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Type 'q()' to quit R. > x <- c(219,231,247,259,278,289,252,224,242,303,305,283,259,224,252,273,252,265,285,224,283,279,296,269,252,226,259,301,260,282,311,263,276,296,310,290,273,267,302,322,314,300,316,299,295,340,333,316,294,309,354,335,313,338,357,324,296,378,343,301,309,271,308,326,336,310,335,298,288,319,328,315) > 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/wessaorg/rcomp/tmp/1i3851419343555.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/wessaorg/rcomp/tmp/2u23y1419343555.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/wessaorg/rcomp/tmp/32umt1419343555.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] 1.0000000000 -0.1926107088 -0.3591637039 0.0097813499 -0.0230669098 [6] -0.0253829278 0.1628670521 0.0799085425 -0.0946994662 0.0305511383 [11] -0.2128328557 -0.1079000570 0.4738253114 0.0312757726 -0.3607638720 [16] 0.0333561280 0.0293352652 -0.0380227274 0.1349491375 0.0217822276 [21] -0.0113239057 -0.0555879326 -0.1764615468 0.0117373381 0.2736576254 [26] 0.0727527401 -0.2898286167 0.0221028491 0.0736802676 -0.1126982945 [31] 0.1943997794 0.0004150237 -0.1196252388 0.0144693529 -0.0914943661 [36] 0.0130121614 0.1886630339 0.1024150158 -0.2707924151 -0.0184981318 [41] 0.1292673623 -0.1135812140 0.1279620165 0.0027270989 -0.0545788585 [46] -0.0040833099 0.0118127896 -0.1090262816 0.1805193515 > (mypacf <- c(rpacf$acf)) [1] -0.192610709 -0.411529889 -0.208959660 -0.298110056 -0.286852465 [6] -0.104594617 -0.002425884 0.013994749 0.177165194 -0.146802912 [11] -0.258605453 0.240042235 0.157602936 -0.089598729 -0.001870020 [16] -0.083635927 -0.040031013 0.005303668 -0.111227642 0.078983778 [21] -0.028545544 -0.153591499 0.006807469 -0.043586313 0.019910833 [26] -0.060415093 -0.023619188 0.050544379 -0.111202299 0.118497517 [31] 0.022827784 -0.138741401 -0.008143564 -0.063012787 -0.029693815 [36] -0.019293128 0.048314385 -0.003963208 0.019104775 0.043720941 [41] 0.012143336 0.047992615 -0.164908945 0.065038169 0.003926807 [46] 0.080172898 -0.060089872 0.037870647 > lengthx <- length(x) > sqrtn <- sqrt(lengthx) > > #Note: the /var/wessaorg/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/wessaorg/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/wessaorg/rcomp/tmp/48tqa1419343555.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/wessaorg/rcomp/tmp/58dgu1419343555.tab") > > try(system("convert tmp/1i3851419343555.ps tmp/1i3851419343555.png",intern=TRUE)) character(0) > try(system("convert tmp/2u23y1419343555.ps tmp/2u23y1419343555.png",intern=TRUE)) character(0) > try(system("convert tmp/32umt1419343555.ps tmp/32umt1419343555.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.196 0.215 1.415