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Type 'q()' to quit R. > x <- c(324,336,327,302,299,311,315,264,278,278,287,279,324,354,354,360,363,385,412,370,389,395,417,404,456,478,468,437,432,441,449,386,396,394,403,373,409,430,415,392,401,400,447,392,427,444,448,427,480,490,482,490,485,498,544,483,508,529,547,543,608,638,661,650,654,678,725,644,670,662,641,642) > 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/1tvty1413638682.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/2f5h21413638682.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/3ury01413638682.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 0.941946373 0.899037478 0.852185442 0.799175098 [6] 0.730868132 0.654835564 0.588432253 0.531364147 0.457800833 [11] 0.386657314 0.329273710 0.290149387 0.230410212 0.189345903 [16] 0.155820148 0.132404163 0.102670832 0.068320821 0.049412288 [21] 0.039538464 0.013021526 -0.004853669 -0.015656876 -0.015242202 [26] -0.028461220 -0.032207325 -0.032934398 -0.030075902 -0.031266964 [31] -0.040289224 -0.034758253 -0.030924901 -0.037547054 -0.044249723 [36] -0.050002733 -0.048140542 -0.057777625 -0.066756170 -0.073949314 [41] -0.084884487 -0.101171174 -0.130447080 -0.151445378 -0.174989461 [46] -0.203833607 -0.234965936 -0.266540454 -0.293135212 > (mypacf <- c(rpacf$acf)) [1] 0.941946373 0.104442242 -0.041183329 -0.087179112 -0.182113764 [6] -0.149806333 0.025323967 0.093235288 -0.131018276 -0.059118022 [11] 0.058064935 0.145310725 -0.165903211 0.092258400 0.029406401 [16] 0.005658479 -0.057931147 -0.069119010 0.036550391 0.026670798 [21] -0.092255897 0.039543320 0.031304338 0.038370668 -0.043697532 [26] 0.067327951 -0.004755984 -0.056385561 0.013610451 -0.046095686 [31] 0.040775136 -0.043452803 -0.010685894 -0.038222082 -0.016499525 [36] 0.027792170 -0.006327251 0.001346298 -0.032636945 -0.086775495 [41] -0.038592077 -0.106673018 -0.030766632 -0.030377514 -0.008620031 [46] -0.049723678 -0.047629681 -0.029155570 > 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/4cogd1413638682.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/5ylp21413638682.tab") > > try(system("convert tmp/1tvty1413638682.ps tmp/1tvty1413638682.png",intern=TRUE)) character(0) > try(system("convert tmp/2f5h21413638682.ps tmp/2f5h21413638682.png",intern=TRUE)) character(0) > try(system("convert tmp/3ury01413638682.ps tmp/3ury01413638682.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.159 0.192 1.360