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Type 'q()' to quit R. > x <- c(679,687,638,628,604,713,712,693,697,555,486,470,465,426,384,379,381,380,351,346,339,336,333,324,324,321,304,343,407,389,361,353,361,387,692,704,742,721,843,847,945,946,946,945,1082,1075,820,832,851,1090,1203,1239,1535,1527,1480,1452,1383,1381,1429,1376,1602,1597,2003,1958,1997,1986,2129,2115,2297,2250,2309,2648,2627,2711,2732,2825,2932,2910,2969,2999,2965,2846,2847,2751) > par8 = '' > par7 = '0.95' > par6 = 'White Noise' > par5 = '12' > par4 = '0' > par3 = '1' > par2 = '1' > par1 = '48' > par8 <- '' > par7 <- '0.95' > par6 <- 'White Noise' > par5 <- '12' > par4 <- '0' > par3 <- '1' > 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/1y3sf1384523152.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/2brr31384523152.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/35kds1384523152.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 -0.021077289 0.194031211 -0.036426857 0.041028563 [6] 0.018212240 -0.022153966 -0.086986298 0.107075556 0.120413999 [11] 0.129708206 0.158011941 -0.134478089 0.120291547 0.004197229 [16] -0.044490455 0.031027100 -0.036833776 0.108196482 -0.002650659 [21] -0.114648305 -0.077107540 0.080255217 -0.052332115 0.116763992 [26] -0.229718149 0.128956366 0.022203032 0.128499242 -0.095662492 [31] -0.058261835 -0.114281115 -0.034652149 0.005980056 0.013896600 [36] 0.032183905 -0.009096396 0.143632737 -0.035362828 -0.032478017 [41] -0.061166174 -0.073256722 -0.042423757 -0.080943453 0.043914899 [46] -0.033651840 -0.045572353 -0.056826861 -0.074913129 > (mypacf <- c(rpacf$acf)) [1] -0.021077289 0.193672999 -0.030192568 0.002608305 0.032867812 [6] -0.032400683 -0.099929599 0.123205414 0.164922457 0.089912577 [11] 0.133893794 -0.177241557 0.045838952 0.068059692 -0.079659889 [16] 0.057775395 0.003303342 0.059707661 -0.081751108 -0.177274150 [21] -0.090423857 0.133755310 0.015172402 0.049647454 -0.196592370 [26] 0.070767612 0.040368828 0.133405944 -0.066382512 -0.039005500 [31] -0.078455085 -0.149668259 0.088953632 0.168096618 0.046750824 [36] -0.049939191 -0.024498673 -0.032707991 -0.038939612 0.002348295 [41] -0.011653937 -0.006098913 -0.037956603 -0.035234841 -0.099775945 [46] -0.137338242 0.054022078 -0.025493774 > 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/4yodo1384523152.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/59jyh1384523152.tab") > > try(system("convert tmp/1y3sf1384523152.ps tmp/1y3sf1384523152.png",intern=TRUE)) character(0) > try(system("convert tmp/2brr31384523152.ps tmp/2brr31384523152.png",intern=TRUE)) character(0) > try(system("convert tmp/35kds1384523152.ps tmp/35kds1384523152.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.735 0.370 2.092