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Type 'q()' to quit R. > x <- c(49.98,50.12,50.37,50.39,50.34,50.32,50.32,50.32,50.67,50.86,50.95,51.02,51.02,51.06,50.9,51.23,51.29,51.3,51.3,51.3,51.46,51.47,51.77,51.82,51.82,51.84,51.9,51.94,52.22,52.27,52.27,52.28,52.53,52.73,52.72,52.67,52.67,52.65,52.69,52.73,52.84,52.83,52.83,52.84,52.82,53.09,53.4,53.43,53.43,53.42,53.6,53.69,54.05,54.04,54.04,54.08,54.05,54.39,54.38,54.46,54.46,54.69,54.91,55.52,56.01,56.07,56.07,56.09,56.29,56.45,56.87,56.87) > 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/wessaorg/rcomp/tmp/13uu21353330645.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/2khw21353330645.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/3p3vc1353330645.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 0.176811608 -0.001184368 -0.265507880 -0.132389633 [6] 0.087389527 0.249752570 0.321171279 -0.183672416 -0.119752788 [11] -0.128364597 0.115904448 0.137263245 0.183201462 -0.070142512 [16] -0.191466277 -0.110857789 0.133099787 0.267803004 -0.005675997 [21] -0.010988325 -0.172086842 -0.120849833 0.039742500 0.183913628 [26] 0.030692337 -0.158876589 -0.184530638 -0.151248369 -0.049058949 [31] 0.174169236 0.110384461 -0.036491235 -0.152559071 -0.127878886 [36] 0.084939359 0.013512628 0.143283768 -0.074482197 -0.114130466 [41] -0.086661343 0.027144842 0.137163862 -0.053813820 0.044864662 [46] -0.152631972 -0.063100406 -0.072544705 0.105169879 > (mypacf <- c(rpacf$acf)) [1] 0.1768116083 -0.0334938074 -0.2680402244 -0.0432510890 0.1344041306 [6] 0.1684267410 0.2353716131 -0.2839874745 0.0370444159 0.0684276572 [11] 0.0679329880 -0.0245491510 0.0693884963 -0.0991404337 0.0055048017 [16] -0.0631244527 0.1671164748 0.1252064978 -0.2030711655 0.0249144747 [21] 0.0930753812 -0.1187350077 0.0133706495 -0.0030735791 -0.0859593527 [26] -0.0351947386 -0.1592272626 -0.0291060170 -0.0480863424 0.0281979002 [31] -0.0016306480 0.0819051994 -0.0481848892 -0.0180968114 0.1213604542 [36] -0.1146211728 0.0687026957 -0.0606601142 -0.0323974986 0.1172485486 [41] -0.0916130117 0.0279807152 -0.0309991574 0.0305123913 -0.0005688945 [46] -0.0016022702 -0.1452867317 0.0431761386 > 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/4a4ab1353330645.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/52gaq1353330645.tab") > > try(system("convert tmp/13uu21353330645.ps tmp/13uu21353330645.png",intern=TRUE)) character(0) > try(system("convert tmp/2khw21353330645.ps tmp/2khw21353330645.png",intern=TRUE)) character(0) > try(system("convert tmp/3p3vc1353330645.ps tmp/3p3vc1353330645.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 2.107 0.357 2.442