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Type 'q()' to quit R. > x <- c(24514,24442,24364,24222,25689,25618,24514,23780,23851,23851,23922,24072,24514,24735,25105,25397,26722,26573,25468,23851,24143,24442,24364,24735,24442,24955,25176,25247,26872,26573,25468,23851,24143,23922,24293,25105,25027,24884,25247,25468,26722,26793,25468,23559,23409,23851,23481,24663,24663,24222,24806,25176,26430,26793,25247,23409,23409,22818,22376,23338,22968,22084,22676,23189,24735,25326,23702,22526,22526,22084,21792,22376,21643,21493,21864,22376,23922,24222,22305,20909,20246,19584,19213,19947,19506,19584,19947,20246,21714,21935,19584,18480,17375,16635,16122,16855,16492,17076,17297,17518,18480,19064,16122,15388,13543,12367,11997,13030,12439,13179,13179,13251,14134,14725,11854,10821,9126,8022,7437,8905) > 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/1rxpx1468794463.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/2y3d51468794463.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/3tg1w1468794463.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 0.26971302 -0.06135264 -0.14323830 -0.23666418 -0.24139812 [7] 0.05609513 -0.18412891 -0.18560511 -0.13341964 -0.06863714 0.25426813 [13] 0.83258312 0.25952873 -0.06020688 -0.14757243 -0.24972509 -0.18963748 [19] 0.03838740 -0.12078361 -0.12700952 -0.13191671 -0.10565896 0.23338681 [25] 0.67847292 0.22756944 -0.05632556 -0.12448687 -0.25369607 -0.15363451 [31] 0.02456113 -0.06933052 -0.09425341 -0.12950361 -0.13483210 0.21038939 [37] 0.54008421 0.19938461 -0.03464638 -0.09339625 -0.24391816 -0.10959487 [43] -0.00293929 -0.04719536 -0.06831329 -0.13801990 -0.15232151 0.17834549 [49] 0.42542842 > (mypacf <- c(rpacf$acf)) [1] 0.2697130189 -0.1446180030 -0.0939484887 -0.1957485723 -0.1677076901 [6] 0.1288770529 -0.3713841390 -0.1367211923 -0.2361058099 -0.1701991589 [11] 0.2263073626 0.7315883614 -0.0394397237 -0.0572786047 0.0008274205 [16] 0.0699364075 0.2646852682 -0.0979285656 0.0396957137 0.0622499949 [21] -0.0035857900 -0.0302297008 -0.0336643226 -0.0117312732 -0.0378903611 [26] -0.0354231346 0.0560095683 -0.0352402584 -0.0343414278 -0.0526922379 [31] 0.0166750709 -0.0173030834 -0.0369571556 -0.0389113065 0.0119153177 [36] -0.0534699575 -0.0301208265 0.0383686833 0.0296216043 -0.0140556739 [41] 0.0380563963 -0.0714984309 -0.0063181606 0.0042681653 -0.0391418689 [46] 0.0219093165 -0.0880634547 -0.0229921039 > 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/448s81468794463.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/5f2cc1468794463.tab") > > try(system("convert tmp/1rxpx1468794463.ps tmp/1rxpx1468794463.png",intern=TRUE)) character(0) > try(system("convert tmp/2y3d51468794463.ps tmp/2y3d51468794463.png",intern=TRUE)) character(0) > try(system("convert tmp/3tg1w1468794463.ps tmp/3tg1w1468794463.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.172 0.086 1.277