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Type 'q()' to quit R. > x <- c(9,13,12,5,13,11,8,8,8,8,0,3,0,-1,-1,-4,1,-1,0,-1,6,0,-3,-3,4,1,0,-4,-2,3,2,5,6,6,3,4,7,5,6,1,3,6,0,3,4,7,6,6,6,6,2,2,2,3,-1,-4,4,5,3,-1,-4,0,-1,-1,3,2,-4,-3,-1,3,-2,-10) > par8 = '' > par7 = '0.95' > par6 = 'White Noise' > par5 = '12' > par4 = '0' > par3 = '0' > par2 = '1' > par1 = '60' > par8 <- '' > par7 <- '0.95' > par6 <- 'White Noise' > par5 <- '12' > par4 <- '0' > par3 <- '0' > par2 <- '1' > par1 <- '60' > #'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/10o321384333367.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/2ggq91384333367.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/3394w1384333367.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 0.602625886 0.401338019 0.394542200 0.436668305 [6] 0.323240626 0.116851328 0.120358008 0.093395596 -0.024037503 [11] -0.125688051 -0.019076672 0.009678105 -0.125131743 -0.253066615 [16] -0.156418968 -0.046220646 -0.189679013 -0.275367662 -0.275946112 [21] -0.198369048 -0.286010588 -0.345793534 -0.263154894 -0.148951151 [26] -0.144009694 -0.180377869 -0.035964091 0.024017022 0.040616046 [31] -0.061831600 0.026287093 0.126601393 0.049342062 -0.010241609 [36] -0.025426891 0.104718823 0.119364956 0.080505848 0.127095705 [41] 0.191161948 0.180998388 0.127074117 0.213299700 0.265050771 [46] 0.221010522 0.087794871 0.082991799 0.138867854 0.100985192 [51] -0.006484175 -0.042593294 0.034764568 -0.019657890 -0.063997051 [56] -0.052120836 0.015333076 -0.049511445 -0.122167532 -0.155407096 [61] -0.134543595 > (mypacf <- c(rpacf$acf)) [1] 0.6026258862 0.0599521660 0.2065337522 0.1917407951 -0.0667110335 [6] -0.2150249684 0.0555620124 -0.0919510486 -0.1344421007 -0.0547137518 [11] 0.1978875378 -0.0052337800 -0.1239471949 -0.1580939962 0.0569148293 [16] 0.0478088517 -0.1659229948 -0.0494777997 -0.1167518403 -0.0145340048 [21] -0.1031664796 -0.0437705146 -0.0102101928 0.1289361089 0.0901375109 [26] -0.0010394593 0.0527279478 -0.0860854133 0.0458575859 -0.1612225957 [31] 0.0038929162 0.0335729231 -0.0385805245 -0.0155494199 -0.0861613984 [36] 0.0817850650 0.1386620416 0.0550504995 0.0623149017 -0.0274611946 [41] -0.0096666974 -0.0579317037 0.0693632190 -0.0015794096 0.0272716966 [46] 0.0252310940 -0.0441893204 0.0263532533 -0.0093293996 -0.0006543235 [51] 0.0128160774 0.0564281914 -0.0570126023 -0.0122548081 -0.0015105619 [56] -0.0219278337 -0.0395486182 0.0317348678 -0.1041965779 -0.0354913606 > 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/47iy01384333367.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/5r3qj1384333367.tab") > > try(system("convert tmp/10o321384333367.ps tmp/10o321384333367.png",intern=TRUE)) character(0) > try(system("convert tmp/2ggq91384333367.ps tmp/2ggq91384333367.png",intern=TRUE)) character(0) > try(system("convert tmp/3394w1384333367.ps tmp/3394w1384333367.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.914 0.403 2.298