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Type 'q()' to quit R. > x <- c(910,910,970,950,980,860,920,950,900,950,950,940,860,810,870,960,970,860,850,910,970,980,970,1000,910,740,810,1050,920,830,880,910,880,960,900,1110,870,720,780,970,1020,830,820,920,840,920,920,1150,820,760,760,960,1010,790,820,880,820,870,870,1230,760,810,850,990,940,850,860,860,780,880,850,1220,850,800,840,1090,810,870,810,860,800,870,860,1220,820,860,750,1020,780,830,860,850,820,790,1020,1230,760,880,760,1090,840,900,930,820,780,870,990,1270) > 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/1mndr1377051055.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/2jhkl1377051055.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/37ikt1377051055.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 -0.030576755 -0.205845877 -0.316247167 0.186807862 [6] -0.004252587 -0.064827318 0.066951288 0.233971313 -0.349633246 [11] -0.243984502 -0.033588933 0.789500423 -0.016239167 -0.159289268 [16] -0.268617468 0.188504070 -0.094553684 -0.058524035 0.104901001 [21] 0.214953015 -0.322309058 -0.279085275 0.007299991 0.615380515 [26] -0.034159419 -0.090149258 -0.222073336 0.149374360 -0.124801986 [31] -0.046378378 0.145544528 0.181574177 -0.251861654 -0.309509652 [36] 0.037577253 0.474534694 -0.038700716 -0.045374198 -0.152082064 [41] 0.107894667 -0.128254943 -0.022620063 0.172466653 0.115459182 [46] -0.208019656 -0.289945259 0.019579361 0.344127231 > (mypacf <- c(rpacf$acf)) [1] -0.03057675 -0.20697432 -0.34527248 0.11487058 -0.14187379 -0.14314247 [7] 0.15721708 0.17841801 -0.43586208 -0.14480137 -0.06723007 0.65651955 [13] 0.02382215 0.01331617 -0.04778397 0.11889136 -0.06959184 -0.02145038 [19] -0.01782197 -0.14017367 0.02607157 -0.06424509 0.08410079 -0.07592926 [25] -0.02868356 0.05678203 -0.02990886 -0.08556145 0.06004880 0.00589009 [31] -0.01034769 -0.02793078 0.11969742 -0.12397371 0.05209484 -0.01402417 [37] -0.02840944 -0.00488268 0.02725519 -0.01537181 0.04006293 0.06766229 [43] -0.01779124 -0.08687293 -0.03463484 0.02099534 -0.12861612 -0.04130990 > 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/46stl1377051056.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/5yksw1377051056.tab") > > try(system("convert tmp/1mndr1377051055.ps tmp/1mndr1377051055.png",intern=TRUE)) character(0) > try(system("convert tmp/2jhkl1377051055.ps tmp/2jhkl1377051055.png",intern=TRUE)) character(0) > try(system("convert tmp/37ikt1377051055.ps tmp/37ikt1377051055.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.807 0.391 2.180