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Type 'q()' to quit R. > x <- c(389.09,391.76,390.96,391.76,392.8,393.06,393.06,393.26,393.87,394.47,394.57,394.57,394.57,399.57,406.13,407.03,409.46,409.9,409.9,410.14,410.54,410.69,410.79,410.97,410.97,413.8,423.31,423.85,426.6,426.26,426.26,426.32,427.14,427.55,428.29,428.8,428.8,434.87,435.66,440.75,440.99,441.04,441.04,441.88,441.92,442.48,442.81,442.81,442.81,447.19,446.52,448.57,448.71,448.73,449.07,449.03,448.68,450.08,449.96,449.96,449.96,452.56,455.31,456.2,456.75,457.63,457.63,457.65,458.32,459.64,460.16,459.89) > 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/179zp1413637454.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/2ngom1413637454.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/3f20p1413637454.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 0.099498697 0.127320854 -0.125068309 -0.162582357 [6] -0.161882535 -0.096718792 -0.175767724 -0.152510822 -0.087746812 [11] 0.015143462 0.200389872 0.463390484 0.309815784 0.013645403 [16] -0.104708234 -0.166556146 -0.104521202 -0.093901198 -0.126652794 [21] -0.108140569 -0.052725175 -0.080299713 0.304805437 0.089249941 [26] 0.222913953 0.017419134 -0.100393706 -0.111963224 -0.070902131 [31] -0.103649284 -0.053454299 -0.104895181 -0.046038260 -0.084625436 [36] 0.130079866 0.176266254 -0.001815326 0.024244774 -0.051831889 [41] -0.063807722 -0.057704761 -0.056393968 -0.016763179 -0.027370985 [46] -0.058907709 -0.017863870 0.023178017 0.140651582 > (mypacf <- c(rpacf$acf)) [1] 0.099498697 0.118594952 -0.151647294 -0.158398728 -0.103850679 [6] -0.053347062 -0.184210203 -0.192073136 -0.109766910 -0.040894510 [11] 0.107084009 0.388475369 0.271196095 -0.090522770 -0.117665098 [16] -0.019480475 0.061662629 0.017873165 -0.021005270 0.035941566 [21] 0.052471927 -0.148956149 0.181865894 -0.225639204 -0.178921482 [26] 0.008324141 0.036840497 0.028577277 -0.045185732 -0.079222629 [31] 0.012711455 -0.093109012 -0.027481693 -0.121131870 -0.104269581 [36] 0.145268667 -0.055150192 -0.089776358 0.005399980 -0.041119987 [41] -0.068283024 -0.031354657 0.053340058 0.037781209 -0.007427748 [46] -0.025835530 0.080412731 -0.051969526 > 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/4cdvf1413637454.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/5qw2i1413637454.tab") > > try(system("convert tmp/179zp1413637454.ps tmp/179zp1413637454.png",intern=TRUE)) character(0) > try(system("convert tmp/2ngom1413637454.ps tmp/2ngom1413637454.png",intern=TRUE)) character(0) > try(system("convert tmp/3f20p1413637454.ps tmp/3f20p1413637454.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.132 0.192 1.341