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Type 'q()' to quit R. > x <- c(1795,1756,2237,1960,1829,2524,2077,2366,2185,2098,1836,1863,2044,2136,2931,3263,3328,3570,2313,1623,1316,1507,1419,1660,1790,1733,2086,1814,2241,1943,1773,2143,2087,1805,1913,2296,2500,2210,2526,2249,2024,2091,2045,1882,1831,1964,1763,1688,2149,1823,2094,2145,1790,1996,2097,1795,1963,2041,1746,2210,2949,3110,3716,3014,1515,1498,1366,1607,1757,1623,1451,1765) > 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/1ozl71445436691.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/25zvg1445436691.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/3o8yv1445436691.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 0.696290777 0.355094843 0.053639198 -0.248741492 [6] -0.321049640 -0.284982179 -0.263856919 -0.212601159 -0.078958264 [11] -0.030880055 -0.007697812 0.028082245 -0.088438382 -0.113374258 [16] -0.139869078 -0.189272036 -0.130370299 -0.043647106 0.042021657 [21] 0.094188981 0.176022461 0.189195383 0.184609030 0.193773111 [26] 0.124765417 0.059131931 -0.004334592 -0.083301815 -0.105874109 [31] -0.095193464 -0.059516123 -0.078013028 -0.025474989 -0.001170712 [36] -0.048504928 -0.029939693 -0.064414746 -0.137781179 -0.135992734 [41] -0.158691841 -0.161508334 -0.080389592 0.083995706 0.238862765 [46] 0.401792414 0.415532710 0.256317644 0.119718316 > (mypacf <- c(rpacf$acf)) [1] 0.696290777 -0.251807555 -0.166913623 -0.296896544 0.137728083 [6] -0.038232836 -0.160334948 -0.124983408 0.177684825 -0.131076029 [11] -0.091370248 -0.040710399 -0.214594128 0.086817482 -0.219458976 [16] -0.094330539 -0.023368895 0.013455146 -0.034572988 -0.153360348 [21] 0.094895867 0.033958416 0.003989559 -0.041004842 0.053465088 [26] -0.031199883 0.021505153 -0.112454652 0.046073830 0.023657653 [31] 0.015917795 -0.176813341 0.127572016 0.045920775 -0.149643904 [36] -0.013015441 -0.030583717 -0.067152561 -0.049195621 -0.219567532 [41] -0.021362947 0.032305994 0.144940961 0.061736410 0.060081510 [46] -0.040875592 -0.023872313 -0.046702681 > 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/4ihtn1445436691.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/5pn5t1445436691.tab") > > try(system("convert tmp/1ozl71445436691.ps tmp/1ozl71445436691.png",intern=TRUE)) character(0) > try(system("convert tmp/25zvg1445436691.ps tmp/25zvg1445436691.png",intern=TRUE)) character(0) > try(system("convert tmp/3o8yv1445436691.ps tmp/3o8yv1445436691.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.199 0.209 1.411