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Type 'q()' to quit R. > x <- c(12849,11380,12079,11366,11328,10444,10854,10434,10137,10992,10906,12367,14371,11695,11546,10922,10670,10254,10573,10239,10253,11176,10719,11817,12487,11519,12025,10976,11276,10657,11141,10423,10640,11426,10948,12540,12200,10644,12044,11338,11292,10612,10995,10686,10635,11285,11475,12535,12490,12511,12799,11876,11602,11062,11055,10855,10704,11510,11663,12686,13516,12539,13811,12354,11441,10814,11261,10788,10326,11490,11029,11876) > 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/11wth1413623983.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/2v6z61413623984.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/3s4o61413623984.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 0.53629969 0.37443374 0.09224603 -0.24704588 -0.38963957 [7] -0.47429623 -0.39321079 -0.28995330 0.03736353 0.22012046 0.36596368 [13] 0.62306256 0.32607267 0.27503770 0.05682315 -0.17923291 -0.27168562 [19] -0.36419813 -0.32553686 -0.26309993 -0.04873791 0.07746498 0.20633863 [25] 0.38495894 0.13757335 0.17653600 0.04082176 -0.14107066 -0.23768772 [31] -0.30644701 -0.27638784 -0.24697458 -0.07488000 0.04480395 0.16722335 [37] 0.31396184 0.17551235 0.18729769 0.02448784 -0.14806685 -0.23762316 [43] -0.30713201 -0.28363289 -0.26036671 -0.09412203 0.01452866 0.14913180 [49] 0.27243569 > (mypacf <- c(rpacf$acf)) [1] 0.5362996931 0.1218676288 -0.2129490246 -0.3908487080 -0.1749728566 [6] -0.0988922762 0.0204326844 -0.0746758255 0.2399991074 0.1046198143 [11] 0.0394751686 0.3791367012 -0.2983226491 0.0389565737 0.0507867220 [16] 0.0116610214 0.0670349065 -0.0649605839 -0.0564293167 -0.0077035877 [21] -0.0975584010 0.0368416248 -0.0186086639 0.0207649948 -0.2138066444 [26] 0.0165209773 0.0942148886 -0.0965629645 -0.1717803952 0.0071354241 [31] 0.0215758604 -0.0452019746 -0.0679386677 0.1044021268 0.0357156102 [36] -0.0002415438 0.0648714060 -0.0726667804 -0.0985062929 -0.0703182509 [41] 0.0283264323 0.0368851001 -0.0810283874 -0.1176241116 0.0057543047 [46] -0.0582934833 -0.0071963666 -0.0175214328 > 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/4ztmt1413623984.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/5l12b1413623984.tab") > > try(system("convert tmp/11wth1413623983.ps tmp/11wth1413623983.png",intern=TRUE)) character(0) > try(system("convert tmp/2v6z61413623984.ps tmp/2v6z61413623984.png",intern=TRUE)) character(0) > try(system("convert tmp/3s4o61413623984.ps tmp/3s4o61413623984.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.165 0.148 1.323