 + ,19332.00 + ,22317.25 + ,21663.00 + ,20753.13 + ,19459.88 + ,20753.13 + ,21407.38 + ,22188.13 + ,23225.75 + ,22188.13 + ,22828.50 + ,22047.63 + ,21919.88 + ,25160.63 + ,25430.13 + ,24392.50 + ,22572.88 + ,24123.00 + ,24776.00 + ,25558.00 + ,26723.50 + ,25558.00 + ,26467.88 + ,26070.50 + ,24648.13 + ,27633.25 + ,27633.25) > 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/1wsfc1470746599.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/2euic1470746599.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/384651470746599.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 0.966415556 0.931663930 0.911826754 0.897320254 [6] 0.887642267 0.873800250 0.846518959 0.815093799 0.787611811 [11] 0.770882040 0.765645759 0.754209036 0.715799516 0.676715020 [16] 0.651219926 0.632167945 0.616301460 0.597813447 0.566949514 [21] 0.531611648 0.500930496 0.480795988 0.469309071 0.452553104 [26] 0.415318296 0.376305735 0.349466433 0.325371620 0.305217981 [31] 0.284924211 0.250773807 0.215135111 0.185300814 0.165622233 [36] 0.152000024 0.131166801 0.095611976 0.059587626 0.031897312 [41] 0.003854163 -0.016648767 -0.035909726 -0.066429114 -0.098183583 [46] -0.123796355 -0.138449905 -0.149948833 -0.167091576 > (mypacf <- c(rpacf$acf)) [1] 0.966415556 -0.034752623 0.208415485 0.063766296 0.117393134 [6] -0.037904140 -0.169764961 -0.089850537 -0.040234267 0.096083356 [11] 0.158376391 -0.025330689 -0.334452447 -0.030767543 0.064340843 [16] 0.019982904 -0.002382755 0.007743694 -0.062071825 -0.037212629 [21] -0.031931328 0.010410848 0.031309038 0.016602291 -0.133460343 [26] -0.049393538 0.018731013 -0.074219948 0.005434920 0.017239243 [31] -0.079187193 0.027799083 -0.018734668 0.026983907 -0.021643005 [36] -0.042848809 -0.054524156 -0.031963858 -0.030207498 -0.122958070 [41] 0.051234626 0.020082995 -0.002534129 0.005901838 -0.015458955 [46] 0.058251629 -0.040548591 -0.009777383 > 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/43owb1470746599.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/553rc1470746599.tab") > > try(system("convert tmp/1wsfc1470746599.ps tmp/1wsfc1470746599.png",intern=TRUE)) character(0) > try(system("convert tmp/2euic1470746599.ps tmp/2euic1470746599.png",intern=TRUE)) character(0) > try(system("convert tmp/384651470746599.ps tmp/384651470746599.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.249 0.092 1.362