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Type 'q()' to quit R. > x <- c(41086,39690,43129,37863,35953,29133,24693,22205,21725,27192,21790,13253,37702,30364,32609,30212,29965,28352,25814,22414,20506,28806,22228,13971,36845,35338,35022,34777,26887,23970,22780,17351,21382,24561,17409,11514,31514,27071,29462,26105,22397,23843,21705,18089,20764,25316,17704,15548) > 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/1rq221353096848.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/2j8x71353096848.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/39lk21353096848.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 0.494935866 0.283739048 0.218035169 -0.001798151 [6] -0.149361095 -0.206253519 -0.225854035 -0.106377132 0.029848771 [11] 0.022679753 0.188485869 0.590249472 0.218268896 0.083731149 [16] 0.061903056 -0.095548108 -0.158168800 -0.211829231 -0.239952237 [21] -0.114991067 -0.028916012 -0.008896109 0.141131117 0.407850534 [26] 0.161679476 0.063075960 0.008894546 -0.105779940 -0.151492163 [31] -0.204281731 -0.219858234 -0.142579098 -0.109547561 -0.101455835 [36] -0.023122329 0.124030965 0.017744151 -0.028216782 -0.058785062 [41] -0.096702246 -0.117382472 -0.146666000 -0.153875924 -0.134992291 [46] -0.115117638 -0.099925895 -0.058557101 > (mypacf <- c(rpacf$acf)) [1] 0.4949358658 0.0513583583 0.0788740122 -0.1956117482 -0.1439849718 [6] -0.0979366896 -0.0390665265 0.1264561358 0.1348430469 -0.0530141060 [11] 0.1549868084 0.5571792715 -0.5207760685 -0.1194915344 -0.0190580574 [16] 0.0614202990 0.0662040121 -0.0364385653 -0.0254865739 -0.0171741210 [21] -0.0270826447 0.1912114452 0.0174563603 -0.1913821346 0.0791296637 [26] -0.0121860237 -0.0950188728 0.0495286980 -0.0745727155 0.0322607922 [31] 0.0269890267 -0.1323280902 -0.0021023060 -0.1566068619 -0.1589824711 [36] 0.0244887175 0.1045007446 0.0004779529 0.0020562823 -0.0860216241 [41] -0.0059200947 -0.0137147421 -0.0950313944 -0.0246901688 -0.0370107152 [46] -0.0577062051 0.0960141182 > 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/4silk1353096848.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/51zr91353096848.tab") > > try(system("convert tmp/1rq221353096848.ps tmp/1rq221353096848.png",intern=TRUE)) character(0) > try(system("convert tmp/2j8x71353096848.ps tmp/2j8x71353096848.png",intern=TRUE)) character(0) > try(system("convert tmp/39lk21353096848.ps tmp/39lk21353096848.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.879 0.433 2.297