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Type 'q()' to quit R. > x <- c(104.4,104.4,104.4,104.4,104.4,104.41,104.42,104.68,106.02,106.35,106.38,106.47,106.5,106.56,113.07,116.26,118,118.02,118.04,118.12,118.12,118.17,118.22,118.22,118.23,118.23,118.23,119.94,120.88,121.14,121.16,121.2,121.2,121.2,121.2,121.2,121.22,121.22,121.95,123.05,123.44,123.65,123.79,123.87,123.91,123.94,124.28,126.28,126.68,126.69,126.69,126.99,128.79,128.84,128.95,128.97,128.97,128.97,128.97,128.97,128.97,128.98,128.99,129.07,129.76,130.47,130.76,130.88,131.04,131.06,131.13,131.15) > 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/1e8cb1353953406.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/2z3x41353953406.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/3owyk1353953406.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 0.958711659 0.911197262 0.861232015 0.810874613 [6] 0.760272861 0.708545294 0.655242221 0.602504364 0.553909369 [11] 0.505874645 0.457579134 0.408391088 0.357090413 0.302375244 [16] 0.265251648 0.237119152 0.213864317 0.190236024 0.166234558 [21] 0.141414918 0.119013411 0.096983335 0.074722190 0.051440609 [26] 0.026782267 0.003626939 -0.019839925 -0.038751120 -0.055160903 [31] -0.070900954 -0.086797547 -0.103417462 -0.121177376 -0.139539857 [36] -0.157045360 -0.174775546 -0.193403279 -0.213885104 -0.234928572 [41] -0.253503785 -0.271342021 -0.288617638 -0.305498131 -0.321850642 [46] -0.336700562 -0.348188809 -0.358722558 -0.363356071 > (mypacf <- c(rpacf$acf)) [1] 0.9587116587 -0.0980659171 -0.0498720421 -0.0278617369 -0.0297900966 [6] -0.0424056854 -0.0480827235 -0.0219352088 0.0190005397 -0.0316240267 [11] -0.0381323163 -0.0437185821 -0.0599160589 -0.0787819565 0.1873103637 [16] 0.0582572505 0.0148975927 -0.0421483663 -0.0326212038 -0.0433438364 [21] -0.0063143814 -0.0289007282 -0.0072745273 -0.0287209480 -0.0413124314 [26] -0.0126228157 -0.0490401340 -0.0008326721 0.0375752524 0.0140658649 [31] -0.0003887632 -0.0353733646 -0.0488310926 -0.0478235935 -0.0102919678 [36] -0.0244019503 -0.0286070616 -0.0546258685 -0.0484284566 -0.0015385750 [41] -0.0412302107 -0.0182174014 -0.0034494793 -0.0055686323 -0.0050334208 [46] 0.0062758473 -0.0395023696 0.0344440128 > 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/4wp9e1353953406.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/5txfh1353953406.tab") > > try(system("convert tmp/1e8cb1353953406.ps tmp/1e8cb1353953406.png",intern=TRUE)) character(0) > try(system("convert tmp/2z3x41353953406.ps tmp/2z3x41353953406.png",intern=TRUE)) character(0) > try(system("convert tmp/3owyk1353953406.ps tmp/3owyk1353953406.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 2.069 0.539 2.591