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Type 'q()' to quit R. > x <- c(1795,1756,2237,1960,1829,2524,2077,2366,2185,2098,1836,1863,2044,2136,2931,3263,3328,3570,2313,1623,1316,1507,1419,1660,1790,1733,2086,1814,2241,1943,1773,2143,2087,1805,1913,2296,2500,2210,2526,2249,2024,2091,2045,1882,1831,1964,1763,1688,2149,1823,2094,2145,1791,1996,2097,1796,1963,2042,1746,2210,2949,3093,3718,3024,1522,1502,1373,1607,1768,1622,1447,1768) > 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. 1.2.327 (Mon, 30 Nov 2015 06:58:35 +0000) > #Author: root > #To cite this work: Wessa P., (2015), (Partial) Autocorrelation Function (v1.0.12) 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) > x <- na.omit(x) > 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/1pdj71449153695.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/2v1gl1449153695.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/3201k1449153695.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 0.049304965 -0.050973543 0.003206661 -0.393394053 [6] -0.168845634 0.019464723 -0.045099240 -0.099411008 0.162979494 [11] 0.015303576 -0.025033323 0.239198638 -0.165762697 0.032869946 [16] 0.045620858 -0.185387274 -0.031079422 -0.033131982 0.030492892 [21] -0.046791674 0.118584528 0.018988815 -0.007663118 0.121353683 [26] -0.005742591 0.011215190 0.015723436 -0.080715522 -0.059326071 [31] -0.045024650 0.098485064 -0.112998280 0.046634181 0.113762428 [36] -0.092322369 0.088611052 0.046646097 -0.120864751 0.041637769 [41] -0.036238614 -0.149500351 -0.134262403 0.020756181 -0.030689396 [46] 0.260615482 0.272813073 -0.038013116 0.053363256 > (mypacf <- c(rpacf$acf)) [1] 0.049304965 -0.053534664 0.008539152 -0.398873532 -0.150027935 [6] -0.026603072 -0.069118378 -0.308509392 0.026435051 -0.062286261 [11] -0.094649606 0.073259000 -0.203122905 0.089844292 -0.052591061 [16] -0.114160624 -0.115422589 -0.093258114 0.036473811 -0.193703216 [21] -0.072844953 -0.059404182 -0.018636724 -0.086418699 0.046703467 [26] -0.052245860 0.058940793 -0.052379918 -0.036681234 -0.014992418 [31] 0.132206647 -0.141776518 -0.047520859 0.124399788 -0.023567127 [36] -0.003079767 0.026600251 -0.018796551 0.126345046 -0.086428301 [41] -0.100278020 -0.226357235 -0.044062692 -0.073599461 0.085734568 [46] 0.007372597 0.060267801 -0.060951447 > 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/4lust1449153695.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/51k1c1449153695.tab") > > try(system("convert tmp/1pdj71449153695.ps tmp/1pdj71449153695.png",intern=TRUE)) character(0) > try(system("convert tmp/2v1gl1449153695.ps tmp/2v1gl1449153695.png",intern=TRUE)) character(0) > try(system("convert tmp/3201k1449153695.ps tmp/3201k1449153695.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.192 0.225 1.422