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Type 'q()' to quit R. > x <- c(125326,122716,116615,113719,110737,112093,143565,149946,149147,134339,122683,115614,116566,111272,104609,101802,94542,93051,124129,130374,123946,114971,105531,104919,104782,101281,94545,93248,84031,87486,115867,120327,117008,108811,104519,106758,109337,109078,108293,106534,99197,103493,130676,137448,134704,123725,118277,121225,120528,118240,112514,107304,100001,102082,130455,135574,132540,119920,112454,109415,109843,106365,102304,97968,92462,92286,120092,126656,124144,114045,108120,105698,111203,110030,104009,99772,96301,97680,121563,134210,133111,124527,117589,115699) > 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/fisher/rcomp/tmp/1we2x1384971977.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/20fj21384971977.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/30bex1384971977.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 0.737809894 0.310323200 -0.003512481 -0.112219854 [6] -0.071197706 -0.028836612 -0.103952439 -0.201123466 -0.182134926 [11] 0.022641711 0.346223040 0.544241738 0.321426505 -0.036124761 [16] -0.286341495 -0.366992761 -0.320407515 -0.280667430 -0.330296776 [21] -0.398979564 -0.362652847 -0.166445010 0.134582102 0.328633698 [26] 0.183754326 -0.076159212 -0.250969978 -0.278713976 -0.197816909 [31] -0.125699437 -0.130508752 -0.158351421 -0.109830025 0.064810728 [36] 0.316000313 0.478677223 0.366060053 0.150882712 -0.006162268 [41] -0.051848983 -0.014243894 0.016412056 -0.018759917 -0.068200371 [46] -0.050628900 0.067304154 0.239577879 0.346780646 0.240481383 [51] 0.053058924 -0.093468460 -0.151474098 -0.136747048 -0.109415850 [56] -0.135257816 -0.166144384 -0.149457952 -0.059350663 0.066409508 [61] 0.153760470 > (mypacf <- c(rpacf$acf)) [1] 0.737809894 -0.513655530 0.086165859 0.052700724 0.029884838 [6] -0.117741228 -0.217237294 0.057936628 0.127256051 0.264466823 [11] 0.299503523 -0.012621311 -0.671630697 0.247387895 -0.057095996 [16] -0.237700164 -0.131528054 -0.128384837 0.103361960 -0.115118766 [21] -0.022659544 -0.072955762 -0.028494940 -0.004044300 -0.019470521 [26] -0.063676590 -0.124310820 0.120641285 -0.026921340 0.028510368 [31] -0.039981402 0.058311338 0.019417187 -0.009155135 -0.017792855 [36] 0.045410080 0.021407818 -0.023367920 0.017685113 -0.095446232 [41] 0.008566687 0.004561023 -0.093083167 0.015065792 -0.028764055 [46] -0.026167179 -0.063568987 0.029391559 -0.021079582 -0.002470855 [51] -0.078841205 0.017368386 0.026456011 0.056517392 -0.051072332 [56] 0.025907574 -0.064303085 0.029848033 -0.026556293 -0.031875944 > 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/444hb1384971977.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/5heql1384971977.tab") > > try(system("convert tmp/1we2x1384971977.ps tmp/1we2x1384971977.png",intern=TRUE)) character(0) > try(system("convert tmp/20fj21384971977.ps tmp/20fj21384971977.png",intern=TRUE)) character(0) > try(system("convert tmp/30bex1384971977.ps tmp/30bex1384971977.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.917 0.448 2.343