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Type 'q()' to quit R. > x <- c(123.2,136.9,146.8,149.6,146.5,157,147.9,133.6,128.7,100.8,91.8,89.3,96.7,91.6,93.3,93.3,101,100.4,86.9,83.9,80.3,87.7,92.7,95.5,92,87.4,86.8,83.7,85,81.7,90.9,101.5,113.8,120.1,122.1,132.5,140,149.4,144.3,154.4,151.4,145.5,136.8,146.6,145.1,133.6,131.4,127.5,130.1,131.1,132.3,128.6,125.1,128.7,156.1,163.2,159.8,157.4,156.2,152.5,149.4,145.9,144.8,135.9,137.6,136,117.7,111.5,107.8,107.3,102.6,101) > 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/142db1413649316.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/2u60u1413649316.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/3qukv1413649316.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 0.94351615 0.85457529 0.75434006 0.64883475 0.53483497 [7] 0.42628135 0.33546730 0.25208203 0.18778618 0.13306866 0.08133547 [13] 0.01840959 -0.01842169 -0.03255115 -0.03910012 -0.04832947 -0.05654909 [19] -0.06583592 -0.09978859 -0.14130003 -0.18880788 -0.23949031 -0.29148949 [25] -0.33833080 -0.37590036 -0.40356508 -0.41322065 -0.40999250 -0.39506182 [31] -0.37645781 -0.33947574 -0.30043375 -0.26978892 -0.24726815 -0.22259736 [37] -0.19773297 -0.16941346 -0.14311303 -0.13243716 -0.12434009 -0.11533450 [43] -0.11106839 -0.11928989 -0.12656793 -0.12119466 -0.09437980 -0.05884628 [49] -0.01342657 > (mypacf <- c(rpacf$acf)) [1] 0.943516152 -0.324725185 -0.075454934 -0.076119745 -0.132759907 [6] 0.021424528 0.076118486 -0.081743618 0.106638705 -0.068743001 [11] -0.090048671 -0.169726840 0.273711533 0.049413658 -0.023963448 [16] -0.089389704 -0.052391947 -0.103533488 -0.214693340 -0.000252740 [21] 0.001584043 -0.023893007 -0.008119615 -0.160812044 -0.032072717 [26] 0.065450977 0.086578235 -0.020450081 0.030492662 -0.008601262 [31] 0.028137114 -0.164635584 -0.107718934 -0.016692400 0.127404358 [36] -0.026952036 0.115297253 -0.122693851 -0.144318579 0.022953934 [41] 0.032090507 -0.106356694 0.052641474 0.060552170 0.000562023 [46] 0.041535320 -0.057700688 0.039565879 > 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/4l85d1413649316.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/59ixc1413649316.tab") > > try(system("convert tmp/142db1413649316.ps tmp/142db1413649316.png",intern=TRUE)) character(0) > try(system("convert tmp/2u60u1413649316.ps tmp/2u60u1413649316.png",intern=TRUE)) character(0) > try(system("convert tmp/3qukv1413649316.ps tmp/3qukv1413649316.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.292 0.182 1.484