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Type 'q()' to quit R. > x <- c(65,96,66,55,36,63,49,59,89,33,65,62,63,69,84,46,54,83,34,87,55,47,77,38,73,64,75,81,133,107,43,50,27,34,52,29,48,37,64,48,38,39,52,66,67,58,40,31,101,82,72,46,45,62,64,29,57,71,46,71,56,75,78,76,53,43,52,93,52,67,58,52) > 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/1mo811425556437.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/2p6191425556437.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/3c75o1425556437.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 0.177033276 0.060511197 -0.014130510 -0.143295829 [6] 0.066590233 -0.019418261 -0.116995695 -0.178936405 0.042974887 [11] -0.050819394 -0.033723970 -0.012908927 -0.154740589 0.142568078 [16] 0.004773704 -0.042975849 -0.049151149 -0.096785186 0.047135393 [21] 0.071150233 0.109263816 -0.091567708 -0.038182893 -0.046599205 [26] -0.064123964 0.008211271 -0.090272965 0.036551228 0.006440987 [31] -0.082259033 0.029074446 -0.030336460 0.019201668 0.037925869 [36] 0.067306433 -0.045432492 0.009939200 -0.001157087 -0.061376606 [41] 0.042292379 -0.022178134 0.021127899 0.033758625 -0.088117626 [46] -0.028419855 -0.042554216 0.032449442 0.076818224 > (mypacf <- c(rpacf$acf)) [1] 1.770333e-01 3.011422e-02 -3.084544e-02 -1.422528e-01 1.233347e-01 [6] -4.074776e-02 -1.291285e-01 -1.655870e-01 1.619982e-01 -9.533267e-02 [11] -7.008513e-02 -2.301114e-02 -8.122362e-02 1.469785e-01 -9.287363e-02 [16] -6.855754e-02 -4.573475e-02 -3.401748e-02 2.918763e-02 2.184133e-02 [21] 6.988234e-02 -9.719135e-02 -5.928561e-02 -3.362525e-02 -4.598171e-02 [26] -5.368094e-02 -1.892849e-02 4.488281e-02 -2.713176e-02 -1.653170e-01 [31] 6.665105e-02 1.444884e-03 -3.805149e-02 -2.624922e-02 3.723904e-02 [36] -4.541944e-02 -1.389374e-02 -3.724451e-02 -1.272477e-02 -3.237630e-02 [41] -1.262867e-02 3.108707e-06 2.856117e-03 -9.372401e-02 -2.672276e-02 [46] -2.699723e-02 3.383818e-02 2.409015e-02 > 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/4usad1425556437.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/5tdla1425556437.tab") > > try(system("convert tmp/1mo811425556437.ps tmp/1mo811425556437.png",intern=TRUE)) character(0) > try(system("convert tmp/2p6191425556437.ps tmp/2p6191425556437.png",intern=TRUE)) character(0) > try(system("convert tmp/3c75o1425556437.ps tmp/3c75o1425556437.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.162 0.215 1.390