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Type 'q()' to quit R. > x <- c(1.49,1.55,1.57,1.6,1.61,1.68,1.72,1.72,1.73,1.74,1.74,1.75,1.75,1.75,1.75,1.76,1.76,1.77,1.78,1.78,1.78,1.78,1.78,1.79,1.79,1.79,1.79,1.79,1.79,1.8,1.8,1.8,1.8,1.8,1.81,1.81,1.82,1.82,1.82,1.82,1.83,1.83,1.84,1.84,1.84,1.85,1.85,1.85,1.86,1.86,1.86,1.86,1.87,1.87,1.87,1.87,1.88,1.9,1.9,1.91,1.91,1.91,1.92,1.92,1.92,1.92,1.92,1.92,1.92,1.92,1.93,1.93,1.93,1.94,1.95,1.95,1.95,1.95,1.98,1.98,2.01,2.02,2.11,2.14) > 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/18r9z1387620373.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/2nlue1387620373.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/3slag1387620373.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 0.880997601 0.781941902 0.707919112 0.641134667 [6] 0.577657335 0.533337586 0.509760826 0.484376273 0.459648121 [11] 0.436078534 0.413359041 0.395761628 0.375151226 0.352833464 [16] 0.331767527 0.313266217 0.293057548 0.274409175 0.257722832 [21] 0.240032159 0.220834992 0.199729600 0.180076898 0.161381896 [26] 0.141079967 0.121025533 0.098560709 0.081311224 0.065112698 [31] 0.051277932 0.035334075 0.017682858 0.002287796 -0.014915060 [36] -0.030858917 -0.048811433 -0.061441003 -0.076380530 -0.092726119 [41] -0.108020749 -0.122357679 -0.138201103 -0.149725910 -0.162556346 [46] -0.174034524 -0.182747210 -0.193468554 -0.206198557 > (mypacf <- c(rpacf$acf)) [1] 0.8809976014 0.0258445521 0.0628770890 0.0059287576 -0.0086744752 [6] 0.0572421775 0.0830006347 0.0096739846 0.0144005792 0.0050638921 [11] 0.0062765997 0.0310822123 -0.0043974732 -0.0083978439 -0.0013446772 [16] 0.0043539228 -0.0089017462 0.0019479684 -0.0020782083 -0.0113797346 [21] -0.0139364246 -0.0206695150 -0.0093462273 -0.0095570374 -0.0208960921 [26] -0.0167763174 -0.0309249725 0.0002617593 -0.0104642901 -0.0027773653 [31] -0.0233280843 -0.0254644065 -0.0097334802 -0.0216930151 -0.0110515316 [36] -0.0276518007 0.0005058131 -0.0268093919 -0.0222776951 -0.0180064157 [41] -0.0169415823 -0.0264867414 -0.0007440029 -0.0258034395 -0.0126286061 [46] -0.0053329682 -0.0250039380 -0.0249217932 > 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/4k0ge1387620373.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/5cwi11387620373.tab") > > try(system("convert tmp/18r9z1387620373.ps tmp/18r9z1387620373.png",intern=TRUE)) character(0) > try(system("convert tmp/2nlue1387620373.ps tmp/2nlue1387620373.png",intern=TRUE)) character(0) > try(system("convert tmp/3slag1387620373.ps tmp/3slag1387620373.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 3.652 1.141 4.836