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Type 'q()' to quit R. > x <- c(86.86,86.79,82.52,86.87,81.62,82.66,89.87,92.04,79.74,77.75,79.12,76.37,75.01,77.6,77.81,81.7,76.47,74.72,84.43,86.72,70.99,75.43,74.14,73.3,71.97,69.27,74.13,76.4,72.26,72.1,87.82,91.62,82.69,85.76,86.87,93.09,83.73,84.49,87.37,89.13,83.2,83.77,93.68,93.09,88.59,87.88,87.89,89.38) > 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/1aug41353097322.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/230nm1353097322.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/3jg7w1353097322.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 0.65468254 0.41359560 0.49201491 0.50604651 0.28485911 [7] 0.10759959 0.13176005 0.19393404 0.06237414 -0.12741990 0.03611392 [13] 0.22152558 -0.03542526 -0.19526141 -0.16124162 -0.12404739 -0.28181620 [19] -0.39657917 -0.40290788 -0.33206318 -0.39312917 -0.47052425 -0.29838091 [25] -0.14176764 -0.18851760 -0.20811865 -0.12696136 -0.03660755 -0.06933408 [31] -0.08594252 -0.06508987 -0.01483037 -0.05278557 -0.04610770 0.02074232 [37] 0.06730327 0.05982938 0.05526500 0.07789562 0.08263163 0.06793079 [43] 0.06074194 0.04796640 0.04198456 0.02521732 0.02741489 0.01543013 > (mypacf <- c(rpacf$acf)) [1] 0.6546825439 -0.0262755890 0.4051313919 0.0596048640 -0.2102007796 [6] -0.1645590716 0.0005703382 0.1379681051 -0.0713819916 -0.1910008771 [11] 0.3120803945 0.1771741844 -0.4252228975 -0.0681748377 -0.3440648102 [16] 0.0122174625 -0.0432957127 0.0605243618 -0.1836216928 -0.0516674490 [21] 0.0421056661 0.1357972840 -0.0253192398 -0.0340817593 0.0583804903 [26] -0.0050075056 0.0178288603 -0.0375393580 -0.0623528937 0.0154930331 [31] 0.0863134296 -0.1005805506 -0.0128688831 0.0110688919 -0.1341547115 [36] -0.0604030945 -0.0665480218 -0.0259423611 -0.0330730034 -0.0731746479 [41] 0.0337419383 -0.0417936218 0.0160877358 0.1289549144 0.0194962089 [46] -0.1304551394 0.0239217815 > 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/4eaoc1353097322.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/5xno11353097322.tab") > > try(system("convert tmp/1aug41353097322.ps tmp/1aug41353097322.png",intern=TRUE)) character(0) > try(system("convert tmp/230nm1353097322.ps tmp/230nm1353097322.png",intern=TRUE)) character(0) > try(system("convert tmp/3jg7w1353097322.ps tmp/3jg7w1353097322.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.878 0.462 2.321