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Type 'q()' to quit R. > x <- c(78.7,75.7,77.1,86.1,86.8,86.3,91.5,90.7,78.2,73,73.7,77.3,67.5,72.7,76.6,82.4,82.3,86.3,93,88.8,96.9,103.9,115.7,112.8,114.7,118,129.3,137,156,166.2,167.8,144.3,126,90.4,67.5,52.4,54.6,52.9,59.1,63.3,73.8,87.6,81.8,90.7,86.3,93.6,98,94.3,97.6,94.2,100.2,106.7,95.7,94.6,94.7,96.2,96.3,103.3,106.8,113.7,117.4,123.6,137.6,147.4,137.2,133.8,136.7,127.3,128.7,127,133.7,132,135.1,142.6,149.3,143.5,131.4,114.7,122.3,133.4,134.6,130.9,127.9,128,133.3,136.3,129.5,124.6,125.5,126.2,133.3,137,137.8,133.5,129.9,133.3) > 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/1i2jz1425291078.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/2c6ps1425291078.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/3fr5p1425291078.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 0.463969291 0.247832876 -0.013702259 -0.064049368 [6] -0.194721408 -0.243755798 -0.213779793 -0.161764860 -0.158379034 [11] -0.051020874 0.035714462 0.007801100 -0.095311571 -0.136096010 [16] -0.038900063 -0.029157946 0.013374212 -0.019377417 0.039971461 [21] -0.035573426 0.074456788 0.112313050 0.130090894 -0.030604056 [26] 0.061766331 -0.109694622 -0.110410228 -0.126345657 -0.093685747 [31] -0.053497234 -0.074194043 0.018372286 0.161075851 0.139943062 [36] 0.049256354 -0.030767707 -0.039568113 -0.040472850 -0.082114845 [41] 0.014740886 0.007683803 0.081974236 0.083141201 0.168472833 [46] 0.062506858 -0.018060402 -0.074879255 -0.034360362 > (mypacf <- c(rpacf$acf)) [1] 0.463969291 0.041498693 -0.182760884 -0.004601262 -0.154784309 [6] -0.130509493 -0.020514459 -0.051758417 -0.115520005 0.044457693 [11] 0.028402682 -0.131636106 -0.164477589 -0.099289630 0.048607464 [16] -0.055466034 -0.011711487 -0.096482048 -0.016376878 -0.129546071 [21] 0.086568719 0.037550923 -0.030567302 -0.144829777 0.153338221 [26] -0.270397451 -0.105533775 0.055262264 -0.107206437 -0.033158386 [31] -0.061903229 -0.026474739 0.080223434 -0.081453846 -0.106479095 [36] -0.092975743 -0.048961991 -0.046673163 -0.059497704 -0.033801107 [41] -0.077093926 0.054131699 0.027634136 -0.070693960 -0.091531658 [46] -0.078651794 -0.026536390 0.021469112 > 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/45dmt1425291078.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/5f6xj1425291078.tab") > > try(system("convert tmp/1i2jz1425291078.ps tmp/1i2jz1425291078.png",intern=TRUE)) character(0) > try(system("convert tmp/2c6ps1425291078.ps tmp/2c6ps1425291078.png",intern=TRUE)) character(0) > try(system("convert tmp/3fr5p1425291078.ps tmp/3fr5p1425291078.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.182 0.215 1.403