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Type 'q()' to quit R. > x <- c(1943,1932,1922,1901,2108,2098,1943,1839,1850,1850,1860,1881,1839,1819,1757,1664,1922,1839,1633,1674,1633,1736,1591,1684,1602,1581,1416,1354,1664,1602,1405,1529,1426,1509,1426,1571,1447,1426,1230,1168,1612,1509,1333,1498,1374,1333,1312,1416,1240,1240,1095,1044,1560,1426,1302,1405,1261,1199,1250,1405,1199,1281,1178,1137,1591,1498,1250,1374,1312,1354,1426,1622,1488,1540,1457,1395,1860,1746,1467,1426,1343,1374,1354,1529,1343,1405,1364,1323,1829,1726,1447,1343,1188,1199,1178,1323,1064,1054,1013,899,1467,1405,1095,1002,847,816,713,858,486,444,403,331,940,889,568,506,351,362,300,403) > 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/18bwj1468831143.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/2v6321468831143.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/3tdmc1468831143.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 0.870130427 0.773248680 0.726387674 0.666672799 [6] 0.654132025 0.623994233 0.589084972 0.534203808 0.491048772 [11] 0.439539272 0.430461189 0.460827955 0.345681194 0.258682590 [16] 0.225840680 0.182410003 0.173735493 0.155886944 0.137878763 [21] 0.094031290 0.065789535 0.030390246 0.037961457 0.080348081 [26] 0.001353566 -0.054810162 -0.061282339 -0.078711876 -0.070320385 [31] -0.066166032 -0.061412516 -0.079703531 -0.081297386 -0.094150873 [36] -0.073148884 -0.025066829 -0.077835875 -0.112450676 -0.100219893 [41] -0.094505283 -0.079246652 -0.066737092 -0.052136292 -0.056598523 [46] -0.044524017 -0.038898104 -0.008195934 0.047635919 > (mypacf <- c(rpacf$acf)) [1] 0.870130427 0.066379208 0.167341417 -0.030522663 0.199606017 [6] -0.042072307 0.040750429 -0.134823908 0.050450181 -0.126002360 [11] 0.194496291 0.122902057 -0.502329795 0.003119267 0.088256663 [16] 0.050621612 -0.052998636 0.018140796 0.037594985 -0.081481072 [21] 0.083617438 -0.039142434 0.097019600 -0.030427810 -0.157815073 [26] -0.010948881 0.048899799 0.017687893 -0.038949811 0.018763401 [31] 0.015761473 0.012344492 0.070574773 -0.030702616 0.018784834 [36] -0.045691388 -0.030627021 -0.025678257 0.044992900 0.023047218 [41] -0.054837627 -0.001256102 0.032082118 0.057129919 0.030295901 [46] 0.034355200 0.004767116 0.021256925 > 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/4xltj1468831143.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/56s3e1468831143.tab") > > try(system("convert tmp/18bwj1468831143.ps tmp/18bwj1468831143.png",intern=TRUE)) character(0) > try(system("convert tmp/2v6321468831143.ps tmp/2v6321468831143.png",intern=TRUE)) character(0) > try(system("convert tmp/3tdmc1468831143.ps tmp/3tdmc1468831143.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.135 0.125 1.273