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Type 'q()' to quit R. > x <- c(37,30,47,35,30,43,82,40,47,19,52,136,80,42,54,66,81,63,137,72,107,58,36,52,79,77,54,84,48,96,83,66,61,53,30,74,69,59,42,65,70,100,63,105,82,81,75,102,121,98,76,77,63,37,35,23,40,29,37,51,20,28,13,22,25,13,16,13,16,17,9,17,25,14,8,7,10,7,10,3) > par8 = '' > par7 = '0.95' > par6 = 'White Noise' > par5 = '12' > par4 = '2' > par3 = '1' > par2 = '1' > par1 = '48' > par8 <- '' > par7 <- '0.95' > par6 <- 'White Noise' > par5 <- '12' > par4 <- '2' > 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/12t0y1353512941.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/2kdc01353512941.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/3v99u1353512941.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 -0.499656077 0.295677812 -0.264763495 0.082637569 [6] -0.021711521 0.074972127 -0.147892349 0.075458807 0.113290127 [11] -0.132760693 0.179671201 -0.425017208 0.151681807 -0.064026690 [16] 0.067800636 -0.001858010 -0.028947968 -0.094640226 0.184717833 [21] -0.231627128 0.145442471 -0.115963712 0.199625053 -0.070171986 [26] 0.136842207 -0.191655679 0.103454018 -0.074891903 0.043723824 [31] 0.079762817 -0.122555939 0.192704415 -0.126516753 0.114098431 [36] -0.198902305 0.058026816 -0.059344825 0.120726287 -0.061074621 [41] 0.041440454 -0.008400793 -0.044658403 0.068059245 -0.067436838 [46] 0.007890361 -0.015282894 0.050214982 -0.017017538 > (mypacf <- c(rpacf$acf)) [1] -0.4996560767 0.0613340407 -0.1276775625 -0.1410105251 0.0067274299 [6] 0.0796768679 -0.1494560268 -0.0721210074 0.2601537504 -0.0614610610 [11] 0.0443625849 -0.3201611274 -0.2929143680 -0.0379246423 -0.0774124389 [16] -0.0224135877 -0.0722847520 -0.1877741297 0.0313460658 -0.2349554039 [21] 0.0282466861 -0.0429837885 0.1859840801 -0.0890993545 -0.0895009193 [26] -0.0476919070 -0.1537402203 -0.0359212343 -0.0820566309 -0.0144329122 [31] -0.0644434830 -0.0948992974 0.0351796998 -0.0340408031 -0.0008022759 [36] -0.1320868487 -0.0388749318 -0.0507648618 -0.1066106066 -0.0095333430 [41] -0.0041503056 -0.0625746608 0.0246091306 0.0091495871 0.0228292471 [46] -0.1258941044 0.0096012373 -0.1519805549 > 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/4auei1353512941.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/5656m1353512942.tab") > > try(system("convert tmp/12t0y1353512941.ps tmp/12t0y1353512941.png",intern=TRUE)) character(0) > try(system("convert tmp/2kdc01353512941.ps tmp/2kdc01353512941.png",intern=TRUE)) character(0) > try(system("convert tmp/3v99u1353512941.ps tmp/3v99u1353512941.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.883 0.492 2.355