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Type 'q()' to quit R. > x <- c(96.86,96.77,96.5,96.01,96.07,95.93,95.93,95.83,96.24,96.25,96.59,96.62,96.62,96.81,96.71,96.45,96.63,96.56,96.56,96.65,97.04,97.14,97.2,97.26,97.26,97.24,97.35,97.36,97.28,97.31,97.31,97.31,97.23,97.78,97.64,97.68,97.68,97.81,97.75,97.63,97.6,97.65,97.65,97.65,97.86,98.41,98.79,98.75,98.74,98.55,98.65,98.86,98.94,99.05,99.05,99.05,99.17,98.99,98.91,98.89,98.89,98.72,98.89,98.97,99.16,99.54,99.54,99.55,100.01,99.52,99.44,99.39,99.39,99.4,100.43,100.62,101.05,100.95,100.95,100.91,101.13,100.81,100.47,100.56) > 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/1uljo1385137146.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/2n9o21385137146.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/3o5xi1385137146.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] 1.00000000 0.96614941 0.93014735 0.88353021 0.82873071 0.77762636 [7] 0.73136905 0.68371269 0.63902267 0.60332749 0.56714467 0.54501838 [13] 0.52147116 0.49115649 0.46044696 0.42876899 0.38842728 0.35824003 [19] 0.32950406 0.30138725 0.27973819 0.26109689 0.24277539 0.22550785 [25] 0.20289902 0.17997627 0.15498096 0.13049763 0.10342408 0.07655596 [31] 0.04558854 0.01373082 -0.01726025 -0.04955575 -0.07607189 -0.10239379 [37] -0.13338809 -0.16198315 -0.19021086 -0.21375504 -0.23068298 -0.24378032 [43] -0.25852852 -0.27300384 -0.28775575 -0.30072359 -0.31195326 -0.32153491 [49] -0.33018082 > (mypacf <- c(rpacf$acf)) [1] 0.9661494086 -0.0495427183 -0.1775449578 -0.1438764701 0.0553330707 [6] 0.0846937559 -0.0586871396 -0.0302453937 0.1072691273 -0.0201210177 [11] 0.1540442475 -0.0810396576 -0.1740028600 -0.0409384466 0.0409328587 [16] -0.0981853073 0.1197636983 0.0100301493 0.0145270580 0.0191188098 [21] 0.0276596307 -0.0357069456 -0.0847249596 -0.1415353363 0.0605712537 [26] -0.0470841630 0.0764756762 -0.0387627276 -0.0560920326 -0.0845515339 [31] 0.0001495474 -0.0760342975 -0.0458602585 0.0116863377 0.0121722759 [36] -0.1250588134 0.0396434707 -0.0101486904 0.0793293792 -0.0147010568 [41] 0.0170638382 -0.1243797715 -0.0292652004 -0.0152049906 0.0729368481 [46] -0.0892093559 0.0478141894 -0.0099110772 > 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/41ggz1385137146.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/57c5c1385137146.tab") > > try(system("convert tmp/1uljo1385137146.ps tmp/1uljo1385137146.png",intern=TRUE)) character(0) > try(system("convert tmp/2n9o21385137146.ps tmp/2n9o21385137146.png",intern=TRUE)) character(0) > try(system("convert tmp/3o5xi1385137146.ps tmp/3o5xi1385137146.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 2.192 0.495 2.671