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Type 'q()' to quit R. > x <- c(449,446,447,451,465,460,433,431,437,442,449,450,435,431,434,439,455,452,426,428,433,438,442,446,442,436,444,454,469,471,443,437,444,451,457,460,454,439,441,446,459,456,433,424,430,428,424,419,409,397,397,401,413,413,390,385,397,398,406,412,409,404,412,418,434,431,406,416,424,427,438,444,442,443,453,471,476,476,461,462,460,463,467,468) > 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/wessaorg/rcomp/tmp/1wsy51395070135.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/2rmq81395070135.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/37iwe1395070135.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 0.87844405 0.71153764 0.63154779 0.62167436 0.64403612 [7] 0.62417498 0.49716363 0.32482476 0.19078494 0.14591638 0.18806853 [13] 0.19142536 0.03962110 -0.13370036 -0.21629610 -0.23346364 -0.21177016 [19] -0.21218809 -0.29623570 -0.41843545 -0.48752845 -0.47353545 -0.38126866 [25] -0.32325463 -0.38584301 -0.46455580 -0.46526138 -0.40685059 -0.30767033 [31] -0.23721986 -0.23221896 -0.25681298 -0.24440049 -0.17481513 -0.05985637 [37] 0.01404464 -0.01420418 -0.05860656 -0.05169906 -0.01241224 0.04501161 [43] 0.07206688 0.04035636 -0.01363263 -0.03441345 -0.01039956 0.04684699 [49] 0.07382290 > (mypacf <- c(rpacf$acf)) [1] 0.878444053 -0.263323802 0.344594640 0.108205285 0.198673547 [6] -0.121142673 -0.344565642 -0.212696867 -0.208314501 0.075723610 [11] 0.290588545 -0.019780500 -0.436477098 0.049834716 0.044483710 [16] -0.109736222 -0.037843983 -0.027084472 -0.007610789 -0.044404800 [21] 0.056882815 -0.074978518 0.103754313 -0.001158384 -0.070519084 [26] -0.026645454 -0.013942417 0.013711436 0.034054307 -0.091702772 [31] 0.167087717 0.062293698 -0.002695119 -0.099459022 -0.096173073 [36] -0.055877623 -0.079460927 -0.012924730 -0.091016699 -0.057452989 [41] -0.006173027 -0.022554031 -0.014887042 -0.037437036 0.055728635 [46] -0.032631867 -0.007929440 0.010701541 > 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/451co1395070135.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/570e01395070135.tab") > > try(system("convert tmp/1wsy51395070135.ps tmp/1wsy51395070135.png",intern=TRUE)) character(0) > try(system("convert tmp/2rmq81395070135.ps tmp/2rmq81395070135.png",intern=TRUE)) character(0) > try(system("convert tmp/37iwe1395070135.ps tmp/37iwe1395070135.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 2.339 0.429 2.778