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Type 'q()' to quit R. > x <- c(1.94,1.82,1.8,1.79,1.79,1.78,1.81,1.84,1.87,1.87,1.87,1.84,1.82,1.83,1.83,1.82,1.83,1.87,1.88,1.9,1.98,2.03,2.14,2.42,2.73,2.84,2.85,2.94,3.06,3.24,3.18,3.01,2.87,2.73,2.63,2.39,2.26,2.11,2.01,1.99,1.96,1.93,1.98,2.07,2.24,2.31,2.23,2.26,2.28,2.3,2.33,2.26,2.24,2.47,2.55,2.89,3.21,3.21,2.92,2.68,2.4,2.28,2.24,2.2,2.18,2.23,2.24,2.25,2.23,2.25,2.23,2.21) > 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/wessaorg/rcomp/tmp/1cfkj1353754718.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/2fdfn1353754718.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/3vu0p1353754718.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 0.95262537 0.84508073 0.70885436 0.56291744 0.42020687 [7] 0.28428011 0.15798232 0.05069667 -0.03868762 -0.11399782 -0.17732209 [13] -0.23162441 -0.27542839 -0.30510241 -0.31992199 -0.32129482 -0.31208296 [19] -0.29079106 -0.25564004 -0.21410166 -0.16868420 -0.12205203 -0.07029019 [25] -0.01165381 0.04886116 0.10096121 0.13712279 0.15749790 0.16669114 [31] 0.16976107 0.16255711 0.14224257 0.10617779 0.05983877 0.01588042 [37] -0.02346590 -0.05588148 -0.08191578 -0.10322938 -0.11986696 -0.13329952 [43] -0.14350978 -0.14968625 -0.15112069 -0.14587457 -0.13945099 -0.13562237 [49] -0.13294211 > (mypacf <- c(rpacf$acf)) [1] 0.9526253694 -0.6747141349 0.0671392122 -0.0664649115 -0.0081962626 [6] -0.1143731586 -0.0252771490 0.0945208123 -0.1323993040 -0.0517635463 [11] -0.0396491855 -0.0569758503 0.0007756686 0.0046701214 0.0068707311 [16] -0.0299684313 -0.0292771433 0.0817643427 0.0263282877 -0.1130682872 [21] 0.0807952418 -0.0119992772 0.1457493930 -0.0076598693 -0.0110144549 [26] -0.0680308954 -0.0739431826 0.0584885115 0.0067201784 0.0441554287 [31] -0.1263929986 -0.0133598307 -0.1155882939 0.0310961157 0.1029298067 [36] -0.0804114624 0.0933997646 -0.0860642297 0.0255953465 -0.0729026427 [41] -0.0113962314 0.0552840014 -0.0337954578 0.0095875782 0.0136973766 [46] -0.1383751673 -0.0061566648 0.0132811618 > 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/4ys5a1353754719.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/5pmcq1353754719.tab") > > try(system("convert tmp/1cfkj1353754718.ps tmp/1cfkj1353754718.png",intern=TRUE)) character(0) > try(system("convert tmp/2fdfn1353754718.ps tmp/2fdfn1353754718.png",intern=TRUE)) character(0) > try(system("convert tmp/3vu0p1353754718.ps tmp/3vu0p1353754718.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.730 0.287 2.137