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Type 'q()' to quit R. > x <- c(111.2,116.7,125.8,131.5,146.2,155.4,157.5,137.2,121.3,89.1,69.6,56.7,58.5,56.4,60.5,64.6,73.2,84.6,80.4,88.4,84.6,90.8,94.9,93.1,96.6,93.1,98.3,105,95.6,94.3,95.3,97.1,98.1,104.4,107.8,114.3,118.7,124.1,134.2,142.4,133.8,131,133.2,125.9,126.2,122.7,126.6,124.8,128,134.1,138.8,134,124,110.4,116.7,124.7,126,122.8,120.2,121.2,125.4,127.9,122,117.5,117.9,117.9,122.7,125.7,126.1,123.2,120.6,123.5) > 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/1uzbz1413633046.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/2gegv1413633046.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/3g4ka1413633046.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 0.94102980 0.82265475 0.66760184 0.51086017 0.36858232 [7] 0.25127988 0.16818835 0.11947121 0.10064394 0.09645276 0.09299828 [13] 0.08043471 0.06107095 0.04100791 0.03017449 0.01845133 0.00362171 [19] -0.01616354 -0.03856476 -0.06976018 -0.10839800 -0.15384656 -0.20627905 [25] -0.25570873 -0.28894883 -0.31403322 -0.31272979 -0.29707533 -0.26806638 [31] -0.23354373 -0.19429297 -0.15695261 -0.13105745 -0.12322731 -0.13078095 [37] -0.14194029 -0.14960574 -0.15064970 -0.14700423 -0.13035123 -0.10833604 [43] -0.08012061 -0.05936474 -0.05061483 -0.06215813 -0.07806653 -0.08966826 [49] -0.09417531 > (mypacf <- c(rpacf$acf)) [1] 0.941029801 -0.549368656 -0.185919819 0.124188477 0.019119062 [6] -0.001228983 0.096563966 0.048964397 0.013575638 -0.074773990 [11] -0.074867060 -0.044300140 0.049887207 0.065415129 0.094162296 [16] -0.147068221 -0.077935940 -0.015103101 -0.019216971 -0.128894140 [21] -0.013127109 -0.013480280 -0.106503611 -0.013232643 0.091522404 [26] -0.202229771 0.214092714 -0.051253014 -0.052841375 -0.018372467 [31] 0.084073350 -0.048995172 -0.068841007 -0.116280600 0.051714989 [36] 0.067476038 0.004347773 -0.038942814 0.013951879 0.044788107 [41] -0.022648433 -0.018717484 -0.133388669 -0.070418805 0.003089621 [46] 0.097938223 -0.026779607 -0.054480443 > 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/47m8f1413633046.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/5x8ox1413633046.tab") > > try(system("convert tmp/1uzbz1413633046.ps tmp/1uzbz1413633046.png",intern=TRUE)) character(0) > try(system("convert tmp/2gegv1413633046.ps tmp/2gegv1413633046.png",intern=TRUE)) character(0) > try(system("convert tmp/3g4ka1413633046.ps tmp/3g4ka1413633046.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.152 0.179 1.343