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Type 'q()' to quit R. > x <- c(15579,16348,15928,16171,15937,15713,15594,15683,16438,17032,17696,17745,19394,20148,20108,18584,18441,18391,19178,18079,18483,19644,19195,19650,20830,23595,22937,21814,21928,21777,21383,21467,22052,22680,24320,24977,25204,25739,26434,27525,30695,32436,30160,30236,31293,31077,32226,33865,32810,32242,32700,32819,33947,34148,35261,39506,41591,39148,41216,40225,41126,42362,40740,40256,39804,41002,41702,42254,43605,43271,43221,41373) > 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/1sqan1400764431.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/2bt4r1400764431.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/3nz8b1400764431.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 0.96559908 0.92639989 0.88722716 0.84598228 0.80719190 [7] 0.76799043 0.72868802 0.69146134 0.65408798 0.61458317 0.57313153 [13] 0.53248087 0.49343397 0.45319998 0.41451270 0.36254751 0.31369116 [19] 0.27428051 0.23881795 0.20187781 0.16579162 0.12973862 0.09158936 [25] 0.05270472 0.01422328 -0.01449096 -0.04292435 -0.07635847 -0.10801413 [31] -0.14071839 -0.18065616 -0.21818952 -0.24763937 -0.27462439 -0.29802392 [37] -0.32023322 -0.34093079 -0.35887235 -0.37188802 -0.37999201 -0.38135818 [43] -0.37846333 -0.38224727 -0.38841508 -0.39359418 -0.40198676 -0.40966946 [49] -0.40884140 > (mypacf <- c(rpacf$acf)) [1] 0.965599085 -0.088462582 -0.015156740 -0.052043566 0.018517692 [6] -0.033162597 -0.021115574 0.005860376 -0.026355923 -0.054433218 [11] -0.051268979 -0.008384129 -0.003392735 -0.047700894 -0.003069812 [16] -0.231354053 0.040413451 0.094025222 0.029393325 -0.079925489 [21] -0.018098705 -0.027635300 -0.072699886 -0.040312457 -0.007360036 [26] 0.131294480 -0.069776408 -0.142193401 0.007852406 -0.045806754 [31] -0.111579743 -0.021487468 0.066093786 -0.027844618 0.015367489 [36] -0.034925761 -0.006919483 0.022883178 0.034883859 0.041058505 [41] 0.010983995 0.043916777 -0.082957332 -0.068509633 -0.033992420 [46] -0.023448466 -0.020619592 0.018324817 > 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/4budo1400764431.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/5mbpc1400764431.tab") > > try(system("convert tmp/1sqan1400764431.ps tmp/1sqan1400764431.png",intern=TRUE)) character(0) > try(system("convert tmp/2bt4r1400764431.ps tmp/2bt4r1400764431.png",intern=TRUE)) character(0) > try(system("convert tmp/3nz8b1400764431.ps tmp/3nz8b1400764431.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.662 0.279 1.947