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Type 'q()' to quit R. > x <- c(1859000,1869000,1858000,1859000,1878000,1876000,1869000,1888000,1874000,1872000,1885000,1878000,1868000,1879000,1873000,1863000,1880000,1886000,1880000,1901000,1900000,1901000,1922000,1917000,1918000,1927000,1926000,1926000,1945000,1940000,1934000,1945000,1940000,1935000,1945000,1937000,1932000,1947000,1943000,1941000,1951000,1951000,1944000,1962000,1968000,1969000,1972000,1954000,1959000,1971000,1963000,1964000,1986000,1972000,1975000,1993000,1983000,1997000,2000000,1995000,1991000,2001000,1993000,1995000,2010000,2005000,2008000,2028000,2015000,2023000,2031000,2027000) > 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/1zhyf1476820124.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/2p0kl1476820124.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/3crgi1476820124.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 -0.409239681 -0.345218963 0.711150890 -0.363594955 [6] -0.328673272 0.641241033 -0.325063113 -0.334644027 0.575992403 [11] -0.329646645 -0.293837292 0.608460425 -0.316499844 -0.265847966 [16] 0.564638828 -0.352632148 -0.177992828 0.500721702 -0.357207994 [21] -0.160755446 0.478375174 -0.307499587 -0.099878159 0.452691239 [26] -0.336874459 -0.084076035 0.402081469 -0.299161117 -0.091376373 [31] 0.355748652 -0.306086790 -0.071964009 0.362773992 -0.295627975 [36] -0.013659426 0.308794152 -0.289534496 0.003706687 0.289204779 [41] -0.262978506 -0.007684232 0.236043439 -0.276452182 -0.006407609 [46] 0.299679804 -0.280755195 0.017056909 0.273738406 > (mypacf <- c(rpacf$acf)) [1] -0.409239681 -0.615834218 0.446695362 -0.040582687 -0.225590013 [6] 0.110612566 -0.015910009 -0.183666217 -0.054356339 -0.179422302 [11] -0.152681685 0.113911635 -0.022443020 -0.055721934 -0.017312940 [16] -0.185061092 0.027557568 -0.090464671 -0.187421390 -0.133021616 [21] -0.072112375 0.032429380 0.114527603 0.014115469 -0.088838592 [26] -0.037713763 -0.113251005 0.017239112 -0.128579708 -0.165557422 [31] -0.049887297 -0.031960180 0.066930483 -0.037364968 -0.018074954 [36] -0.069386158 -0.037231111 -0.063867155 -0.054368335 -0.018528534 [41] -0.043643479 0.001931501 -0.096413898 -0.153984037 0.052509381 [46] -0.044089047 -0.005620583 -0.012405485 > 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/41rz01476820124.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/58zyr1476820124.tab") > > try(system("convert tmp/1zhyf1476820124.ps tmp/1zhyf1476820124.png",intern=TRUE)) character(0) > try(system("convert tmp/2p0kl1476820124.ps tmp/2p0kl1476820124.png",intern=TRUE)) character(0) > try(system("convert tmp/3crgi1476820124.ps tmp/3crgi1476820124.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.195 0.092 1.316