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Type 'q()' to quit R. > x <- c(-65,-75,-77,-75,-71,-71,-72,-64,-63,-68,-64,-52,-47,-52,-47,-36,-33,-44,-32,-23,-26,-24,-17,-29,-14,-12,-13,-15,-17,-22,-22,-39,-56,-66,-66,-71,-69,-71,-72,-67,-72,-77,-64,-64,-57,-63,-69,-76,-70,-78,-78,-76,-69,-73,-73,-62,-63,-61,-46,-40) > 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/1bs081395845621.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/20dji1395845621.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/3u2du1395845621.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 0.0823544743 -0.0274388753 0.2284030353 0.2258240038 [6] -0.1033947208 0.0924034130 -0.0753775331 0.0789432463 -0.0656725090 [11] -0.0818101693 -0.1357771224 -0.0195233125 -0.1494031101 0.0695491599 [16] 0.0688770697 0.0043252107 -0.1130240482 0.0527770705 -0.1205478238 [21] -0.0427921180 -0.1720031043 -0.0776376637 -0.1197428894 -0.0137478708 [26] -0.2141292216 -0.1044253404 -0.1416885934 -0.0312108810 -0.0815961009 [31] 0.0677058302 0.0326479962 0.0231155383 0.0637936730 0.0469650920 [36] -0.1256965184 0.0654144091 0.0940760502 -0.0946259763 0.0295540765 [41] 0.1399212416 -0.0294902776 -0.0733808424 0.0303755930 0.1194237075 [46] 0.0280917603 -0.0008030607 0.0591158350 0.0993849447 > (mypacf <- c(rpacf$acf)) [1] 0.082354474 -0.034454816 0.235452635 0.195964109 -0.126755575 [6] 0.080282569 -0.212240408 0.134798242 -0.104020743 -0.051446647 [11] -0.107778216 -0.068574849 -0.042134806 0.136764011 0.161658122 [16] 0.018935514 -0.119787025 -0.081794186 -0.175920061 -0.007298535 [21] -0.173090786 -0.061508059 -0.105657202 0.034721755 -0.049230212 [26] -0.042018043 -0.065557690 -0.051017805 -0.021865210 0.024436307 [31] 0.082457010 -0.091627438 0.075539339 -0.130806900 -0.138276160 [36] -0.002065690 0.044329520 -0.145520238 0.061685372 0.049831299 [41] 0.076669995 -0.096790545 -0.016017263 0.024108033 -0.069977683 [46] -0.082336013 -0.074234034 -0.064798905 > 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/46tet1395845621.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/5rbo81395845621.tab") > > try(system("convert tmp/1bs081395845621.ps tmp/1bs081395845621.png",intern=TRUE)) character(0) > try(system("convert tmp/20dji1395845621.ps tmp/20dji1395845621.png",intern=TRUE)) character(0) > try(system("convert tmp/3u2du1395845621.ps tmp/3u2du1395845621.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 2.776 0.552 3.310