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Type 'q()' to quit R. > x <- c(164,96,73,49,39,59,169,169,210,278,298,245,200,188,90,79,78,91,167,169,289,247,275,203,223,104,107,85,75,99,135,211,335,488,326,346,261,224,141,148,145,223,272,445,560,612,467,404,518,404,300,210,196,186,247,343,464,680,711,610,513,292,273,322,189,257,324,404,677,858,895,664,628,308,324,248,272) > par8 = '' > par7 = '0.95' > par6 = 'White Noise' > par5 = '12' > par4 = '1' > par3 = '0' > par2 = '1' > par1 = '48' > par8 <- '' > par7 <- '0.95' > par6 <- 'White Noise' > par5 <- '12' > par4 <- '1' > 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/179i61386837135.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/2nw2u1386837135.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/3kj7n1386837135.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 0.485339039 0.305455364 -0.016701087 0.107698626 [6] 0.034607155 0.053333073 0.005846380 0.001403188 0.130845452 [11] 0.059787764 0.061476398 -0.249440537 -0.120647117 -0.149318964 [16] -0.027272750 -0.182645554 -0.158749648 -0.210973069 -0.144148102 [21] -0.083593755 -0.134530991 -0.049370753 -0.122146841 0.036491032 [26] 0.019995290 0.072539702 -0.090209580 -0.025088969 -0.084894294 [31] 0.009782279 -0.006968191 0.004964506 0.041677145 0.011297057 [36] 0.113838497 0.046170397 0.094691317 -0.006920176 0.068607493 [41] -0.078997704 -0.026720119 -0.078476964 -0.024240894 -0.054443494 [46] -0.033742657 -0.018488199 -0.057414119 -0.014184202 > (mypacf <- c(rpacf$acf)) [1] 0.485339039 0.091440571 -0.258258802 0.251710813 -0.041379863 [6] -0.075410219 0.085109807 -0.052767483 0.204214579 -0.112721199 [11] -0.027391768 -0.288796398 0.137679570 0.008899414 -0.156432864 [16] -0.060133361 -0.047492522 -0.090142514 -0.041263079 0.033856929 [21] -0.078396089 0.101754554 -0.071434040 -0.015191540 0.161516542 [26] -0.075995223 -0.106050410 0.050855310 -0.101082636 0.011723311 [31] -0.014049890 -0.032291666 0.012831973 -0.047697386 0.066447516 [36] -0.041827663 0.073284985 0.021746826 -0.107004064 -0.087857210 [41] 0.028972753 -0.026921684 -0.026613308 -0.062570377 -0.017020019 [46] -0.015462560 -0.073889861 0.021315925 > 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/49bin1386837135.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/5itzi1386837135.tab") > > try(system("convert tmp/179i61386837135.ps tmp/179i61386837135.png",intern=TRUE)) character(0) > try(system("convert tmp/2nw2u1386837135.ps tmp/2nw2u1386837135.png",intern=TRUE)) character(0) > try(system("convert tmp/3kj7n1386837135.ps tmp/3kj7n1386837135.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 3.229 1.130 4.262