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Type 'q()' to quit R. > x <- c(20.89,21.04,21.07,21.12,21.25,21.24,21.24,21.22,21.29,21.25,21.15,21.16,21.16,21.52,21.59,21.6,21.68,21.67,21.67,21.65,21.74,21.72,21.84,21.94,21.94,21.95,21.96,22.1,22.13,22.18,22.18,22.27,22.3,22.04,22.05,22.06,22.06,22.06,21.97,22.03,22.08,22.13,22.13,22.4,22.4,22.12,22.22,22.14,22.14,22.19,22.29,22.24,22.26,22.29,22.29,22.29,22.29,22.35,22.39,22.43,22.43,22.11,22.12,22.05,22.05,22.08,22.08,22.09,22.09,22.24,22.25,22.24,22.24,22.25,22.28,22.23,22.29,22.31,22.31,22.31,22.39,22.42,22.42,22.42) > 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/15mh71384443929.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/2adfe1384443929.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/34ddw1384443929.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 0.926120882 0.863454982 0.804675180 0.747111785 [6] 0.704503018 0.661526255 0.624092209 0.577793505 0.544640440 [11] 0.497973485 0.444808871 0.393644798 0.330513334 0.299038399 [16] 0.264113991 0.234377364 0.200765650 0.169780862 0.142115967 [21] 0.110237697 0.094413174 0.071021066 0.060840669 0.039901092 [26] 0.020804308 0.009007242 -0.009142538 -0.019917054 -0.039948807 [31] -0.051708740 -0.073880088 -0.085418251 -0.081788723 -0.101339291 [36] -0.111517384 -0.122342861 -0.131382910 -0.147216396 -0.167144946 [41] -0.192172160 -0.215746600 -0.222944369 -0.236796265 -0.225744866 [46] -0.211679083 -0.219145486 -0.224130164 -0.233284939 > (mypacf <- c(rpacf$acf)) [1] 0.9261208819 0.0404433555 -0.0007240392 -0.0197430854 0.0746767306 [6] -0.0126252700 0.0195895605 -0.0780640142 0.0693036006 -0.1082448382 [11] -0.0753492170 -0.0430829721 -0.1071248749 0.1539057074 -0.0347652273 [16] 0.0053455830 -0.0520353716 0.0191601752 -0.0067891315 -0.0188945220 [21] 0.0551335176 -0.0136742471 0.0527967227 -0.1047002667 0.0034831488 [26] -0.0044345571 0.0022911823 -0.0065853209 -0.0526391468 0.0036694628 [31] -0.0824763384 0.0479331925 0.0696094662 -0.1141598490 -0.0010164190 [36] 0.0335586100 -0.0353823961 -0.0650349053 -0.0569574558 -0.0690720481 [41] 0.0247699182 0.0110424110 -0.0227640044 0.1256502255 0.0536980241 [46] -0.1138788151 -0.0497681032 -0.0080630314 > 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/4vl971384443929.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/5ik8y1384443929.tab") > > try(system("convert tmp/15mh71384443929.ps tmp/15mh71384443929.png",intern=TRUE)) character(0) > try(system("convert tmp/2adfe1384443929.ps tmp/2adfe1384443929.png",intern=TRUE)) character(0) > try(system("convert tmp/34ddw1384443929.ps tmp/34ddw1384443929.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.943 0.423 2.338