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Type 'q()' to quit R. > x <- c(29312,29336,29357,29380,29402,29426,29448,29471,29495,29517,29540,29563,29586,29609,29631,29654,29677,29700,29723,29746,29769,29792,29815,29837,29861,29884,29905,29928,29951,29974,29996,30020,30043,30065,30089,30111,30134,30158,30179,30202,30224,30248,30270,30293,30317,30339,30362,30385,30408,30431,30452,30476,30498,30521,30544,30567,30590,30613,30636,30659,30682,30705,30727,30750,30773,30796,30818,30842,30865,30887,30911,30933,30956,30980,31001,31024,31046,31070,31092,31115,31139,31161,31184,31207,31230,31253,31274,31298,31320,31343,31366,31389,31412,31435,31458,31481,31504,31527,31548,31571,31594,31617,31640,31663,31686,31709,31732,31754) > 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/1keu51471088721.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/2rfcc1471088721.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/32jtz1471088721.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 0.972233049 0.944484279 0.916717237 0.888986193 [6] 0.861278310 0.833648079 0.806060571 0.778547163 0.751140678 [11] 0.723805712 0.696528326 0.669363582 0.642320217 0.615408581 [16] 0.588615415 0.561972808 0.535490396 0.509177612 0.483044715 [21] 0.457100862 0.431333060 0.405796204 0.380432037 0.355272233 [26] 0.330371008 0.305716529 0.281272369 0.257070406 0.233165446 [31] 0.209544510 0.186172222 0.163148041 0.140414452 0.117980498 [36] 0.095855537 0.074071891 0.052638254 0.031565328 0.010839583 [41] -0.009529679 -0.029533103 -0.049093367 -0.068290588 -0.087070922 [46] -0.105401639 -0.123318105 -0.140811447 -0.157849123 > (mypacf <- c(rpacf$acf)) [1] 0.97223305 -0.01374695 -0.01460413 -0.01382936 -0.01425668 -0.01346757 [7] -0.01428664 -0.01392040 -0.01351267 -0.01434127 -0.01480183 -0.01401396 [13] -0.01404627 -0.01405029 -0.01448538 -0.01410344 -0.01411565 -0.01413401 [19] -0.01413414 -0.01415209 -0.01457462 -0.01376768 -0.01500194 -0.01463224 [25] -0.01382927 -0.01420967 -0.01505055 -0.01467028 -0.01384805 -0.01423537 [31] -0.01505035 -0.01341610 -0.01459086 -0.01459606 -0.01458836 -0.01415561 [37] -0.01412868 -0.01407053 -0.01444831 -0.01441475 -0.01437665 -0.01308533 [43] -0.01462382 -0.01376793 -0.01325022 -0.01396557 -0.01389035 -0.01337472 > 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/4r64w1471088721.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/52y5x1471088721.tab") > > try(system("convert tmp/1keu51471088721.ps tmp/1keu51471088721.png",intern=TRUE)) character(0) > try(system("convert tmp/2rfcc1471088721.ps tmp/2rfcc1471088721.png",intern=TRUE)) character(0) > try(system("convert tmp/32jtz1471088721.ps tmp/32jtz1471088721.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.182 0.142 1.341