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Type 'q()' to quit R. > x <- c(9.24,9.29,9.39,9.42,9.42,9.43,9.5,9.53,9.58,9.58,9.6,9.61,9.65,9.71,9.78,9.79,9.84,9.87,9.9,9.95,9.96,9.98,10.01,10,10.03,10.05,10.06,10.09,10.24,10.23,10.27,10.28,10.29,10.44,10.51,10.52,10.57,10.62,10.71,10.73,10.74,10.75,10.79,10.81,10.87,10.92,10.95,10.94,10.97,10.99,11.04,11.09,11.12,11.11,11.14,11.2,11.25,11.3,11.31,11.31,11.33,11.41,11.46,11.48,11.58,11.63,11.69,11.74,11.68,11.69,11.71,11.75) > 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/wessaorg/rcomp/tmp/10fvt1352710701.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/291a91352710701.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/3wngr1352710701.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 0.95848913 0.91761086 0.87876759 0.83937653 0.79625905 [7] 0.75248917 0.71044218 0.66929308 0.63108512 0.59162195 0.55234655 [13] 0.51392686 0.47547703 0.43752442 0.40030158 0.36328908 0.32762194 [19] 0.29303781 0.25876125 0.22428673 0.18933222 0.15501558 0.12142428 [25] 0.08663537 0.05234659 0.01704983 -0.01866940 -0.05361829 -0.08358896 [31] -0.11457469 -0.14425257 -0.17494572 -0.20645910 -0.23390478 -0.25742676 [37] -0.27976815 -0.30036656 -0.32022255 -0.33608260 -0.34754556 -0.35886348 [43] -0.37015889 -0.37985638 -0.39020424 -0.39471241 -0.39735521 -0.39924794 [49] -0.40149557 > (mypacf <- c(rpacf$acf)) [1] 0.9584891316 -0.0134141419 0.0037750827 -0.0270703632 -0.0667912294 [6] -0.0330850377 -0.0059862775 -0.0130544539 0.0149610357 -0.0373277549 [11] -0.0227492560 -0.0171748589 -0.0285660809 -0.0185324618 -0.0158975414 [16] -0.0242258621 -0.0089959315 -0.0146239986 -0.0228264809 -0.0292010431 [21] -0.0360237026 -0.0226444797 -0.0205484101 -0.0440155300 -0.0235964080 [26] -0.0461930060 -0.0411842944 -0.0262719380 0.0252987540 -0.0435820379 [31] -0.0153752365 -0.0521677322 -0.0528784056 0.0087892616 0.0126136146 [36] -0.0147484922 -0.0063841306 -0.0329293328 0.0115711377 0.0211736304 [41] -0.0262807839 -0.0237158988 -0.0131625397 -0.0441338957 0.0477259426 [46] 0.0001100942 -0.0096524804 -0.0268768814 > 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/43sfl1352710701.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/5z1871352710701.tab") > > try(system("convert tmp/10fvt1352710701.ps tmp/10fvt1352710701.png",intern=TRUE)) character(0) > try(system("convert tmp/291a91352710701.ps tmp/291a91352710701.png",intern=TRUE)) character(0) > try(system("convert tmp/3wngr1352710701.ps tmp/3wngr1352710701.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.937 0.421 2.338