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Type 'q()' to quit R. > x <- c(14724.00 + ,14404.00 + ,14058.00 + ,13427.00 + ,19946.00 + ,19631.00 + ,14724.00 + ,11462.00 + ,11778.00 + ,11778.00 + ,12093.00 + ,12760.00 + ,13742.00 + ,13427.00 + ,11462.00 + ,11778.00 + ,20929.00 + ,22893.00 + ,17666.00 + ,14724.00 + ,15387.00 + ,15707.00 + ,17351.00 + ,18964.00 + ,19315.00 + ,16022.00 + ,16369.00 + ,12093.00 + ,24222.00 + ,27800.00 + ,19631.00 + ,17004.00 + ,18649.00 + ,20613.00 + ,23555.00 + ,27164.00 + ,27164.00 + ,24853.00 + ,23871.00 + ,17982.00 + ,27800.00 + ,32391.00 + ,28462.00 + ,24222.00 + ,24853.00 + ,27164.00 + ,30426.00 + ,34355.00 + ,31724.00 + ,30111.00 + ,30111.00 + ,24853.00 + ,32391.00 + ,37297.00 + ,33373.00 + ,29129.00 + ,30426.00 + ,35653.00 + ,37964.00 + ,41222.00 + ,38595.00 + ,34355.00 + ,33373.00 + ,25520.00 + ,30742.00 + ,36315.00 + ,30111.00 + ,26502.00 + ,30111.00 + ,33689.00 + ,35653.00 + ,40906.00 + ,38280.00 + ,31724.00 + ,32391.00 + ,26186.00 + ,31409.00 + ,36000.00 + ,30742.00 + ,27164.00 + ,30426.00 + ,34355.00 + ,33689.00 + ,41542.00 + ,40244.00 + ,35017.00 + ,35333.00 + ,28462.00 + ,32706.00 + ,39262.00 + ,34355.00 + ,31409.00 + ,36315.00 + ,39262.00 + ,36982.00 + ,47431.00 + ,44835.00 + ,38946.00 + ,37297.00 + ,29764.00 + ,34035.00 + ,37964.00 + ,33053.00 + ,33053.00 + ,38595.00 + ,41542.00 + ,39924.00 + ,51355.00 + ,48413.00 + ,42871.00 + ,40560.00 + ,32391.00 + ,35333.00 + ,40560.00 + ,36631.00 + ,35653.00 + ,40244.00 + ,44168.00 + ,39924.00 + ,50057.00) > par8 = '' > par7 = '0.95' > par6 = 'White Noise' > par5 = '12' > par4 = '0' > par3 = '0' > par2 = '1' > par1 = 'Default' > par8 <- '' > par7 <- '0.95' > par6 <- 'White Noise' > par5 <- '12' > par4 <- '0' > par3 <- '0' > par2 <- '1' > par1 <- 'Default' > #'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/1d1g11470758883.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/2dz2x1470758883.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/3j45u1470758883.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] 1.0000000 0.8693964 0.7655391 0.7234507 0.6869494 0.7041360 0.7237882 [8] 0.6777770 0.6272057 0.6274672 0.6137862 0.6640125 0.7229779 0.6004007 [15] 0.4949678 0.4472461 0.4097237 0.4234837 0.4483450 0.4073353 0.3487520 > (mypacf <- c(rpacf$acf)) [1] 0.869396355 0.039684876 0.204313070 0.048745264 0.279621020 [6] 0.120374603 -0.114177661 -0.029160126 0.167294404 -0.022763207 [11] 0.294578494 0.151091497 -0.593768938 -0.118956089 -0.003852161 [16] -0.027314997 0.010667371 0.048608135 0.022845837 -0.089413176 > 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/4kmgu1470758883.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/5udh91470758883.tab") > > try(system("convert tmp/1d1g11470758883.ps tmp/1d1g11470758883.png",intern=TRUE)) character(0) > try(system("convert tmp/2dz2x1470758883.ps tmp/2dz2x1470758883.png",intern=TRUE)) character(0) > try(system("convert tmp/3j45u1470758883.ps tmp/3j45u1470758883.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.162 0.132 1.316