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Type 'q()' to quit R. > x <- c(272567,266674,301601,322421,313776,300156,315745,299214,295184,340003,332748,316337,293572,308713,354188,334540,313285,337881,356955,323661,296034,377623,342590,300905,309470,271492,307759,326106,335576,310485,335173,298344,288269,319410,327692,315401,277720,260573,318025,300264,317640,303273,315089,275840,292823,339759,328032,344675,260952,275466,331940,347644,338063,384283,398482,347062,350731,368799,387710,362988) > 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/12ahz1476809225.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/2cojn1476809225.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/3edq91476809225.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 0.488251890 0.138851987 0.169514281 0.230652458 [6] 0.201972172 0.152614217 0.176425642 -0.003531253 -0.171197458 [11] -0.255033758 -0.002530660 0.225303025 -0.035398816 -0.228927793 [16] -0.266304967 -0.198361949 -0.140478806 -0.140889688 -0.080185407 [21] -0.149081941 -0.255243182 -0.299375796 -0.009419445 0.161040575 [26] 0.049661438 -0.073296720 -0.171251731 -0.093071554 -0.010636244 [31] -0.015367858 0.045314535 0.096268868 -0.005949585 -0.087464695 [36] 0.113913981 0.295750964 0.214567556 0.078073769 0.057196094 [41] 0.104239789 0.095462618 0.064295826 0.097719989 0.070762396 [46] -0.047317088 -0.106346267 -0.006879691 0.063242864 > (mypacf <- c(rpacf$acf)) [1] 0.488251890 -0.130694069 0.209284753 0.090022777 0.063218262 [6] 0.038228202 0.094215382 -0.231244182 -0.141953961 -0.241951861 [11] 0.261056845 0.220209164 -0.210776047 -0.096220386 -0.202804257 [16] -0.046961578 0.044704029 -0.152224842 0.028446491 -0.011790024 [21] 0.004884161 -0.012923641 0.120206086 -0.041715591 0.060302890 [26] -0.117883703 -0.154493910 -0.027545643 -0.003677330 -0.109166861 [31] 0.098726481 0.133608743 0.096276707 0.028781220 -0.033726311 [36] 0.047607325 -0.075410391 -0.059508392 0.106362739 -0.041373577 [41] 0.079009694 0.006986656 -0.049580692 -0.063400517 0.008313009 [46] -0.045525894 0.008990913 -0.123739877 > 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/48tbp1476809225.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/5a6191476809225.tab") > > try(system("convert tmp/12ahz1476809225.ps tmp/12ahz1476809225.png",intern=TRUE)) character(0) > try(system("convert tmp/2cojn1476809225.ps tmp/2cojn1476809225.png",intern=TRUE)) character(0) > try(system("convert tmp/3edq91476809225.ps tmp/3edq91476809225.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.332 0.092 1.448