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Type 'q()' to quit R. > x <- c(65,65.3,62.9,63.5,62.1,59.3,61.6,61.5,60.1,59.5,62.7,65.5,63.8,63.8,62.7,62.3,62.4,64.8,66.4,65.1,67.4,68.8,68.6,71.5,75,84.3,84,79.1,78.8,82.7,85.3,84.5,80.8,70.1,68.2,68.1,72.3,73.1,71.5,74.1,80.3,80.6,81.4,87.4,89.3,93.2,92.8,96.8,100.3,95.6,89,87.4,86.7,92.8,98.6,100.8,105.5,107.8,113.7,120.3,126.5,134.8,134.5,133.1,128.8,127.1,129.1,128.4,126.5,117.1,114.2,109.1) > 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/1tnyg1363625214.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/20rr31363625214.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/3mo8b1363625214.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] 1.00000000 0.97330647 0.93105949 0.88162447 0.82672057 0.76861563 [7] 0.70352735 0.63865789 0.57243190 0.50728467 0.44859675 0.39989944 [13] 0.36106158 0.32700377 0.29672879 0.26624151 0.23581752 0.20801582 [19] 0.17964112 0.14929783 0.11505108 0.08072013 0.04893330 0.01296342 [25] -0.02428739 -0.05506018 -0.07505486 -0.08964016 -0.09933024 -0.10491968 [31] -0.10474421 -0.10545382 -0.10931471 -0.11213988 -0.11982997 -0.13044008 [37] -0.14293040 -0.15789023 -0.17807651 -0.20287412 -0.23059454 -0.25486027 [43] -0.27956851 -0.30337044 -0.32190649 -0.33799986 -0.35355570 -0.36695492 [49] -0.37173935 > (mypacf <- c(rpacf$acf)) [1] 0.9733064720 -0.3088021205 -0.0810269846 -0.0848245801 -0.0458126542 [6] -0.1494308688 0.0421780799 -0.0728340854 0.0052019508 0.0791167927 [11] 0.1243872730 0.0538307209 -0.0276877630 -0.0204769503 -0.1106772132 [16] -0.0607820573 0.0008484242 -0.0683000528 -0.0697717983 -0.0536675287 [21] 0.0511722223 0.0587396600 -0.1099175547 -0.0187787800 0.1186149935 [26] 0.1297748473 -0.0330208048 0.0316648487 -0.0404914327 0.0175022352 [31] -0.1475983788 -0.0896320243 -0.0211988595 -0.1440200980 -0.0027859259 [36] 0.0625992986 0.0403405426 -0.0741219525 -0.0127758843 -0.0642170593 [41] 0.0887843628 -0.0983158268 -0.0384136019 -0.0158921449 -0.0523129687 [46] -0.0459213074 -0.0060541606 0.0774881892 > 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/4enri1363625214.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/5gled1363625214.tab") > > try(system("convert tmp/1tnyg1363625214.ps tmp/1tnyg1363625214.png",intern=TRUE)) character(0) > try(system("convert tmp/20rr31363625214.ps tmp/20rr31363625214.png",intern=TRUE)) character(0) > try(system("convert tmp/3mo8b1363625214.ps tmp/3mo8b1363625214.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.993 0.339 2.311