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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 = '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/fisher/rcomp/tmp/13mt11353093793.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/2rx4r1353093793.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/3u8iv1353093793.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 -0.014721756 -0.015047351 -0.015372946 -0.015698542 [6] -0.016024137 -0.016349732 -0.016675327 -0.017000923 -0.017326518 [11] -0.017652113 -0.018091964 0.394674012 -0.002747420 -0.003073015 [16] -0.003398611 -0.003724206 -0.004049801 -0.004375396 -0.004700992 [21] -0.005026587 -0.005352182 -0.005677777 -0.006117628 -0.065660954 [26] -0.007111584 -0.007437179 -0.007762775 -0.008088370 -0.008413965 [31] -0.008739561 -0.009065156 -0.009390751 -0.009716346 -0.010041942 [36] -0.011395834 -0.044757288 -0.013075322 -0.013400917 -0.013726512 [41] -0.014052107 -0.014377703 -0.014703298 -0.015028893 -0.015354488 [46] -0.015680084 -0.016005679 -0.016674040 -0.025673067 > (mypacf <- c(rpacf$acf)) [1] -0.014721756 -0.015267390 -0.015829734 -0.016409855 -0.017008916 [6] -0.017628186 -0.018269057 -0.018933054 -0.019621849 -0.020337288 [11] -0.021196007 0.392568952 0.005740780 0.005927794 0.006109089 [16] 0.006305492 0.006517555 0.006745854 0.006990996 0.007253614 [21] 0.007534374 0.007833960 0.008127961 -0.261491790 -0.014220816 [26] -0.014994527 -0.015771925 -0.016581300 -0.017424929 -0.018305324 [31] -0.019225266 -0.020187844 -0.021196497 -0.022255081 -0.024649071 [36] 0.111565142 -0.008581751 -0.008497205 -0.008433925 -0.008349837 [41] -0.008243696 -0.008114179 -0.007959891 -0.007779367 -0.007571066 [46] -0.007334076 -0.006104939 -0.091511701 > 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/4wtkl1353093793.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/5d3sr1353093793.tab") > > try(system("convert tmp/13mt11353093793.ps tmp/13mt11353093793.png",intern=TRUE)) character(0) > try(system("convert tmp/2rx4r1353093793.ps tmp/2rx4r1353093793.png",intern=TRUE)) character(0) > try(system("convert tmp/3u8iv1353093793.ps tmp/3u8iv1353093793.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.760 0.434 2.185