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Type 'q()' to quit R. > x <- c(105,101,95,93,84,87,116,120,117,109,105,107,109,109,108,107,99,103,131,137,135,124,118,121,121,118,113,107,100,102,130,136,133,120,112,109,110,106,102,98,92,92,120,127,124,114,108,106,111,110,104,100,96,98,122,134,133,125,118,116,118,116,111,108,102,102,129,136,137,126,119,117) > 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/13t9q1413635128.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/2pl8m1413635128.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/33klw1413635128.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 0.326654952 -0.242779526 -0.432249843 -0.287888575 [6] 0.021375302 0.206502129 0.059994371 -0.205331851 -0.361144935 [11] -0.223530964 0.252396644 0.806267087 0.301987500 -0.197292704 [16] -0.381655768 -0.259828050 0.008018653 0.166625191 0.053514901 [21] -0.168905999 -0.305443608 -0.189009325 0.169590170 0.651432945 [26] 0.272582631 -0.143625472 -0.305197423 -0.208560346 -0.019829825 [31] 0.123096128 0.054790970 -0.112691745 -0.206925015 -0.131753808 [36] 0.109226987 0.480017844 0.220371239 -0.099582769 -0.222418853 [41] -0.159047160 -0.020880638 0.091254308 0.060852886 -0.071332551 [46] -0.126464521 -0.091748476 0.054255037 0.302430013 > (mypacf <- c(rpacf$acf)) [1] 0.326654952 -0.391228407 -0.256581519 -0.166536673 -0.030627657 [6] -0.017168942 -0.186037230 -0.263406837 -0.378791474 -0.406264422 [11] -0.135908612 0.585504455 -0.250949655 0.068966428 0.099468271 [16] 0.108171629 -0.005648724 -0.044788202 -0.014149973 -0.073182956 [21] -0.059933753 -0.053383779 -0.213878612 -0.048401500 -0.163723610 [26] -0.078794865 -0.079820859 -0.055436883 -0.169833972 -0.074701753 [31] -0.047026573 -0.033449561 0.051639464 0.032944649 0.026053934 [36] -0.067261032 0.038338736 -0.015290512 -0.035529104 -0.081567053 [41] -0.020510484 -0.063766708 -0.004374837 -0.067367702 0.034394256 [46] -0.034797515 0.033856685 -0.148018147 > 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/4zakg1413635128.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/5jy4b1413635128.tab") > > try(system("convert tmp/13t9q1413635128.ps tmp/13t9q1413635128.png",intern=TRUE)) character(0) > try(system("convert tmp/2pl8m1413635128.ps tmp/2pl8m1413635128.png",intern=TRUE)) character(0) > try(system("convert tmp/33klw1413635128.ps tmp/33klw1413635128.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.175 0.202 1.378