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Type 'q()' to quit R. > x <- c(45570,45118,41921,40167,37315,39206,57075,58664,51705,45527,41057,40867,41484,39738,37254,35177,32846,34079,51287,52800,48443,42223,38796,38952,42343,42023,39340,37149,35431,36537,49626,58677,56009,50069,46470,45603,46729,46989,44666,42920,40125,40941,57748,61246,59809,52682,48394,47436,49750,48172,44960,41831,38672,39704,56207,59254,57374,51309,47083,45092,46353,45348,42867,39980,36790,37504,53331,55997,54764,48590,45565,44959) > 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/16lcg1489937312.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/2ybtj1489937312.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/3gb181489937312.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 0.314233558 -0.259870321 -0.454863229 -0.292282379 [6] 0.045511560 0.272094285 0.067246850 -0.227893716 -0.387187072 [11] -0.239875755 0.249918435 0.789679573 0.298829774 -0.185008433 [16] -0.380505176 -0.257705279 0.027559992 0.220053552 0.070837255 [21] -0.176407605 -0.322925735 -0.216959273 0.174802348 0.615385890 [26] 0.264168378 -0.112282665 -0.294742881 -0.207183515 0.004169781 [31] 0.156486450 0.057486122 -0.124982656 -0.234226246 -0.183478682 [36] 0.136260974 0.473999535 0.182355755 -0.074538582 -0.212526024 [41] -0.161810496 -0.002553284 0.124407446 0.051861717 -0.077383350 [46] -0.158886562 -0.142003584 0.058484617 0.328814823 > (mypacf <- c(rpacf$acf)) [1] 0.314233558 -0.397903087 -0.284321409 -0.180050716 -0.033673383 [6] 0.032823622 -0.226436822 -0.254781680 -0.391895484 -0.457729097 [11] -0.247266114 0.471568680 -0.237317394 0.051684240 0.091699779 [16] 0.091536742 0.016932243 -0.012476085 0.068127911 0.008039510 [21] 0.009676706 -0.007780682 -0.066344210 -0.029257616 -0.107683671 [26] -0.023765358 -0.056383817 -0.023715275 -0.078729673 -0.081443193 [31] -0.062471344 -0.049823823 0.011572790 -0.057839594 0.073690125 [36] 0.013349750 -0.111095455 0.031444295 -0.017224696 -0.065272933 [41] -0.052550050 0.012864848 -0.009456302 -0.008104519 0.043037326 [46] 0.058365620 -0.125511335 -0.022886010 > 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/49otf1489937312.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/5njqm1489937312.tab") > > try(system("convert tmp/16lcg1489937312.ps tmp/16lcg1489937312.png",intern=TRUE)) character(0) > try(system("convert tmp/2ybtj1489937312.ps tmp/2ybtj1489937312.png",intern=TRUE)) character(0) > try(system("convert tmp/3gb181489937312.ps tmp/3gb181489937312.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.275 0.095 1.389