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Type 'q()' to quit R. > x <- c(6.91,6.87,6.91,6.89,6.88,6.9,6.91,6.85,6.86,6.82,6.8,6.83,6.84,6.89,7.14,7.21,7.25,7.31,7.3,7.48,7.49,7.4,7.44,7.42,7.14,7.24,7.33,7.61,7.66,7.69,7.7,7.68,7.71,7.71,7.72,7.68,7.72,7.74,7.76,7.9,7.97,7.96,7.95,7.97,7.93,7.99,7.96,7.92,7.97,7.98,8,8.04,8.17,8.29,8.26,8.3,8.32,8.28,8.27,8.32,8.31,8.34,8.32,8.36,8.33,8.35,8.34,8.37,8.31,8.33,8.34,8.25,8.27,8.31,8.25,8.3,8.3,8.35,8.78,8.9,8.9,8.9,9,9.05) > 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. 1.2.291 () > #Author: root > #To cite this work: Wessa P., (2012), (Partial) Autocorrelation Function (v1.0.11) 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) > 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/1uq401333566513.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/2mckt1333566513.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/3v8hf1333566513.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 0.146271611 -0.027813793 0.011834745 -0.093784900 [6] -0.078174965 -0.029695663 -0.170217853 -0.023290243 -0.059251974 [11] -0.167846745 0.043907089 0.074462042 0.142528821 0.066683572 [16] -0.083474665 -0.106650711 0.001818920 -0.119084255 -0.080531153 [21] 0.011122178 -0.088444187 -0.014885513 0.080560842 -0.028582698 [26] 0.160244789 0.170362829 0.016657568 -0.077160390 -0.085292597 [31] 0.001648891 -0.082442611 -0.115668908 0.053026538 0.036114028 [36] -0.081923354 0.015901000 -0.002388689 0.067900500 0.113608624 [41] 0.043818756 -0.041530078 -0.001183490 -0.077632175 -0.047077222 [46] -0.039063848 -0.020604940 -0.004515621 -0.015761724 > (mypacf <- c(rpacf$acf)) [1] 0.146271611 -0.050285045 0.024036719 -0.103155028 -0.048192853 [6] -0.019978755 -0.170391696 0.020167114 -0.092607046 -0.158760447 [11] 0.053913503 0.019435960 0.131506887 -0.036697896 -0.101630303 [16] -0.100635463 -0.009995570 -0.103793650 -0.076219449 0.008564816 [21] -0.105377625 -0.014861699 0.060226415 -0.092182677 0.097095727 [26] 0.049669795 0.008248855 -0.130780675 -0.055659001 0.073634569 [31] -0.149701318 -0.047683722 0.092299496 -0.020662252 -0.087224026 [36] -0.021103035 -0.041895179 -0.024343553 0.020173927 0.050288386 [41] -0.027840774 -0.004705685 -0.065179777 0.016975634 -0.062847231 [46] -0.042519106 -0.030646433 -0.028232358 > 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/4mda01333566513.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/5idna1333566513.tab") > > try(system("convert tmp/1uq401333566513.ps tmp/1uq401333566513.png",intern=TRUE)) character(0) > try(system("convert tmp/2mckt1333566513.ps tmp/2mckt1333566513.png",intern=TRUE)) character(0) > try(system("convert tmp/3v8hf1333566513.ps tmp/3v8hf1333566513.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.944 0.210 1.151