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Type 'q()' to quit R. > x <- c(4.8,4,3.5,4.1,4.1,3.8,3.5,4.1,4.5,4.1,3.8,4.6,5.2,4.4,4.3,4.7,5.1,4.6,4.7,4.9,5.1,4.6,4.6,4.8,5.1,4.8,4.4,4.8,4.7,4,3.5,4,3.7,3.1,2.9,3.3,3.5,3,2.7,3.2,3.8,3.3,3.1,3.5,3.9,3.4,3.2,3.6,3.9,3.2,3,3.4,3.6,3,3,3.6,3.6,3.3,3.3,3.6,3.8,3.3,3.1,3.4,3.5,3.1,3,3.3,3.7,3.1,2.9,3.1,3.2) > par8 = '' > par7 = '0.95' > par6 = 'White Noise' > par5 = '4' > par4 = '0' > par3 = '0' > par2 = '1' > par1 = '48' > par8 <- '' > par7 <- '0.95' > par6 <- 'White Noise' > par5 <- '4' > 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/1wcdk1413460600.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/25nh91413460600.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/3zb571413460600.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] 1.000000000 0.793135436 0.612244898 0.721088435 0.810760668 [6] 0.615027829 0.426406926 0.506493506 0.576685220 0.389610390 [11] 0.209956710 0.299319728 0.370748299 0.207792208 0.056895485 [16] 0.145021645 0.214594929 0.063388992 -0.064007421 0.015460730 [21] 0.078231293 -0.064007421 -0.173160173 -0.086889301 -0.002164502 [26] -0.117810761 -0.209338281 -0.110080396 -0.024118738 -0.129870130 [31] -0.217996289 -0.130797774 -0.062461348 -0.152752010 -0.247680891 [36] -0.189548547 -0.130797774 -0.221397650 -0.312615955 -0.251391466 [41] -0.197897341 -0.282622140 -0.340445269 -0.277056277 -0.229746444 [46] -0.290352505 -0.317872604 -0.250154607 -0.196351268 > (mypacf <- c(rpacf$acf)) [1] 0.793135436 -0.045341821 0.673845605 0.129828680 -0.398651543 [6] -0.251381119 0.086274374 0.057113836 -0.109032778 -0.107631851 [11] 0.145553670 -0.004139984 0.024588651 -0.067082588 0.009609340 [16] -0.065672526 -0.035529209 -0.007779235 -0.058554088 -0.023725234 [21] -0.052082568 0.031013889 0.023116496 0.159903180 -0.036016656 [26] 0.001149379 -0.030837069 0.012266550 -0.097240766 -0.045313919 [31] -0.109157143 -0.030027157 0.063910530 -0.054446964 -0.109099315 [36] -0.016841968 -0.027937579 0.019771984 0.030091529 -0.075793900 [41] -0.056705349 0.096441665 -0.023881935 -0.064804673 0.029883442 [46] 0.095274097 -0.003043360 0.053267556 > 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/48acz1413460600.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/5uwj61413460600.tab") > > try(system("convert tmp/1wcdk1413460600.ps tmp/1wcdk1413460600.png",intern=TRUE)) character(0) > try(system("convert tmp/25nh91413460600.ps tmp/25nh91413460600.png",intern=TRUE)) character(0) > try(system("convert tmp/3zb571413460600.ps tmp/3zb571413460600.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.215 0.219 1.439