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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 = '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/1h8e41447678276.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/2v69x1447678276.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/3561p1447678276.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 0.695067270 0.354370520 0.054861157 -0.248418367 [6] -0.320435687 -0.284228949 -0.264531901 -0.212884007 -0.078435727 [11] -0.031145347 -0.007948177 0.028233168 -0.089073241 -0.113469630 [16] -0.139966779 -0.190007135 -0.130674027 -0.043700845 0.041594298 [21] 0.094172169 0.176134098 0.189062500 0.184530035 0.194041846 [26] 0.124793242 0.059390142 -0.003708634 -0.082830745 -0.105903951 [31] -0.095246091 -0.059441765 -0.078078089 -0.025882086 -0.001315940 [36] -0.048785209 -0.029788392 -0.064292548 -0.137992672 -0.136052581 [41] -0.158597317 -0.161967258 -0.080955336 0.082852570 0.236793268 [46] 0.400966727 0.415519781 0.257058424 0.121217825 > (mypacf <- c(rpacf$acf)) [1] 0.695067270 -0.249086091 -0.164334442 -0.300752202 0.138673886 [6] -0.038458610 -0.160224198 -0.124213825 0.177641140 -0.132351382 [11] -0.090290222 -0.041103609 -0.214153220 0.086297286 -0.221625603 [16] -0.091290163 -0.025860454 0.014449634 -0.036169922 -0.152364842 [21] 0.094521490 0.032833925 0.003365109 -0.040025709 0.053879225 [26] -0.032445786 0.021700341 -0.112711175 0.045554475 0.023121080 [31] 0.016964033 -0.177330983 0.125495549 0.046936464 -0.148744194 [36] -0.012805869 -0.033967298 -0.064749223 -0.050883252 -0.216529333 [41] -0.026394690 0.030739542 0.143887023 0.062070037 0.062065588 [46] -0.043165283 -0.022647506 -0.049229688 > 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/4jcdg1447678276.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/5zxfe1447678276.tab") > > try(system("convert tmp/1h8e41447678276.ps tmp/1h8e41447678276.png",intern=TRUE)) character(0) > try(system("convert tmp/2v69x1447678276.ps tmp/2v69x1447678276.png",intern=TRUE)) character(0) > try(system("convert tmp/3561p1447678276.ps tmp/3561p1447678276.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.145 0.222 1.382