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Type 'q()' to quit R. > x <- c(10.92,10.98,11.15,11.19,11.33,11.38,11.4,11.45,11.56,11.61,11.82,11.77,11.85,11.82,11.92,11.86,11.87,11.94,11.86,11.92,11.83,11.91,11.93,11.99,11.96,12.12,11.85,12.01,12.1,12.21,12.31,12.31,12.39,12.35,12.41,12.51,12.27,12.51,12.44,12.47,12.51,12.58,12.5,12.52,12.59,12.51,12.67,12.64,12.54,12.6,12.67,12.62,12.72,12.85,12.85,12.82,12.79,12.94,12.71,12.56,12.64,12.7,12.74,12.85,12.84,12.83,12.88,13.07,12.99,13.2,13.23,13.18,13.18,13.1,13.23,13.33,13.38,13.26,13.17,13.27,13.47,13.63,13.64,13.69) > 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/1gezo1384356026.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/2qnnn1384356026.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/3egm61384356026.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 0.930352004 0.869113511 0.812054835 0.761368663 [6] 0.723107958 0.688956581 0.648240681 0.601211279 0.562217268 [11] 0.527951731 0.505410642 0.478983700 0.452712203 0.420235065 [16] 0.391723994 0.366917308 0.338952504 0.319441461 0.296239459 [21] 0.272971812 0.241927132 0.219419159 0.198986285 0.177911011 [26] 0.160917867 0.141825574 0.102553689 0.073836512 0.046098092 [31] 0.020475326 -0.004384132 -0.021086493 -0.034635340 -0.052666275 [36] -0.064979738 -0.073423578 -0.097182783 -0.112411716 -0.125656388 [41] -0.142483222 -0.157374657 -0.167532981 -0.188440595 -0.204814490 [46] -0.218301429 -0.235147607 -0.248606309 -0.256535163 > (mypacf <- c(rpacf$acf)) [1] 0.9303520045 0.0264692222 0.0018620471 0.0196344882 0.0701541152 [6] 0.0218989509 -0.0574900860 -0.0661710915 0.0357340434 0.0184054743 [11] 0.0630865399 -0.0396617457 -0.0038800833 -0.0444790062 0.0171143990 [16] 0.0038768039 -0.0479528771 0.0368444829 -0.0217203304 -0.0075976627 [21] -0.0710606120 0.0307637619 0.0049806230 -0.0260542049 0.0087276013 [26] -0.0162559220 -0.1628255633 0.0451122058 -0.0315212100 -0.0088311206 [31] -0.0506652225 0.0556461676 0.0315204792 -0.0405086876 0.0073782981 [36] 0.0209029899 -0.1358286431 0.0399407047 -0.0031026798 -0.0277315405 [41] -0.0332291655 0.0284154369 -0.0768041862 -0.0128271665 0.0002384014 [46] -0.0411092186 -0.0033980804 0.0090199644 > 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/4xkkp1384356026.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/53dbf1384356026.tab") > > try(system("convert tmp/1gezo1384356026.ps tmp/1gezo1384356026.png",intern=TRUE)) character(0) > try(system("convert tmp/2qnnn1384356026.ps tmp/2qnnn1384356026.png",intern=TRUE)) character(0) > try(system("convert tmp/3egm61384356026.ps tmp/3egm61384356026.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 2.251 0.483 2.713