R version 3.2.4 (2016-03-10) -- "Very Secure Dishes" Copyright (C) 2016 The R Foundation for Statistical Computing Platform: x86_64-pc-linux-gnu (64-bit) R is free software and comes with ABSOLUTELY NO WARRANTY. You are welcome to redistribute it under certain conditions. Type 'license()' or 'licence()' for distribution details. R is a collaborative project with many contributors. Type 'contributors()' for more information and 'citation()' on how to cite R or R packages in publications. Type 'demo()' for some demos, 'help()' for on-line help, or 'help.start()' for an HTML browser interface to help. Type 'q()' to quit R. > x <- c(38552,33618,31499,33892,37134,32710,32520,33419,35003,34417,32359,35703,38632,33577,33277,35001,38296,34179,32791,35261,36789,35036,33004,35548,38485,34675,33081,36114,37524,34600,33795,36017,37009,32877,32505,34162,38591,33550,30753,33508,36327,33230,32971,32844,35124,32243,30840,34815,36308,33138,31425,34265,37612,31846,31065,33712,36031,32909,32204,34914,34888,33242,32316,35295,37800,34540,32614,35859,39866,34609,32375,34395,35348,33221,33892,36762) > par8 = '' > par7 = '0.95' > par6 = 'White Noise' > par5 = '12' > par4 = '0' > par3 = '0' > par2 = '0.0' > par1 = '48' > par8 <- '' > par7 <- '0.95' > par6 <- 'White Noise' > par5 <- '12' > par4 <- '0' > par3 <- '0' > par2 <- '0.0' > 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/11zp61458059587.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/2pvoy1458059587.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/31a081458059587.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 0.094787979 -0.610620838 0.072922774 0.735203896 [6] 0.049315194 -0.557272087 0.061120624 0.633691383 -0.029551595 [11] -0.571323762 0.049639494 0.646973792 -0.052769427 -0.611165439 [16] 0.005097251 0.585828830 -0.066353300 -0.576526012 -0.033009087 [21] 0.484053028 -0.104401065 -0.577145648 -0.032011789 0.413132009 [26] -0.117332205 -0.506956366 0.001823477 0.408643167 -0.139034083 [31] -0.470189370 0.003950781 0.396582012 -0.062741707 -0.433985902 [36] 0.003955305 0.398992314 -0.038688953 -0.319271521 0.032163186 [41] 0.336956719 -0.029540121 -0.295939050 0.048861364 0.304157309 [46] -0.046323187 -0.274767516 0.072003078 0.285156849 > (mypacf <- c(rpacf$acf)) [1] 0.0947879791 -0.6252230785 0.3748255702 0.4901886304 -0.0243793508 [6] -0.0594739265 0.0597958621 0.1191220408 -0.1484102759 -0.1171650825 [11] -0.0140700120 0.2495183597 -0.1146381290 -0.0835024550 -0.1265059626 [16] 0.0334875646 -0.0810022558 0.0286801611 -0.1752023889 -0.0421746823 [21] -0.1003919819 -0.0719751697 -0.0818128053 -0.1792967997 0.0218622077 [26] 0.0833014055 0.0589868513 -0.0345224109 -0.1150678729 -0.0004244409 [31] -0.0752444596 0.0341871116 0.0854477463 -0.0353016938 0.0212968789 [36] 0.0671944018 -0.0333965612 0.1539224873 -0.1206643271 -0.0035544714 [41] 0.0030335725 -0.0770958485 -0.0513237153 -0.1596095949 -0.1027201219 [46] -0.0290255726 0.1364288777 -0.1289625690 > 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/4pjoc1458059587.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/5unoz1458059587.tab") > > try(system("convert tmp/11zp61458059587.ps tmp/11zp61458059587.png",intern=TRUE)) character(0) > try(system("convert tmp/2pvoy1458059587.ps tmp/2pvoy1458059587.png",intern=TRUE)) character(0) > try(system("convert tmp/31a081458059587.ps tmp/31a081458059587.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.195 0.205 1.409