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Type 'q()' to quit R. > x <- c(19064,18993,18921,18772,20246,20168,19064,18330,18401,18401,18480,18622,18843,18843,18701,18330,20246,20538,20097,19064,19506,18843,19142,19285,19434,19064,19142,18622,20246,20759,20318,19506,20389,19434,20318,20246,20467,19655,20538,20467,21792,21493,20318,19726,20538,19434,20246,20389,20688,20026,20389,20610,21422,20759,19876,18921,19805,17375,18551,19213,19876,18921,18921,18921,19434,18701,17739,16934,17518,15238,16635,17447,17596,16784,16855,16635,17375,16855,15830,15089,16342,13621,15388,16193,16193,15238,14355,14284,15089,14355,12959,11997,13030,10601,12809,13984,14355,13543,12517,13251,13543,13322,11113,10088,10821,8613,10893,11705,12367,11263,10230,10821,11113,10529,8321,7359,8242,5813,8463,10088) > 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/1vhwy1471252929.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/2ru4k1471252929.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/3hrar1471252929.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 -0.216906446 -0.052827322 -0.144727805 0.067032654 [6] -0.127179009 0.050569592 -0.084742431 0.084978735 -0.162055038 [11] -0.039800266 -0.178013951 0.824287703 -0.222698508 -0.040342745 [16] -0.126437263 0.071258070 -0.148907792 0.078667375 -0.087465743 [21] 0.093310633 -0.122621987 -0.020635016 -0.146840728 0.675921307 [26] -0.227425146 -0.032956284 -0.105104111 0.066524468 -0.166075093 [31] 0.104620093 -0.071964980 0.086993795 -0.110953120 -0.009771313 [36] -0.106315699 0.538592547 -0.216558025 -0.033416903 -0.080525516 [41] 0.018627649 -0.174392760 0.110791908 -0.049793222 0.094964870 [46] -0.089998172 -0.015308292 -0.057284165 0.413157273 > (mypacf <- c(rpacf$acf)) [1] -0.216906446 -0.104806718 -0.191112625 -0.021979115 -0.161886526 [6] -0.047081058 -0.123988802 -0.013632948 -0.190287725 -0.202374259 [11] -0.356777310 0.754905414 0.022631468 0.022005934 -0.014819356 [16] 0.043267296 0.008467711 0.077159848 -0.100726069 -0.019258003 [21] 0.140163318 0.053431381 0.021184632 -0.006015418 -0.016165610 [26] 0.003921620 0.043699725 -0.046821294 -0.046629764 0.025739925 [31] 0.071146511 -0.010282635 -0.060150593 -0.048444187 0.058721880 [36] -0.025591516 0.001550177 -0.081775934 0.006203055 -0.123150358 [41] -0.043859163 -0.129025292 -0.025570888 0.015936061 0.019650740 [46] -0.090472167 0.040273386 -0.056760623 > 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/466gh1471252929.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/5qm4h1471252929.tab") > > try(system("convert tmp/1vhwy1471252929.ps tmp/1vhwy1471252929.png",intern=TRUE)) character(0) > try(system("convert tmp/2ru4k1471252929.ps tmp/2ru4k1471252929.png",intern=TRUE)) character(0) > try(system("convert tmp/3hrar1471252929.ps tmp/3hrar1471252929.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.232 0.122 1.374