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Type 'q()' to quit R. > x <- c(0.69,0.69,0.68,0.66,0.65,0.65,0.65,0.65,0.65,0.66,0.68,0.72,0.73,0.75,0.69,0.65,0.64,0.64,0.64,0.64,0.65,0.65,0.67,0.7,0.69,0.7,0.71,0.69,0.69,0.69,0.69,0.69,0.7,0.7,0.7,0.74,0.72,0.74,0.69,0.66,0.66,0.66,0.66,0.66,0.66,0.67,0.7,0.72,0.71,0.7,0.71,0.67,0.7,0.69,0.69,0.69,0.69,0.69,0.71,0.75,0.74,0.75,0.72,0.64,0.65,0.64,0.64,0.64,0.64,0.65,0.66,0.7,0.68,0.69,0.68,0.67,0.68,0.68,0.68,0.68,0.68,0.7,0.69,0.75) > 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/1a1xi1388760540.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/2885f1388760541.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/3xk781388760541.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 0.0511208257 0.1233830263 -0.0730966668 -0.2751535324 [6] -0.1056150673 -0.0948638914 -0.0894953354 -0.3234588158 -0.0005156814 [11] 0.0830954167 0.0221539856 0.4633202069 0.0715421999 0.0167291735 [16] 0.0699576516 -0.2343689935 -0.0459913584 -0.1455838920 -0.0273748691 [21] -0.2853655869 -0.0850878221 0.0788734705 0.0419592768 0.4936961855 [26] 0.1259454159 -0.0215070398 0.0050028909 -0.2156985920 -0.0030991671 [31] -0.0865438407 -0.0679132874 -0.1963320207 -0.0141152157 0.1017916022 [36] 0.0727567859 0.2740073133 0.0513927305 -0.0485889082 0.0478950823 [41] -0.1485846108 -0.0086505555 -0.0597995093 -0.1055658431 -0.1271103871 [46] -0.1221309362 0.1089185536 0.0343260200 0.3109332271 > (mypacf <- c(rpacf$acf)) [1] 0.0511208257 0.1210861265 -0.0863182446 -0.2892139609 -0.0693743453 [6] -0.0181383938 -0.1130846120 -0.4499511038 -0.0626658462 0.1777338672 [11] -0.1472735304 0.2122451470 0.0626852913 -0.0799994217 0.0823111006 [16] -0.2014864162 0.0320773203 -0.0265916608 -0.0318510051 -0.1879485075 [21] -0.1848228126 0.0544342294 0.0815050545 0.1707583216 -0.0170315617 [26] -0.1459260656 0.0204569462 -0.0803864408 0.0106429032 0.0137177404 [31] -0.0653520240 0.0357689230 0.1176905393 -0.0623145799 0.0636247133 [36] -0.0875607704 -0.0377690678 -0.0151421350 -0.0300003881 0.0134490320 [41] 0.0106494202 0.0002520597 -0.0631561785 -0.0227324898 -0.0778028835 [46] 0.0175014293 -0.0340429012 -0.0003135539 > 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/4kg9d1388760541.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/5qma41388760541.tab") > > try(system("convert tmp/1a1xi1388760540.ps tmp/1a1xi1388760540.png",intern=TRUE)) character(0) > try(system("convert tmp/2885f1388760541.ps tmp/2885f1388760541.png",intern=TRUE)) character(0) > try(system("convert tmp/3xk781388760541.ps tmp/3xk781388760541.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.698 0.517 2.222