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Type 'q()' to quit R. > x <- c(181896.00 + ,181580.00 + ,181234.00 + ,180598.00 + ,187123.00 + ,186807.00 + ,181896.00 + ,178638.00 + ,178954.00 + ,178954.00 + ,179269.00 + ,179936.00 + ,181580.00 + ,179616.00 + ,181580.00 + ,179936.00 + ,185158.00 + ,187469.00 + ,177656.00 + ,175025.00 + ,177305.00 + ,176989.00 + ,175025.00 + ,175345.00 + ,179269.00 + ,178638.00 + ,179269.00 + ,179269.00 + ,183545.00 + ,184176.00 + ,172398.00 + ,172398.00 + ,176989.00 + ,174709.00 + ,170785.00 + ,172398.00 + ,176327.00 + ,174363.00 + ,174047.00 + ,169803.00 + ,176007.00 + ,177305.00 + ,164545.00 + ,164229.00 + ,170785.00 + ,167176.00 + ,160967.00 + ,163598.00 + ,166509.00 + ,167176.00 + ,165212.00 + ,161287.00 + ,169456.00 + ,169456.00 + ,155078.00 + ,154101.00 + ,158025.00 + ,150838.00 + ,143616.00 + ,145932.00 + ,150838.00 + ,146910.00 + ,144283.00 + ,138710.00 + ,146247.00 + ,146563.00 + ,132190.00 + ,131839.00 + ,134470.00 + ,126301.00 + ,117465.00 + ,121043.00 + ,125950.00 + ,120728.00 + ,120412.00 + ,115154.00 + ,123670.00 + ,125319.00 + ,109266.00 + ,105688.00 + ,107968.00 + ,99132.00 + ,89981.00 + ,92928.00 + ,98470.00 + ,91946.00 + ,92928.00 + ,89004.00 + ,97172.00 + ,98150.00 + ,78524.00 + ,77221.00 + ,80799.00 + ,71333.00 + ,62817.00 + ,65764.00 + ,72950.00 + ,64462.00 + ,63799.00 + ,57244.00 + ,64462.00 + ,66742.00 + ,46448.00 + ,46448.00 + ,49391.00 + ,41542.00 + ,32706.00 + ,37297.00 + ,45466.00 + ,36631.00 + ,40244.00 + ,35333.00 + ,43186.00 + ,45813.00 + ,24853.00 + ,23240.00 + ,26502.00 + ,18649.00 + ,12444.00 + ,15040.00) > par8 = '' > par7 = '0.95' > par6 = 'White Noise' > par5 = '12' > par4 = '0' > par3 = '1' > par2 = '1' > par1 = '60' > par8 <- '' > par7 <- '0.95' > par6 <- 'White Noise' > par5 <- '12' > par4 <- '0' > par3 <- '1' > par2 <- '1' > par1 <- '60' > #'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/1yobd1469260625.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/2kv5l1469260625.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/3361g1469260625.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 -0.12101633 -0.53395911 0.22140430 0.32943628 -0.05985135 [7] -0.40754861 -0.04490286 0.32695071 0.18201307 -0.49356394 -0.08108663 [13] 0.86536779 -0.11779944 -0.50877266 0.21819230 0.31890105 -0.09247984 [19] -0.35770412 -0.02556375 0.29480391 0.13833107 -0.42661798 -0.05716038 [25] 0.73427934 -0.10700426 -0.45790092 0.21046114 0.27204645 -0.11867138 [31] -0.30998753 -0.01091328 0.24312772 0.09131839 -0.36313157 -0.04431740 [37] 0.60109783 -0.10322420 -0.39294433 0.19321800 0.23462937 -0.13119406 [43] -0.26398680 0.01265038 0.18514258 0.05592347 -0.30808804 -0.04656574 [49] 0.47758905 -0.09165508 -0.31994666 0.16469556 0.18688390 -0.14280690 [55] -0.21606097 0.02676367 0.13389315 0.01836898 -0.24571679 -0.03503725 [61] 0.37196203 > (mypacf <- c(rpacf$acf)) [1] -0.121016331 -0.556757754 0.078588158 0.120745894 0.243783101 [6] -0.298244690 -0.254366056 -0.144809929 0.454984149 -0.239026041 [11] 0.055163317 0.675197092 0.124655567 0.124941962 -0.020249133 [16] -0.031330879 -0.098474523 0.129031239 0.030795600 -0.018811602 [21] -0.085833859 0.076272188 -0.040455509 0.013236203 -0.010787604 [26] 0.081894642 -0.013513335 -0.069596395 -0.088954497 -0.070498647 [31] -0.036655952 -0.047783984 -0.062443910 -0.074455059 -0.078765537 [36] -0.119161633 -0.068937695 -0.006518176 -0.010539378 0.047184266 [41] 0.005255138 -0.021903750 0.006997774 -0.026516255 0.021148886 [46] -0.032704213 -0.061996685 -0.115875568 -0.022907168 0.047105592 [51] 0.035918141 -0.016130820 -0.074662511 -0.055836479 -0.017760576 [56] 0.052839417 -0.014853680 0.034660504 -0.009522256 0.008843786 > 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/4erkj1469260625.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/55v4i1469260625.tab") > > try(system("convert tmp/1yobd1469260625.ps tmp/1yobd1469260625.png",intern=TRUE)) character(0) > try(system("convert tmp/2kv5l1469260625.ps tmp/2kv5l1469260625.png",intern=TRUE)) character(0) > try(system("convert tmp/3361g1469260625.ps tmp/3361g1469260625.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.272 0.078 1.365