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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 = '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/11go61476809423.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/2mx0k1476809423.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/3f1y31476809423.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 -0.198429688 -0.357138497 -0.001123153 0.088859104 [6] -0.032871099 -0.054742872 0.234852569 -0.025620715 -0.037854878 [11] -0.314763410 0.024321448 0.427229768 -0.045848982 -0.134769556 [16] -0.090438783 0.006039333 0.051618371 -0.038076386 0.096069791 [21] 0.028199555 -0.008717792 -0.335155591 0.076423426 0.273183938 [26] -0.032412090 0.009670388 -0.145428996 -0.004404456 0.039661814 [31] -0.029089327 -0.043082274 0.157478480 0.018010523 -0.262091684 [36] -0.020845469 0.248989982 0.007224749 -0.103145504 -0.024547717 [41] 0.050141829 -0.017874963 -0.045401351 0.046330060 0.090742004 [46] -0.039682899 -0.142680824 0.056279074 0.065068429 > (mypacf <- c(rpacf$acf)) [1] -0.198429688 -0.412765196 -0.229806419 -0.169015512 -0.184049562 [6] -0.196978512 0.135636999 0.059187248 0.219969196 -0.271632020 [11] -0.215128982 0.184246777 0.109796441 0.152695695 -0.026118087 [16] -0.150095542 0.149883325 -0.010031516 -0.018316986 -0.093589417 [21] -0.050001314 -0.189240371 -0.051067189 -0.115932712 -0.079541269 [26] 0.088746389 -0.027686529 -0.004174158 0.086173487 -0.084749921 [31] -0.173747859 -0.071293258 -0.090575238 0.043954238 -0.132602222 [36] 0.045590772 0.005887989 -0.090436402 0.023770783 -0.036740080 [41] -0.078609443 0.063083153 -0.007848365 0.012944506 -0.038896172 [46] -0.027497953 0.094162676 0.009183090 > 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/4xel81476809423.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/5r2oi1476809423.tab") > > try(system("convert tmp/11go61476809423.ps tmp/11go61476809423.png",intern=TRUE)) character(0) > try(system("convert tmp/2mx0k1476809423.ps tmp/2mx0k1476809423.png",intern=TRUE)) character(0) > try(system("convert tmp/3f1y31476809423.ps tmp/3f1y31476809423.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.235 0.119 1.369