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Type 'q()' to quit R. > x <- c(15.13,15.25,15.33,15.36,15.4,15.4,15.41,15.47,15.54,15.55,15.59,15.65,15.75,15.86,15.89,15.94,15.93,15.95,15.99,15.99,16.06,16.08,16.07,16.11,16.15,16.18,16.3,16.42,16.49,16.5,16.58,16.64,16.66,16.81,16.91,16.92,16.95,17.11,17.16,17.16,17.27,17.34,17.39,17.43,17.45,17.5,17.56,17.65,17.62,17.7,17.72,17.71,17.74,17.75,17.78,17.8,17.86,17.88,17.89,17.94,17.98,18.1,18.14,18.19,18.23,18.24,18.27,18.3,18.34,18.36,18.36,18.4) > 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/fisher/rcomp/tmp/100gq1353966500.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/25ucv1353966500.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/3t8la1353966501.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] 1.0000000000 0.0966453787 -0.1126815114 0.1713041034 0.0197246377 [6] -0.0768831014 0.0388048553 0.2304049191 -0.2183291336 -0.0822817563 [11] 0.0612922805 -0.1269005757 0.0520862010 0.0937727634 0.0912159938 [16] -0.0884173849 0.0351587175 -0.1314740674 -0.1946959715 0.1118179811 [21] -0.0304015734 -0.1327027205 -0.0498454592 -0.0442946091 -0.0842652029 [26] -0.0163837995 0.0960766016 -0.0294242150 -0.0933690916 0.0769549259 [31] 0.0033144723 -0.0822421165 -0.0037226899 0.0190762172 0.0776235299 [36] 0.0575346785 0.0551715623 -0.0666627512 -0.0631129855 0.0018507076 [41] -0.0827892553 0.0058130549 -0.0568278893 -0.0414136293 -0.0356949464 [46] 0.0001303751 0.0420105907 -0.0211854930 0.1450847147 > (mypacf <- c(rpacf$acf)) [1] 0.096645379 -0.123172311 0.200321493 -0.041417592 -0.028479125 [6] 0.017632285 0.225638855 -0.282999331 0.053134887 -0.095347211 [11] -0.027842294 0.102901108 0.033706399 0.083657879 -0.033833651 [16] 0.023794533 -0.256921600 -0.046875627 0.003286802 -0.008690687 [21] -0.093994519 0.024081865 -0.095044714 0.071963468 -0.036442644 [26] -0.033701676 0.011807930 -0.123182968 0.116207221 -0.028759318 [31] 0.005180936 -0.074717217 0.023431750 0.110628412 0.067651412 [36] 0.005572556 -0.086053684 -0.085662828 -0.085912969 -0.079994070 [41] -0.051327393 -0.041750806 -0.006566867 0.028613072 0.021146462 [46] 0.010679602 0.022165925 0.044055340 > 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/4ttlf1353966501.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/51z5o1353966501.tab") > > try(system("convert tmp/100gq1353966500.ps tmp/100gq1353966500.png",intern=TRUE)) character(0) > try(system("convert tmp/25ucv1353966500.ps tmp/25ucv1353966500.png",intern=TRUE)) character(0) > try(system("convert tmp/3t8la1353966501.ps tmp/3t8la1353966501.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.765 0.504 2.256