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Type 'q()' to quit R. > x <- c(348.33,272,272,272,272,272,272,272,272,272,272,272,272,132,132,132,132,132,132,132,132,132,132,132,132,135,135,135,135,135,135,135,135,135,135,135,135,144,144,144,144,144,144,144,144,144,144,144,144,145,145,145,145,145,145,145,145,145,145,145,145,146,146,146,146,146,146,146,146,146,146,146) > 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/1gzza1353093614.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/2asg91353093614.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/3mq9c1353093614.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 0.85774474 0.78241525 0.70708576 0.63175627 0.55642678 [7] 0.48109729 0.40576780 0.33043831 0.25510882 0.17977933 0.10444984 [13] 0.02902872 -0.09570713 -0.09769167 -0.09967621 -0.10166075 -0.10364529 [19] -0.10562983 -0.10761437 -0.10959891 -0.11158345 -0.11356799 -0.11555252 [25] -0.11762869 -0.11263546 -0.11027262 -0.10790978 -0.10554694 -0.10318410 [31] -0.10082126 -0.09845842 -0.09609557 -0.09373273 -0.09136989 -0.08900705 [37] -0.08746885 -0.08198685 -0.08439600 -0.08680515 -0.08921430 -0.09162345 [43] -0.09403260 -0.09644176 -0.09885091 -0.10126006 -0.10366921 -0.10607836 [49] -0.10876239 > (mypacf <- c(rpacf$acf)) [1] 0.857744739 0.176669737 0.011721251 -0.030997092 -0.043262698 [6] -0.048083212 -0.051232112 -0.054179187 -0.057328001 -0.060825722 [11] -0.064767955 -0.069619934 -0.272517117 0.303891030 0.158448451 [16] 0.041748586 -0.009206766 -0.027363616 -0.033535548 -0.036069621 [21] -0.037686472 -0.039109972 -0.040318129 -0.040925979 -0.001960272 [26] -0.185097289 0.104899998 0.117937914 0.055644826 0.008874890 [31] -0.014182914 -0.023672530 -0.027449481 -0.029254439 -0.030595409 [36] -0.036644170 -0.018149465 -0.012243871 -0.139628524 0.006752778 [41] 0.069255202 0.051570642 0.017765421 -0.005968331 -0.018290455 [46] -0.023889955 -0.026388445 -0.029271726 > 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/4twfl1353093614.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/589wa1353093614.tab") > > try(system("convert tmp/1gzza1353093614.ps tmp/1gzza1353093614.png",intern=TRUE)) character(0) > try(system("convert tmp/2asg91353093614.ps tmp/2asg91353093614.png",intern=TRUE)) character(0) > try(system("convert tmp/3mq9c1353093614.ps tmp/3mq9c1353093614.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 3.412 0.751 4.107