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Type 'q()' to quit R. > x <- c(339,139,186,155,153,222,102,107,188,162,185,24,394,209,248,254,202,258,215,309,240,258,276,48,455,345,311,346,310,297,300,274,292,304,186,14,321,206,160,217,204,246,234,175,364,328,158,40,556,193,221,278,230,253,240,252,228,306,206,48,557,279,399,364,306,471,293,333,316,329,265,61,679,428,394,352,387,590,177,199,203,255,261,115) > par8 = '' > par7 = '0.95' > par6 = 'White Noise' > par5 = '12' > par4 = '0' > par3 = '1' > par2 = '1' > par1 = '60' > par8 <- '' > par7 <- '0.95' > par6 <- 'White Noise' > par5 <- '12' > par4 <- '0' > par3 <- '1' > 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/10d7v1384348274.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/26kbr1384348274.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/3e1jb1384348274.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 -0.543657756 -0.004693893 0.091275228 -0.073178957 [6] 0.236542184 -0.313986033 0.169889202 -0.069861302 0.076409885 [11] 0.048677948 -0.456873406 0.691329585 -0.400214743 0.019041683 [16] 0.073751256 -0.079752574 0.179598176 -0.203325954 0.062052027 [21] 0.008836821 0.057315949 -0.003747516 -0.309539300 0.481665147 [26] -0.279680112 0.022609328 -0.009139317 -0.004892605 0.150268014 [31] -0.180637531 0.046390375 0.008666610 0.085662283 -0.046362114 [36] -0.195692514 0.370041888 -0.254955802 0.063734552 -0.029174555 [41] 0.001566585 0.101838293 -0.167808063 0.100630264 -0.048440412 [46] 0.055839869 0.020909637 -0.197611688 0.298917403 -0.193047060 [51] 0.077317313 -0.032334220 -0.014539552 0.123712570 -0.186353865 [56] 0.125501420 -0.064172452 0.026663121 0.059531346 -0.183312456 [61] 0.194925456 > (mypacf <- c(rpacf$acf)) [1] -0.543657756 -0.426238218 -0.249962396 -0.243293980 0.203500114 [6] -0.028153375 0.041843604 -0.124650871 0.014989214 0.132885604 [11] -0.507427337 0.262534004 0.028579795 0.038417208 0.004143076 [16] 0.059237478 -0.115385348 0.052217576 -0.157263663 0.029392170 [21] 0.053277906 -0.080111748 -0.050773821 -0.021044326 -0.051735381 [26] 0.008688361 -0.165479348 -0.054352374 0.058306900 -0.077870062 [31] 0.058031835 0.002071051 0.018714114 -0.018391127 0.011858457 [36] 0.082834183 0.030644467 -0.065817029 0.050757925 -0.017661638 [41] -0.104565211 -0.102098560 0.020895798 -0.040406433 -0.105217150 [46] 0.073821812 -0.007313940 -0.028366868 0.009435956 0.069149095 [51] 0.053064090 0.058734557 0.050496277 0.002889623 0.013048080 [56] -0.046687149 -0.013729300 -0.009405389 0.065128633 -0.105246106 > 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/4l32m1384348274.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/58xfq1384348274.tab") > > try(system("convert tmp/10d7v1384348274.ps tmp/10d7v1384348274.png",intern=TRUE)) character(0) > try(system("convert tmp/26kbr1384348274.ps tmp/26kbr1384348274.png",intern=TRUE)) character(0) > try(system("convert tmp/3e1jb1384348274.ps tmp/3e1jb1384348274.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.866 0.404 2.252