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Type 'q()' to quit R. > x <- c(23.15,23.18,23.32,23.37,23.43,23.65,23.76,23.81,23.85,23.83,23.85,23.71,23.74,23.87,24.13,24.23,24.27,24.41,24.39,24.34,24.31,24.34,24.41,24.39,24.54,24.9,25.63,26.7,27.12,27.68,27.84,27.84,27.77,27.8,27.82,27.72,27.87,27.83,28.07,28.05,28.15,28.3,28.41,28.43,28.43,28.29,28.19,27.53,27.92,27.98,27.92,27.89,27.95,28.02,27.97,27.81,27.78,27.56,27.52,27.18,27.18,27.26,27.38,27.31,27.43,27.4,27.32,27.31,27.34,27.3,27.3,26.94) > 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/1aoj81352737046.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/2uyzu1352737046.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/3pc4s1352737046.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 0.97081946 0.93348063 0.89114598 0.84585550 0.79935893 [7] 0.75561273 0.71391489 0.67304811 0.63202507 0.59011490 0.54619344 [13] 0.49858674 0.44587624 0.39078354 0.33617268 0.28090582 0.22546548 [19] 0.17279467 0.12234764 0.07211678 0.02296683 -0.02644852 -0.07723628 [25] -0.12911015 -0.18127003 -0.23145839 -0.27345592 -0.30200930 -0.32423568 [31] -0.33739982 -0.34521110 -0.35106289 -0.35565447 -0.35816824 -0.36017219 [37] -0.36448307 -0.36765872 -0.37167683 -0.37263562 -0.37366343 -0.37303495 [43] -0.36951048 -0.36224974 -0.35239307 -0.33956317 -0.32407490 -0.30765137 [49] -0.29899823 > (mypacf <- c(rpacf$acf)) [1] 0.9708194566 -0.1566658234 -0.0887369541 -0.0549689440 -0.0302346184 [6] 0.0326726544 0.0022483149 -0.0236313830 -0.0378436513 -0.0447849488 [11] -0.0565581738 -0.0815262693 -0.1033901119 -0.0517440749 -0.0108797922 [16] -0.0501194046 -0.0506922875 -0.0057157347 -0.0227730753 -0.0546560474 [21] -0.0332085856 -0.0584945298 -0.0691978184 -0.0586790693 -0.0513469715 [26] -0.0200373059 0.0817894613 0.1616426132 0.0076978888 0.0705649333 [31] 0.0121192298 -0.0171571753 0.0027795705 0.0214406700 -0.0007558375 [36] -0.0601590974 -0.0036965478 -0.0670753253 -0.0071397948 -0.0860203376 [41] -0.0407346190 -0.0125720422 -0.0018785732 0.0017678015 0.0195597076 [46] 0.0108591864 -0.0089144791 -0.1634975852 > 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/4jsjo1352737046.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/5plz81352737046.tab") > > try(system("convert tmp/1aoj81352737046.ps tmp/1aoj81352737046.png",intern=TRUE)) character(0) > try(system("convert tmp/2uyzu1352737046.ps tmp/2uyzu1352737046.png",intern=TRUE)) character(0) > try(system("convert tmp/3pc4s1352737046.ps tmp/3pc4s1352737046.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.792 0.412 2.182