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Type 'q()' to quit R. > x <- c(84543,55735,65814,55382,57422,57729,48213,44789,50998,50328,47719,19946,80608,50747,61687,47539,54412,83362,36911,39254,37597,32557,35537,21500,56125,37432,43347,36870,36247,41293,36190,33381,36609,41861,45926,45079,51469,39013,37036,34865,37505,39379,35653,30515,35984,41068,37851,40333,56004,39797,37960,34357,35069,45299,40475,36277,41910,45234,46425,73241) > 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/1xdab1477060230.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/286xy1477060230.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/3o66r1477060230.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 -0.530129672 0.149785856 -0.039470330 -0.051334349 [6] 0.294925832 -0.429782592 0.213540878 0.008142802 -0.088490864 [11] 0.158559374 -0.351528099 0.449694787 -0.256722520 0.077806018 [16] -0.001395852 -0.090512117 0.133044389 -0.074208407 0.048854328 [21] 0.022668198 -0.037942323 0.052042503 -0.139337314 0.193359262 [26] -0.117856007 0.018291715 -0.013373563 0.018897019 0.011555893 [31] -0.064869268 0.059863421 -0.008541433 0.003638208 -0.033058674 [36] -0.023130216 0.144109738 -0.083603389 -0.022742968 -0.006499640 [41] 0.007007153 -0.053560866 0.028973190 -0.002490625 -0.010598199 [46] 0.024595976 -0.047882984 0.064344671 -0.012682022 > (mypacf <- c(rpacf$acf)) [1] -0.530129672 -0.182556958 -0.060931020 -0.109403068 0.312436540 [6] -0.178978887 -0.160472238 0.079940596 -0.066966630 0.065879986 [11] -0.181882474 0.157893677 0.026568773 0.048685075 -0.004162137 [16] -0.019214699 -0.179105215 0.162783157 0.117693293 0.041144908 [21] 0.102898565 -0.070906925 -0.132203537 0.098143133 0.073841520 [26] -0.058445330 -0.009930636 0.035578085 -0.010544838 -0.069925665 [31] 0.043046781 -0.041808764 -0.045726070 0.018906604 0.054916902 [36] 0.044048943 0.087638544 -0.087117983 -0.119052157 -0.062422466 [41] -0.153524009 0.040366938 0.069379790 -0.038305309 -0.008379990 [46] -0.029031236 0.022106152 0.012316111 > 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/4o0xx1477060230.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/5feds1477060230.tab") > > try(system("convert tmp/1xdab1477060230.ps tmp/1xdab1477060230.png",intern=TRUE)) character(0) > try(system("convert tmp/286xy1477060230.ps tmp/286xy1477060230.png",intern=TRUE)) character(0) > try(system("convert tmp/3o66r1477060230.ps tmp/3o66r1477060230.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.226 0.138 1.380