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Type 'q()' to quit R. > x <- c(74787,49019,56601,47637,49806,50499,42092,39062,44382,43635,41082,17244,70170,43949,52333,41032,47758,76116,30917,32996,31951,26775,30268,18214,47957,31901,35559,30408,30083,35043,30475,28309,31394,36313,40357,38918,44368,33298,29366,28282,30943,32699,29764,25524,29807,35112,32192,36214,47639,33421,28642,26996,27757,36839,33821,30839,35032,38821,40347,68799) > 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/17gam1462267617.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/2isa71462267617.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/3ic1x1462267617.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 0.243466247 0.306637953 0.193494336 0.166248428 [6] 0.222413916 -0.123461891 0.108486354 0.101833160 0.058956798 [11] 0.131468508 0.036499779 0.395119770 0.035831514 0.079394144 [16] 0.013115267 0.006440657 0.110473142 -0.100197280 -0.041738509 [21] -0.055608821 -0.092405808 -0.050046633 -0.076738393 0.052455028 [26] -0.131658754 -0.146078151 -0.155273546 -0.118504567 -0.097354151 [31] -0.107857334 -0.052197660 -0.051751668 -0.051848901 -0.086967964 [36] -0.066003154 -0.105427109 -0.204280399 -0.230842385 -0.174981535 [41] -0.132008130 -0.109785848 0.010883220 -0.070655405 -0.047058526 [46] 0.009759562 -0.032268936 0.047471600 -0.093803801 > (mypacf <- c(rpacf$acf)) [1] 0.243466247 0.262948634 0.085019485 0.045092208 0.134042057 [6] -0.285092101 0.086720746 0.156501554 -0.021717601 0.087709314 [11] 0.039316650 0.300425825 -0.178473759 -0.069154925 -0.078902411 [16] -0.024644407 0.053369175 0.054910308 -0.134114914 -0.095545894 [21] -0.055380062 -0.064464800 0.083240597 -0.007402947 -0.130414842 [26] -0.147044267 -0.045682036 0.004505066 -0.037268330 0.123000871 [31] 0.084435701 -0.028184681 0.002974490 -0.084340898 -0.089942834 [36] -0.085899089 -0.029305537 -0.063183566 0.070359497 -0.016458803 [41] -0.010631998 0.150500077 -0.099619161 -0.116195944 0.081446988 [46] 0.022016985 -0.010214214 -0.012129838 > 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/46s9m1462267617.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/5kqgk1462267617.tab") > > try(system("convert tmp/17gam1462267617.ps tmp/17gam1462267617.png",intern=TRUE)) character(0) > try(system("convert tmp/2isa71462267617.ps tmp/2isa71462267617.png",intern=TRUE)) character(0) > try(system("convert tmp/3ic1x1462267617.ps tmp/3ic1x1462267617.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.252 0.189 1.439