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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) > 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/1o8dn1357239863.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/2iqdz1357239863.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/3gpi31357239863.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 0.733992252 0.315636427 0.015567696 -0.081434596 [6] -0.038558837 0.003028352 -0.079676958 -0.178622990 -0.171081938 [11] 0.013855116 0.316953573 0.503187114 0.276698458 -0.063306022 [16] -0.292907236 -0.356065287 -0.297852387 -0.248435804 -0.299702795 [21] -0.369088931 -0.346647188 -0.179199839 0.090877795 0.265567655 [26] 0.124017683 -0.104093066 -0.246267529 -0.253400529 -0.165744514 [31] -0.092984242 -0.106040504 -0.132635650 -0.090795101 0.058945802 [36] 0.277732046 0.416522090 0.306267922 0.118887640 -0.015474254 [41] -0.048810141 -0.006214463 0.029184229 -0.008361776 -0.052032938 [46] -0.040639044 0.055755884 0.196900388 0.278670748 > (mypacf <- c(rpacf$acf)) [1] 0.7339922515 -0.4836977746 0.0760259500 0.0684389093 0.0314618911 [6] -0.0876804055 -0.2257527057 0.0721426756 0.0880935754 0.2532055766 [11] 0.2872999787 -0.0125227374 -0.6464468393 0.2236244648 -0.0728295699 [16] -0.2086908573 -0.0784990086 -0.0923262565 0.0326353734 -0.1147031659 [21] 0.0040883340 -0.0819460248 -0.0435311610 -0.0086678606 -0.0024729828 [26] -0.0319232431 -0.0901524144 0.0703359634 -0.0616743361 0.0175451125 [31] -0.0079446946 0.0675961083 -0.0159632824 0.0015217046 0.0034107586 [36] 0.0465454652 -0.0064461134 -0.0607317697 -0.0166285936 -0.0540994000 [41] 0.0058427829 -0.0112543742 -0.0929192873 0.0024495757 -0.0267733817 [46] -0.0026194076 -0.0997592611 0.0003993123 > 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/4axh61357239863.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/5oe281357239863.tab") > > try(system("convert tmp/1o8dn1357239863.ps tmp/1o8dn1357239863.png",intern=TRUE)) character(0) > try(system("convert tmp/2iqdz1357239863.ps tmp/2iqdz1357239863.png",intern=TRUE)) character(0) > try(system("convert tmp/3gpi31357239863.ps tmp/3gpi31357239863.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.794 0.547 2.330