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Type 'q()' to quit R. > x <- c(110.48,111.41,115.5,118.32,118.42,117.5,110.23,109.19,118.41,118.3,116.1,114.11,113.41,114.33,116.61,123.64,123.77,123.39,116.03,114.95,123.4,123.53,114.45,114.26,114.35,112.77,115.31,114.93,116.38,115.07,105,103.43,114.52,115.04,117.16,115,116.22,112.92,116.56,114.32,113.22,111.56,103.87,102.85,112.27,112.76,118.55,122.73,115.44,116.97,119.84,116.37,117.23,115.58,109.82,108.46,116.54,117.49,122.87,127.1,119.81,120.03,128.58,120.4,121.54,118.71,111.57,109.97,120.29,120.61,130.15,136.12) > 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/1tzf71416063129.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/2in3x1416063129.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/3j9dd1416063129.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 0.5735002431 0.1860545420 0.0560513970 -0.0939546965 [6] 0.0017854115 0.1679138936 0.0341601635 -0.0256758501 0.0350764549 [11] 0.0138764910 0.2562930948 0.4742019618 0.2045993365 -0.0835071405 [16] -0.1819034850 -0.2790160973 -0.1531277003 0.0029170933 -0.1031493811 [21] -0.1607533675 -0.1253141036 -0.1443192113 0.0321412567 0.1893708048 [26] -0.0009270537 -0.1656462171 -0.2800464707 -0.3466733063 -0.1596647775 [31] 0.0308409803 -0.0260319668 -0.0617591893 -0.0909945113 -0.1236719885 [36] -0.0002153227 0.0837148203 0.0123779152 -0.0726804047 -0.1465923678 [41] -0.2141260487 -0.0044718469 0.1721586626 0.1276840608 0.0735804909 [46] 0.0050812868 -0.0663119909 0.0103690138 0.0596005247 > (mypacf <- c(rpacf$acf)) [1] 0.573500243 -0.212857287 0.076027902 -0.200960652 0.265803060 [6] 0.061501070 -0.215073861 0.079877491 0.070836116 0.024161026 [11] 0.369751541 0.128928067 -0.306047047 -0.185499382 0.033439886 [16] -0.045010940 -0.057428159 -0.080212303 -0.087038048 -0.074711786 [21] 0.019895390 -0.003733546 -0.012182639 -0.040703438 -0.055817032 [26] 0.046597015 -0.164163025 0.011418751 0.069749471 0.044230929 [31] -0.038891288 -0.008752798 -0.041559863 0.020276363 -0.076376841 [36] -0.027027642 0.066411956 -0.052789444 0.044372559 -0.085479694 [41] 0.157779817 -0.025200623 -0.022666757 -0.001587077 0.008830274 [46] -0.045346070 -0.048896810 -0.033351464 > 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/4hji01416063129.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/5dvnj1416063129.tab") > > try(system("convert tmp/1tzf71416063129.ps tmp/1tzf71416063129.png",intern=TRUE)) character(0) > try(system("convert tmp/2in3x1416063129.ps tmp/2in3x1416063129.png",intern=TRUE)) character(0) > try(system("convert tmp/3j9dd1416063129.ps tmp/3j9dd1416063129.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.179 0.216 1.402