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Type 'q()' to quit R. > x <- c(37729,48191,52498,57319,44377,48081,52597,53331,39587,46278,50365,57176,39251,47946,50427,54317,41210,50592,55728,59099,47519,53203,53882,55163,45255,50423,52161,54562,40971,48014,48440,44967,27218,30269,33234,36811,27745,31891,32398,34093,28358,29532,30769,32080,23951,34628,22978,35704,23090,22111,28925,35968,28963,34074,39160,51314,34527,40722,50609,52435) > par8 = '' > par7 = '0.95' > par6 = 'White Noise' > par5 = '4' > par4 = '0' > par3 = '0' > par2 = '1' > par1 = '48' > par8 <- '' > par7 <- '0.95' > par6 <- 'White Noise' > par5 <- '4' > 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/1kue51483821328.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/2g8qp1483821328.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/357bo1483821328.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 0.698694411 0.630814641 0.612272458 0.777599959 [6] 0.512599114 0.427628146 0.397964372 0.545521652 0.287004698 [11] 0.237115648 0.176853159 0.301916636 0.096296374 0.039016229 [16] -0.006073539 0.120222985 -0.068368364 -0.139473916 -0.197280266 [21] -0.085590333 -0.253900071 -0.315575738 -0.334923970 -0.194583099 [26] -0.325646450 -0.365112301 -0.375580211 -0.226686639 -0.322039004 [31] -0.345355188 -0.349624079 -0.198178329 -0.251929659 -0.242398515 [36] -0.256498409 -0.124309023 -0.177627482 -0.188683623 -0.192992263 [41] -0.079668009 -0.131663422 -0.150622899 -0.162735091 -0.047300461 [46] -0.102078374 -0.115443255 -0.102801583 -0.004698093 > (mypacf <- c(rpacf$acf)) [1] 0.6986944105 0.2786898833 0.2110653298 0.5517733169 -0.4908945613 [6] -0.1490543111 -0.0009037764 0.1773818192 -0.2500742922 0.0920163683 [11] -0.1789274346 0.0116004643 0.0500733141 -0.1173504024 0.0183151212 [16] 0.0569259211 -0.1263569573 -0.2070598594 0.0080999433 -0.1089118229 [21] -0.0431419020 0.0325221150 0.0610533884 0.0754771946 0.0045902137 [26] -0.0378282927 -0.0841229757 0.0660774996 0.0080744659 0.0024880914 [31] -0.0619099282 -0.0016199481 0.0771895514 0.1256443422 -0.0518736923 [36] -0.0883669323 -0.0646167151 -0.1475790204 0.0894846714 -0.0722318707 [41] -0.0893940852 -0.0730184616 0.0119385001 0.0133978308 0.0248000136 [46] 0.0666429188 0.0249834364 -0.0344447011 > 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/49qzs1483821328.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/568gb1483821328.tab") > > try(system("convert tmp/1kue51483821328.ps tmp/1kue51483821328.png",intern=TRUE)) character(0) > try(system("convert tmp/2g8qp1483821328.ps tmp/2g8qp1483821328.png",intern=TRUE)) character(0) > try(system("convert tmp/357bo1483821328.ps tmp/357bo1483821328.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.139 0.088 1.240