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Type 'q()' to quit R. > x <- c(125,123,117,114,111,112,144,150,149,134,123,116,117,111,105,102,95,93,124,130,124,115,106,105,105,101,95,93,84,87,116,120,117,109,105,107,109,109,108,107,99,103,131,137,135,124,118,121,121,118,113,107,100,102,130,136,133,120,112,109,110,106,102,98,92,92,120,127,124,114,108,106,111,110,104,100,96,98,122,134,133,125,118,116) > 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/1bqw81387728286.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/2mrdk1387728286.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/37v271387728286.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 0.737515979 0.312590803 0.001161513 -0.106850233 [6] -0.069176134 -0.028663066 -0.104763359 -0.199110319 -0.181003547 [11] 0.022004579 0.344150594 0.543331502 0.319218488 -0.035945305 [16] -0.285456314 -0.366237313 -0.322804419 -0.283800677 -0.333901042 [21] -0.399642690 -0.363190427 -0.167414484 0.133538085 0.329035520 [26] 0.182562927 -0.075267341 -0.249617535 -0.277069034 -0.197753723 [31] -0.125931136 -0.129970122 -0.154232272 -0.104923789 0.067745099 [36] 0.316742732 0.479807638 0.365560940 0.151249557 -0.005482856 [41] -0.050579088 -0.013623716 0.016512739 -0.019509572 -0.065252658 [46] -0.048592323 0.067926064 0.238995785 0.345550827 > (mypacf <- c(rpacf$acf)) [1] 0.737515979 -0.507244335 0.082016831 0.054632154 0.023814148 [6] -0.107116563 -0.222529627 0.065106390 0.111524298 0.272267986 [11] 0.300322293 -0.006396828 -0.680845013 0.259259672 -0.075837027 [16] -0.229697178 -0.131938676 -0.116637671 0.096768639 -0.125239482 [21] 0.001879889 -0.081269574 -0.028532487 -0.011740025 -0.011041462 [26] -0.063592300 -0.125389326 0.130772984 -0.036109217 0.032448831 [31] -0.027026080 0.066960220 0.001372531 -0.020447809 -0.005351099 [36] 0.058712566 0.007560915 -0.040527869 0.044057114 -0.101602480 [41] 0.016862982 -0.008643211 -0.104200225 0.045518639 -0.062941657 [46] 0.019956258 -0.093488205 0.020671244 > 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/48qk21387728287.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/5d1vy1387728287.tab") > > try(system("convert tmp/1bqw81387728286.ps tmp/1bqw81387728286.png",intern=TRUE)) character(0) > try(system("convert tmp/2mrdk1387728286.ps tmp/2mrdk1387728286.png",intern=TRUE)) character(0) > try(system("convert tmp/37v271387728286.ps tmp/37v271387728286.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 3.720 0.790 4.466