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Type 'q()' to quit R. > x <- c(42364,42206,42046,41715,44991,44818,42364,40733,40891,40891,41067,41382,41873,41873,41558,40733,44991,45640,44660,42364,43346,41873,42538,42855,43186,42364,42538,41382,44991,46131,45151,43346,45309,43186,45151,44991,45482,43678,45640,45482,48426,47762,45151,43835,45640,43186,44991,45309,45973,44502,45309,45800,47604,46131,44169,42046,44011,38611,41224,42695,44169,42046,42046,42046,43186,41558,39420,37631,38929,33862,36967,38771,39102,37298,37455,36967,38611,37455,35178,33531,36315,30269,34195,35984,35984,33862,31900,31742,33531,31900,28798,26660,28956,23558,28464,31075,31900,30096,27816,29447,30096,29604,24696,22418,24047,19140,24207,26011,27482,25029,22733,24047,24696,23398,18491,16353,18316,12918,18807,22418) > 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/13q9j1376761062.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/29j3j1376761062.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/3sr7z1376761062.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 0.94790080 0.90526717 0.85572873 0.82620676 0.78567936 [7] 0.75796625 0.73618776 0.72365449 0.70318323 0.69210364 0.68756922 [13] 0.70013273 0.64795753 0.60883550 0.56350873 0.53636124 0.49797067 [19] 0.47383384 0.45268822 0.44000872 0.41829279 0.40339680 0.39332587 [25] 0.39690171 0.34807529 0.31176484 0.26871574 0.24336094 0.20637918 [31] 0.18442204 0.16033880 0.14528141 0.11903191 0.10228281 0.08819116 [37] 0.08556695 0.04215319 0.01252713 -0.02312323 -0.04234859 -0.07005715 [43] -0.08184590 -0.09661957 -0.10510026 -0.12496049 -0.13603358 -0.14763488 [49] -0.15225743 > (mypacf <- c(rpacf$acf)) [1] 0.947900796 0.066525271 -0.082630179 0.161765700 -0.095017515 [6] 0.075222792 0.103373912 0.049093709 -0.040345918 0.088257354 [11] 0.102377910 0.170900535 -0.617574728 0.140126346 0.079095254 [16] -0.101804041 0.062935735 0.038390285 -0.041055006 0.026578134 [21] -0.026540960 0.084762761 -0.085810346 -0.059785533 -0.132100452 [26] 0.009547233 0.006423000 -0.014112639 -0.004661319 0.005739745 [31] -0.091599969 0.033570017 -0.043532903 0.058516508 -0.071719305 [36] -0.075159293 0.014577321 0.007270846 -0.021750037 0.017314103 [41] 0.014217777 0.003855367 -0.029022093 -0.021887436 0.016685332 [46] -0.028126739 -0.067391808 -0.046556089 > 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/4d4bt1376761062.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/5pxli1376761062.tab") > > try(system("convert tmp/13q9j1376761062.ps tmp/13q9j1376761062.png",intern=TRUE)) character(0) > try(system("convert tmp/29j3j1376761062.ps tmp/29j3j1376761062.png",intern=TRUE)) character(0) > try(system("convert tmp/3sr7z1376761062.ps tmp/3sr7z1376761062.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 2.217 0.504 2.697