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Type 'q()' to quit R. > x <- c(1.4718,1.4748,1.5527,1.5751,1.5557,1.5553,1.577,1.4975,1.437,1.3322,1.2732,1.3449,1.3239,1.2785,1.305,1.319,1.365,1.4016,1.4088,1.4268,1.4562,1.4816,1.4914,1.4614,1.4272,1.3686,1.3569,1.3406,1.2565,1.2209,1.277,1.2894,1.3067,1.3898,1.3661,1.322,1.336,1.3649,1.3999,1.4442,1.4349,1.4388,1.4264,1.4343,1.377,1.3706,1.3556,1.3179,1.2905,1.3224,1.3201,1.3162,1.2789,1.2526,1.2288,1.24,1.2856,1.2974,1.2828,1.3119,1.3288,1.3359,1.2964,1.3026,1.2982,1.3189,1.308,1.331,1.3348,1.3635,1.3493,1.3704) > 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/1knt91413477264.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/2vezh1413477264.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/385oq1413477264.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 0.277848241 -0.003386118 0.092311005 -0.014349218 [6] -0.132365111 -0.044387907 -0.316115050 -0.233549300 -0.123370630 [11] -0.079581105 -0.177120704 -0.097673891 -0.093683516 -0.091408397 [16] 0.060768882 0.243457455 0.084760982 0.204997754 0.282180557 [21] 0.090591904 -0.043166052 0.052868504 -0.138172907 -0.113859365 [26] -0.074095675 -0.057524601 0.024880449 0.022958375 -0.108956499 [31] -0.056527817 -0.051067921 -0.107050042 -0.081644988 0.062998215 [36] 0.115884770 0.029858864 0.088631546 0.100522565 0.092298221 [41] 0.023825070 -0.024245613 -0.080445451 0.011303997 0.029810056 [46] 0.058694758 -0.051526197 -0.045174985 -0.025550036 > (mypacf <- c(rpacf$acf)) [1] 0.2778482409 -0.0873274075 0.1284150559 -0.0881347978 -0.1007330076 [6] 0.0116871225 -0.3557406706 -0.0131831333 -0.1360170239 0.0110830114 [11] -0.2010948653 -0.1015168594 -0.1307930066 -0.2287282636 0.0290791753 [16] 0.0597310330 -0.0675801321 0.1156171292 0.0609752061 -0.0599595327 [21] -0.1532327155 0.0269426731 -0.1187078720 -0.0091161715 -0.0405289427 [26] 0.0782897254 0.1673278749 -0.0875024251 0.0170809705 -0.0371673083 [31] -0.0577381886 -0.1446134597 -0.0350009686 0.0647123454 0.0019715897 [36] -0.0760820431 0.0239031169 -0.0581933062 0.1306959765 -0.0913229172 [41] 0.0616923245 -0.0775415959 0.0009950086 0.0185046444 0.0403849067 [46] -0.1089324113 0.0274379583 0.1150670045 > 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/4ai2r1413477264.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/5ohyx1413477264.tab") > > try(system("convert tmp/1knt91413477264.ps tmp/1knt91413477264.png",intern=TRUE)) character(0) > try(system("convert tmp/2vezh1413477264.ps tmp/2vezh1413477264.png",intern=TRUE)) character(0) > try(system("convert tmp/385oq1413477264.ps tmp/385oq1413477264.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.182 0.219 1.410