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Type 'q()' to quit R. > x <- c(434.49,434.43,434.07,434.52,433.52,433.52,433.52,433.26,433.63,434.67,432.87,432.49,432.5,430.88,431.64,433.7,434.47,434.38,434.9,435.3,435.37,436.61,436.08,436.08,436.08,435.99,437.72,438.73,437.7,438.13,438.13,438.31,439.67,442,442.61,442.27,442.27,443.72,443.83,444.01,445.01,444.9,444.86,445.36,447.99,449.08,448.66,447.65,447.69,448.17,450.62,450.38,449.18,448.73,448.73,449.55,449.71,449.93,452.23,452.98,452.88,452.37,452.76,452.96,455.21,453.6,453.6,453.86,454.21,454.62,456.28,456.17) > par8 = '' > par7 = '0.95' > par6 = 'White Noise' > par5 = '12' > par4 = '0' > par3 = '0' > par2 = '1' > par1 = '48' > par8 <- '' > par7 <- '0.95' > par6 <- 'White Noise' > par5 <- '12' > par4 <- '0' > par3 <- '0' > 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/fisher/rcomp/tmp/1csbg1356887050.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/fisher/rcomp/tmp/2myy61356887050.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/fisher/rcomp/tmp/31fzp1356887050.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] 1.00000000 0.96426158 0.92575232 0.89349634 0.86362935 0.83246479 [7] 0.80042007 0.76248744 0.71792012 0.68003063 0.64434430 0.60567101 [13] 0.56190907 0.51448428 0.46461505 0.42074142 0.38129087 0.34448214 [19] 0.30808558 0.26752174 0.22507213 0.17909539 0.13513986 0.09800091 [25] 0.06144872 0.02201135 -0.02315026 -0.06803167 -0.10736330 -0.14052464 [31] -0.17358440 -0.20796802 -0.24304835 -0.27268584 -0.29693166 -0.31965842 [37] -0.34015336 -0.36101263 -0.38160473 -0.40062170 -0.41176775 -0.41634122 [43] -0.42197933 -0.42810188 -0.43432908 -0.43933639 -0.43815056 -0.43183305 [49] -0.42774269 > (mypacf <- c(rpacf$acf)) [1] 0.9642615839 -0.0576652862 0.0708548671 0.0099173296 -0.0296032288 [6] -0.0231400601 -0.1034891970 -0.1135741718 0.0635468951 -0.0183566952 [11] -0.0546043902 -0.0830445409 -0.0789937169 -0.0657081339 0.0405301610 [16] 0.0033695278 0.0309485273 0.0093207257 -0.0712207585 -0.0518491595 [21] -0.1100834050 -0.0384695771 0.0605248504 -0.0209377506 -0.0458586483 [26] -0.1122904484 -0.0628460825 0.0078299899 0.0201370573 -0.0325548717 [31] -0.0040109534 -0.0157611109 0.0381178045 0.0008958756 -0.0558794177 [36] 0.0023110129 -0.0034683908 -0.0154548828 -0.0181239881 0.0375061551 [41] 0.0447667869 -0.0334497901 -0.0325427917 -0.0300658378 -0.0060826354 [46] 0.0571392826 0.0279717612 -0.0584573947 > lengthx <- length(x) > sqrtn <- sqrt(lengthx) > > #Note: the /var/fisher/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/fisher/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/fisher/rcomp/tmp/4hbah1356887050.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/fisher/rcomp/tmp/5kfav1356887050.tab") > > try(system("convert tmp/1csbg1356887050.ps tmp/1csbg1356887050.png",intern=TRUE)) character(0) > try(system("convert tmp/2myy61356887050.ps tmp/2myy61356887050.png",intern=TRUE)) character(0) > try(system("convert tmp/31fzp1356887050.ps tmp/31fzp1356887050.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.900 0.533 2.439