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Type 'q()' to quit R. > x <- c(2341 + ,2115 + ,2402 + ,2180 + ,2453 + ,2507 + ,2679 + ,2622 + ,2618 + ,2648 + ,2523 + ,2473 + ,2513 + ,2466 + ,2544 + ,2537 + ,2564 + ,2582 + ,2716 + ,2904 + ,2851 + ,2932 + ,2772 + ,2811 + ,2935 + ,2783 + ,3003 + ,2995 + ,3127 + ,2985 + ,3287 + ,3236 + ,3252 + ,3228 + ,2856 + ,3176 + ,3362 + ,3036 + ,3330 + ,3251 + ,3318 + ,3238 + ,3597 + ,3708 + ,3902 + ,3745 + ,3426 + ,3526 + ,3483 + ,3458 + ,3824 + ,3696 + ,3518 + ,3814 + ,3996 + ,4136 + ,4037 + ,3915 + ,3760 + ,3955 + ,4160 + ,4115 + ,4202 + ,4018 + ,4233 + ,4029 + ,4401 + ,4645 + ,4491 + ,4379 + ,4394 + ,4472 + ,4614 + ,4160 + ,4328 + ,4202 + ,4635 + ,4542 + ,4920 + ,4774 + ,4698 + ,4916 + ,4703 + ,4616 + ,4873 + ,4375 + ,4801 + ,4427 + ,4684 + ,4648 + ,5225 + ,5174 + ,5181 + ,5266 + ,4839 + ,5032 + ,5221 + ,4658 + ,5014 + ,4980 + ,4952 + ,4946 + ,5365 + ,5456 + ,5397 + ,5436 + ,4995 + ,5019 + ,5249 + ,4799 + ,5137 + ,4979 + ,4951 + ,5265 + ,5612 + ,5572 + ,5403 + ,5373 + ,5252 + ,5437 + ,5296 + ,5011 + ,5294 + ,5335 + ,5398 + ,5396 + ,5724 + ,5898 + ,5718 + ,5625 + ,5380 + ,5488 + ,5678 + ,5224 + ,5596 + ,5184 + ,5620 + ,5531 + ,5816 + ,6086 + ,6175 + ,6112 + ,5813 + ,5740 + ,5821 + ,5294 + ,5881 + ,5589 + ,5845 + ,5706 + ,6355 + ,6404 + ,6426 + ,6375 + ,5869 + ,5994 + ,6105 + ,5792 + ,6011 + ,5968 + ,6255 + ,6208 + ,6897 + ,6814 + ,6897 + ,6596 + ,6188 + ,6406 + ,6548 + ,5842 + ,6555 + ,6424 + ,6596 + ,6645 + ,7203 + ,7128 + ,7133 + ,6778 + ,6593 + ,6591 + ,6120 + ,5612 + ,6070 + ,5983 + ,6145 + ,6303 + ,6588 + ,6640 + ,6719 + ,6575 + ,6487 + ,6510 + ,6365 + ,5844 + ,5974 + ,5880 + ,6279 + ,6342 + ,6598 + ,6801 + ,6529 + ,6369 + ,6028 + ,6187 + ,6164 + ,5866 + ,6198 + ,5898 + ,6462 + ,6063 + ,6496 + ,6678 + ,6554 + ,6513 + ,6210 + ,5928 + ,6268 + ,5582 + ,5869 + ,5764 + ,6082 + ,6062 + ,6810 + ,6727 + ,6537 + ,6175 + ,6014 + ,6109) > 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/1p0341476787539.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/2divg1476787539.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/3o7yo1476787539.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] 1.0000000 0.9705365 0.9532541 0.9297008 0.9076689 0.8892384 0.8750004 [8] 0.8666216 0.8630804 0.8613975 0.8616958 0.8558303 0.8551781 0.8297615 [15] 0.8142712 0.7895766 0.7673345 0.7480309 0.7307138 0.7200463 0.7137869 [22] 0.7100599 0.7080187 0.7003401 0.6969240 0.6722035 0.6552986 0.6313689 [29] 0.6112528 0.5921055 0.5750108 0.5670251 0.5610496 0.5565608 0.5542242 [36] 0.5429531 0.5394007 0.5160326 0.4966369 0.4722472 0.4512132 0.4314782 [43] 0.4144150 0.4049601 0.3990448 0.3964510 0.3956386 0.3856547 0.3838503 > (mypacf <- c(rpacf$acf)) [1] 0.9705364569 0.1948550004 -0.0771176919 -0.0204603795 0.0641417374 [6] 0.0920374073 0.1206508824 0.1178513167 0.0655440741 0.0592792588 [11] -0.0702387075 0.0898560880 -0.3717105465 0.0366354438 -0.0866755288 [16] -0.0161745469 0.0062821896 -0.0119902927 0.0503877047 0.0452321521 [21] 0.0502641664 0.0138018832 -0.0236363565 0.0349277014 -0.1955648249 [26] -0.0168990550 0.0004703691 0.0285678423 -0.0235877034 -0.0122865488 [31] 0.0823763952 0.0061906715 -0.0065953696 0.0133373278 -0.0936117300 [36] 0.0891706593 -0.1209793262 -0.0901766952 0.0019637681 0.0078041315 [41] -0.0001700677 -0.0119305131 0.0195501056 0.0479189877 0.0410793678 [46] 0.0241848527 -0.0578735619 0.0585167646 > 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/4wruf1476787539.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/5tyqg1476787539.tab") > > try(system("convert tmp/1p0341476787539.ps tmp/1p0341476787539.png",intern=TRUE)) character(0) > try(system("convert tmp/2divg1476787539.ps tmp/2divg1476787539.png",intern=TRUE)) character(0) > try(system("convert tmp/3o7yo1476787539.ps tmp/3o7yo1476787539.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.242 0.109 1.378