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Type 'q()' to quit R. > x <- c(7612 + ,7381 + ,6978 + ,6819 + ,6688 + ,6454 + ,6679 + ,6921 + ,7807 + ,7898 + ,7832 + ,7384 + ,7620 + ,7281 + ,6929 + ,6587 + ,6071 + ,5928 + ,5964 + ,6374 + ,7160 + ,7213 + ,6890 + ,6525 + ,6739 + ,6580 + ,6391 + ,6254 + ,6114 + ,5978 + ,6315 + ,6427 + ,7132 + ,7292 + ,7708 + ,7525 + ,7450 + ,7526 + ,7263 + ,7070 + ,6893 + ,6781 + ,7188 + ,7015 + ,8273 + ,8470 + ,8230 + ,8137 + ,8122 + ,8367 + ,8141 + ,7750 + ,7504 + ,7330 + ,7608 + ,7647 + ,8942 + ,8865 + ,8320 + ,8207 + ,8105 + ,8290 + ,8162 + ,8051 + ,7699 + ,7440 + ,7656 + ,7549 + ,9086 + ,8942 + ,8764 + ,8500 + ,8239 + ,8443 + ,8349 + ,8288 + ,7970 + ,7496 + ,7745 + ,7543 + ,9036 + ,9075 + ,8859 + ,8605 + ,8419 + ,8495 + ,8284 + ,7582 + ,7691 + ,7046 + ,7442 + ,7596 + ,8597 + ,8436 + ,7881 + ,7477 + ,7508 + ,7361 + ,7299 + ,6914 + ,6768 + ,6746 + ,7052 + ,7139 + ,7714 + ,7750 + ,7622 + ,7424 + ,7444 + ,7208 + ,7128 + ,7022 + ,6688 + ,6199 + ,6400 + ,6474 + ,7182 + ,7330 + ,7410 + ,7442 + ,7753 + ,7762 + ,7814 + ,7838 + ,7298 + ,7155 + ,7076 + ,7450 + ,8216 + ,8246 + ,8335 + ,8171 + ,8485 + ,8435 + ,8369 + ,8210 + ,7888 + ,8061 + ,8139 + ,7837 + ,8943 + ,8523 + ,8104 + ,7969 + ,7921 + ,7930 + ,7706 + ,7552 + ,7379 + ,6946 + ,7128 + ,7393 + ,8092 + ,8004 + ,7903 + ,7710 + ,7867 + ,7860 + ,7723 + ,7477 + ,7126 + ,7161 + ,7162 + ,7406 + ,7944 + ,8084 + ,8088 + ,7972 + ,8184 + ,7914 + ,7845 + ,7610 + ,7278 + ,6883 + ,7123 + ,7182 + ,7912 + ,7893 + ,7671 + ,7403 + ,7663 + ,7589 + ,7450 + ,7069 + ,6670 + ,6285 + ,6506 + ,6539 + ,7291 + ,7391 + ,7126 + ,6752 + ,6835 + ,6664 + ,6562 + ,6174 + ,5741 + ,5398 + ,5203 + ,5673 + ,6379 + ,6418 + ,6272 + ,6059) > 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/1x8kz1457710385.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/2k3631457710385.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/3lg8k1457710385.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 0.87337307 0.72114957 0.55974504 0.46085571 0.39929040 [7] 0.34777607 0.31749089 0.31011165 0.34021373 0.44401556 0.53323994 [13] 0.59542238 0.47813626 0.33415845 0.18757823 0.09192241 0.03053076 [19] -0.01079581 -0.04364825 -0.04669308 -0.02151681 0.06966958 0.15746909 [25] 0.22303847 0.13406181 0.01835107 -0.10382891 -0.17325861 -0.21625795 [31] -0.24371932 -0.26168395 -0.25084465 -0.20652464 -0.09688961 0.00599863 [37] 0.08490888 0.01357662 -0.08865434 -0.19289965 -0.24960750 -0.28415592 [43] -0.30093779 -0.31119568 -0.29607550 -0.25330422 -0.14928910 -0.04768560 [49] 0.02267843 > (mypacf <- c(rpacf$acf)) [1] 0.8733730660 -0.1754954661 -0.1189461634 0.1776193091 0.0459646866 [6] -0.0630815564 0.0891519944 0.1083455405 0.1353368215 0.3668187064 [11] 0.0241741579 0.0251904654 -0.6213598961 -0.0412835155 -0.0162249288 [16] 0.0008896022 0.0082673920 0.1325362196 -0.0607248765 0.0037360840 [21] -0.0532852092 -0.0500509680 0.0843754987 0.0778480679 -0.2198697828 [26] 0.0160192334 -0.0285513346 0.0265443781 -0.0275194770 -0.0204198355 [31] 0.0442342971 0.0265315422 0.0500208511 0.0404621331 -0.0185556287 [36] -0.0219335457 -0.1705900115 -0.0867408510 0.0432426407 0.0350277517 [41] -0.0169924357 0.0852416047 -0.0135630012 -0.1012071794 -0.0466015693 [46] -0.0555284861 0.0306789672 -0.0304274260 > 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/4sry61457710385.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/5ozp51457710385.tab") > > try(system("convert tmp/1x8kz1457710385.ps tmp/1x8kz1457710385.png",intern=TRUE)) character(0) > try(system("convert tmp/2k3631457710385.ps tmp/2k3631457710385.png",intern=TRUE)) character(0) > try(system("convert tmp/3lg8k1457710385.ps tmp/3lg8k1457710385.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.242 0.235 1.489