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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 = '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. 1.2.291 () > #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/1n71n1352710819.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/2gibn1352710819.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/3x1w31352710819.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 0.013732246 -0.157684163 -0.138121990 -0.147762296 [6] 0.178267399 0.146328939 -0.215343916 -0.097130904 -0.036389359 [11] 0.038953426 0.030598874 0.041495415 -0.198964252 0.018357538 [16] -0.055781852 0.045328863 0.034473255 -0.028411380 -0.068874569 [21] 0.049479348 -0.026491803 0.109545642 -0.041721408 -0.085848117 [26] -0.118314969 0.046308498 0.097310012 0.144507102 -0.045526328 [31] -0.079560745 0.133745264 0.029417062 0.038922169 -0.037277951 [36] -0.230217539 0.157264178 0.053112106 0.044440519 0.013928718 [41] -0.180437529 -0.125948625 0.047604671 0.071411596 0.004810602 [46] 0.005790981 -0.062183833 -0.007113698 0.102574585 > (mypacf <- c(rpacf$acf)) [1] 0.0137322455 -0.1579025143 -0.1368844990 -0.1789926704 0.1394819215 [6] 0.0858984904 -0.2248771888 -0.0597554130 -0.0205314740 -0.0229316478 [11] -0.1166666871 0.0684452808 -0.1737718020 -0.0038630282 -0.1596017479 [16] 0.0172328025 -0.0835072566 -0.0326035693 -0.0836526311 -0.0057814782 [21] -0.0868306540 0.0371871655 -0.0905752195 -0.1080295035 -0.1733481146 [26] -0.0569837872 0.0007656501 0.0114507809 -0.0386297961 -0.0633318223 [31] 0.1922080743 -0.1181025612 0.0561784857 -0.1089507145 -0.0795080222 [36] 0.0720137857 -0.0212268358 0.0414053772 0.0187862888 -0.0925871345 [41] -0.1345495022 -0.0694932537 0.0113635578 -0.0474539715 0.0023325163 [46] 0.0198934177 -0.0113089500 -0.0510978993 > 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/4nn011352710819.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/5z8pl1352710819.tab") > > try(system("convert tmp/1n71n1352710819.ps tmp/1n71n1352710819.png",intern=TRUE)) character(0) > try(system("convert tmp/2gibn1352710819.ps tmp/2gibn1352710819.png",intern=TRUE)) character(0) > try(system("convert tmp/3x1w31352710819.ps tmp/3x1w31352710819.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 5.924 1.366 7.231