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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 = '1' > par2 = '1' > par1 = '48' > par8 <- '' > par7 <- '0.95' > par6 <- 'White Noise' > par5 <- '12' > par4 <- '0' > par3 <- '1' > 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/1v9ic1471089077.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/2l9y81471089077.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/337dx1471089077.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] 1.00000000 -0.50961083 0.04735401 0.09552298 -0.11305662 0.11072655 [7] -0.30880239 0.24239963 -0.11798463 -0.11561488 0.29530811 -0.37050533 [13] 0.45655354 -0.14435241 0.02028607 -0.06135994 -0.02941785 0.18101985 [19] -0.33875174 0.11508905 0.05255131 -0.09688360 0.02195567 -0.07303581 [25] 0.39415045 -0.33657049 0.20416748 -0.05309273 -0.12139328 0.17017878 [31] -0.21401501 0.08802111 -0.08810473 0.09276062 0.01399601 -0.29482622 [37] 0.58091326 -0.32830327 0.06351143 0.03342744 -0.06156404 0.07820335 [43] -0.22485607 0.19653097 -0.08271893 -0.11280292 0.23033117 -0.25698667 [49] 0.32666910 > (mypacf <- c(rpacf$acf)) [1] -0.5096108328 -0.2868433202 -0.0288514027 -0.0734317817 0.0489010499 [6] -0.3553995334 -0.1463313844 -0.1737400353 -0.3086679127 0.0081574583 [11] -0.3897903224 0.0895827049 0.1736682310 0.2419409856 -0.1036806185 [16] -0.0346386679 0.0782886269 0.0481157735 -0.0815283700 -0.1228199406 [21] 0.0476608645 -0.2536285291 -0.2450276351 0.1101581313 -0.1213159339 [26] 0.0779896046 -0.0237275629 -0.0929727802 0.0007532601 0.0295471081 [31] 0.0028137661 0.0053574972 0.0685552064 0.0118324202 -0.2614050208 [36] -0.0180635349 -0.0521487214 -0.0068889523 -0.0210582630 -0.0479110830 [41] -0.1537547033 -0.0150699042 -0.0219269362 0.0566603502 -0.0253999890 [46] 0.0153752693 0.0232015860 0.0395494397 > 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/4impk1471089077.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/5q7gl1471089077.tab") > > try(system("convert tmp/1v9ic1471089077.ps tmp/1v9ic1471089077.png",intern=TRUE)) character(0) > try(system("convert tmp/2l9y81471089077.ps tmp/2l9y81471089077.png",intern=TRUE)) character(0) > try(system("convert tmp/337dx1471089077.ps tmp/337dx1471089077.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.315 0.118 1.462