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Type 'q()' to quit R. > x <- c(82,80,76,73,70,68,67,64,69,69,67,57,67,69,67,66,65,56,57,53,58,59,60,59,65,62,61,62,57,51,45,46,48,49,48,43,51,54,57,60,58,61,62,62,64,68,70,73,79,84,82,78,78,76,73,71,71,70,74,72,80,80,80,79,82,71,75,74,76,82,85,82,92,93,93,99,98,89,96,94,99,108,113,115,126,131,134,134,137,139,139,134,133,135,130,133) > 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/1r6t61413552201.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/2kswp1413552201.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/3b9ss1413552201.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 0.006277179 0.129214135 0.151837421 0.058609421 [6] -0.177612063 0.190352370 -0.269808957 0.034533923 0.022240125 [11] -0.051535461 0.041456935 0.380437270 -0.089146321 0.128754892 [16] 0.070431818 -0.090192720 -0.103586795 -0.029663844 -0.203643680 [21] -0.016617097 0.003866423 -0.040456991 0.069677845 0.211915244 [26] 0.047035490 0.095998562 0.009645774 -0.022057886 -0.045184248 [31] -0.104875069 -0.106986744 -0.062291047 0.043223841 -0.032326778 [36] 0.021396056 0.193663120 0.107760170 -0.042694403 0.027058437 [41] 0.092106223 -0.117957842 0.026784055 -0.098741032 -0.012240880 [46] -0.045901939 0.023808348 -0.053572014 0.248545996 > (mypacf <- c(rpacf$acf)) [1] 0.006277179 0.129179822 0.152877265 0.045022185 -0.224450343 [6] 0.162518779 -0.261047950 0.081523459 0.045927969 -0.045596288 [11] 0.147637816 0.282657838 -0.036833479 -0.025169540 -0.047853490 [16] -0.114705231 -0.073123590 -0.125454377 0.038198628 -0.014064306 [21] 0.093273214 0.073630102 -0.011048683 0.112479728 0.045684362 [26] -0.048801508 -0.112652685 0.001377520 0.004184737 -0.070047059 [31] 0.048166016 -0.022140965 0.134979339 -0.014400734 -0.068451463 [36] 0.110471768 -0.001159800 -0.118443239 -0.083808082 0.164856128 [41] -0.036376405 0.150025853 -0.054114921 0.105174825 -0.153597319 [46] -0.012313866 -0.035454465 0.020166262 > 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/4cwrr1413552201.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/5g3a11413552201.tab") > > try(system("convert tmp/1r6t61413552201.ps tmp/1r6t61413552201.png",intern=TRUE)) character(0) > try(system("convert tmp/2kswp1413552201.ps tmp/2kswp1413552201.png",intern=TRUE)) character(0) > try(system("convert tmp/3b9ss1413552201.ps tmp/3b9ss1413552201.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.169 0.236 1.410