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Type 'q()' to quit R. > x <- c(62239.3,64816.6,62625.3,67923,64363.7,67342,64411.2,69174.5,66290.2,69336.8,66712.2,72225.9,68229.5,71096.3,68407.9,74522.4,71798.4,75074.3,72694.6,78789.4,74814.5,78303.2,75431.6,82600.7,78830.5,82168.1,79493.2,86876.6,83478.5,87003.2,83672.7,90914.2,86448,90577.7,86621.1,91418.5,84275.4,87677.9,85149.6,92600,87111.3,92293.9,89060,97281.6,91812,95980.4,92043.7,100079.2,94384.8,97900.5,93630.8,102255.2,95251.8,100001.8,95689.8,104298,97435.1,101220.2,97537,105834.9) > par8 = '' > par7 = '0.95' > par6 = 'White Noise' > par5 = '4' > par4 = '0' > par3 = '0' > par2 = '1' > par1 = '48' > par8 <- '' > par7 <- '0.95' > par6 <- 'White Noise' > par5 <- '4' > par4 <- '0' > par3 <- '0' > 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/1f5ts1451038127.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/2ww2x1451038127.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/3othy1451038127.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 0.866787439 0.896874472 0.781287245 0.822613955 [6] 0.691248259 0.715811911 0.601806611 0.634587584 0.508447714 [11] 0.528008779 0.419895177 0.446184738 0.325462849 0.337890279 [16] 0.232425676 0.253554687 0.142122259 0.155241164 0.062539339 [21] 0.089175905 -0.007608465 0.008828632 -0.070154809 -0.041943674 [26] -0.128683454 -0.117281053 -0.194998229 -0.174157088 -0.251761032 [31] -0.234464516 -0.296807551 -0.271810076 -0.334634285 -0.310395333 [36] -0.356131004 -0.328923155 -0.386224373 -0.368740551 -0.410268992 [41] -0.381599252 -0.423240448 -0.398011367 -0.423014984 -0.385922419 [46] -0.406054760 -0.370356513 -0.378574869 -0.334149667 > (mypacf <- c(rpacf$acf)) [1] 0.866787439 0.585307543 -0.296244304 0.285904532 -0.351983292 [6] 0.093632255 -0.038534261 0.056514168 -0.165285021 -0.000481099 [11] 0.019444943 -0.013163165 -0.114045053 -0.048947448 0.007442924 [16] -0.005851554 -0.060521648 -0.031051284 0.031193564 0.020486386 [21] -0.054490164 -0.047575207 0.034988052 -0.008172626 -0.067251299 [26] -0.093636887 -0.027542631 -0.016341991 -0.011119549 -0.008445661 [31] -0.006372667 -0.031115401 -0.007738581 0.006094688 0.014139436 [36] -0.063671609 -0.080623428 -0.044763257 0.018189076 0.005860069 [41] -0.011145734 -0.020608826 0.021180228 0.013558792 0.036021082 [46] -0.011702200 0.004401545 0.020342514 > 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/4i9311451038127.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/5bdtk1451038127.tab") > > try(system("convert tmp/1f5ts1451038127.ps tmp/1f5ts1451038127.png",intern=TRUE)) character(0) > try(system("convert tmp/2ww2x1451038127.ps tmp/2ww2x1451038127.png",intern=TRUE)) character(0) > try(system("convert tmp/3othy1451038127.ps tmp/3othy1451038127.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.142 0.228 1.379