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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 = '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/1kf8q1457710555.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/217ik1457710555.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/36kaq1457710555.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 0.120448065 0.048472948 -0.266338308 -0.194256695 [6] -0.065960137 -0.081535868 -0.081075541 -0.141836734 -0.293344704 [11] 0.067075350 0.125716948 0.755093703 0.134222400 0.026705531 [16] -0.219058520 -0.181186934 -0.085877397 -0.047473258 -0.108689440 [21] -0.103381735 -0.260481955 0.023424051 0.100311013 0.640817708 [26] 0.128285706 0.040267904 -0.221525700 -0.148725524 -0.067928892 [31] -0.054371020 -0.102178795 -0.128566866 -0.265581776 0.029903450 [36] 0.116690295 0.626542662 0.136658081 0.009903286 -0.207570419 [41] -0.120693973 -0.087291671 -0.030007837 -0.108531826 -0.106239589 [46] -0.248343606 0.018385994 0.133137186 0.553164193 > (mypacf <- c(rpacf$acf)) [1] 0.120448065 0.034465224 -0.280524996 -0.143539807 0.001273659 [6] -0.139632565 -0.169532992 -0.184730191 -0.408602723 -0.050970222 [11] -0.047936670 0.645324809 -0.001975117 -0.018066889 0.009911890 [16] 0.042512361 -0.069175296 0.024932068 -0.058188813 -0.008870571 [21] 0.029976042 -0.127046019 -0.104589196 0.161232840 -0.053705139 [26] -0.015732268 -0.080616237 0.023905341 0.037369333 -0.066836176 [31] -0.051421077 -0.122664850 -0.080917859 0.009059470 0.038149234 [36] 0.150625899 0.039441710 -0.087921445 -0.032275169 0.081610106 [41] -0.125112018 0.027723124 0.023495914 0.015648610 0.026577359 [46] -0.055683747 -0.026351441 -0.008742176 > 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/4dlhm1457710555.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/5ou961457710555.tab") > > try(system("convert tmp/1kf8q1457710555.ps tmp/1kf8q1457710555.png",intern=TRUE)) character(0) > try(system("convert tmp/217ik1457710555.ps tmp/217ik1457710555.png",intern=TRUE)) character(0) > try(system("convert tmp/36kaq1457710555.ps tmp/36kaq1457710555.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.408 0.265 1.685