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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 = '1' > par2 = '1' > par1 = '48' > par8 <- '' > par7 <- '0.95' > par6 <- 'White Noise' > par5 <- '12' > par4 <- '0' > par3 <- '1' > 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/1nf7y1387728973.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/2z0zk1387728973.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/3f33y1387728973.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 0.316586127 -0.213312747 -0.391644217 -0.277884875 [6] -0.003405694 0.187842339 0.026912786 -0.218091315 -0.338854476 [11] -0.217375454 0.247300041 0.819289797 0.261324026 -0.197855361 [16] -0.325028365 -0.231277413 0.013602082 0.137243142 0.021506647 [21] -0.191630121 -0.297376356 -0.192385444 0.204439592 0.662300412 [26] 0.220342527 -0.155294755 -0.284754474 -0.194507667 0.012578691 [31] 0.114575899 0.033901390 -0.140425762 -0.229480003 -0.143533805 [36] 0.162905116 0.534193456 0.194611173 -0.111603259 -0.217484438 [41] -0.147960344 0.009685152 0.096964656 0.011124137 -0.120714704 [46] -0.178750881 -0.097822548 0.120543374 0.415864077 > (mypacf <- c(rpacf$acf)) [1] 0.316586127 -0.348465051 -0.240679189 -0.160805175 -0.026478224 [6] 0.011618991 -0.209825830 -0.255959700 -0.340165057 -0.372339084 [11] -0.049073173 0.649472768 -0.351782275 0.021846578 0.194524440 [16] 0.019507353 -0.010573521 -0.175296384 0.071186033 -0.076481512 [21] -0.108303582 0.004217211 -0.098530886 -0.106523909 -0.017785367 [26] 0.029842028 -0.211571484 -0.052779245 -0.075233332 -0.010359751 [31] -0.112422010 -0.062770505 0.083726139 -0.055419069 -0.079486112 [36] 0.043237173 0.039979356 -0.051624503 0.097802830 0.044854947 [41] -0.012615263 0.080833123 -0.078188331 0.096861915 -0.047858415 [46] 0.035859843 -0.019852330 -0.075539120 > 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/4f0bi1387728973.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/56vpg1387728973.tab") > > try(system("convert tmp/1nf7y1387728973.ps tmp/1nf7y1387728973.png",intern=TRUE)) character(0) > try(system("convert tmp/2z0zk1387728973.ps tmp/2z0zk1387728973.png",intern=TRUE)) character(0) > try(system("convert tmp/3f33y1387728973.ps tmp/3f33y1387728973.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 3.218 0.643 3.834