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Type 'q()' to quit R. > x <- c(24158,24359,24628,25021,25315,25481,26043,26207,26466,26276,26236,26211,26265,25996,25794,25752,25491,25092,25759,25624,25138,25042,25014,25244,25493,25269,25170,25332,24966,24851,25518,25403,25028,24895,24905,25317,25718,25822,25967,25907,25940,26247,26900,26980,26677,26701,26808,27469,27586,27567,27508,27444,27380,27500,28217,28355,27627,27565,27496,27453,27705,27462,27152,27016,26836,26722,27391,27139,26644,26455,26294,26437,26954,26620,26307,26003,25798,25603,26242,26051,25658,25489,25425,25183,24774,24977,24980,25081,25240,25419,26309,26600,26690,26889,27109,27646,28330,28332,28202,28163,28077,28351,28950,28972,28812,28979,29112,29139) > par8 = '' > par7 = '0.95' > par6 = 'White Noise' > par5 = '12' > par4 = '0' > par3 = '0' > par2 = '1' > par1 = '36' > par8 <- '' > par7 <- '0.95' > par6 <- 'White Noise' > par5 <- '12' > par4 <- '0' > par3 <- '0' > par2 <- '1' > par1 <- '36' > #'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/1q5vo1445529267.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/20ncc1445529267.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/3fz0f1445529267.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] 1.00000000 0.92586401 0.83899230 0.76682007 0.70158549 0.63695366 [7] 0.56188198 0.47838651 0.39411999 0.31759490 0.24714980 0.19087685 [13] 0.13026682 0.05176157 -0.01966143 -0.07232823 -0.11255653 -0.14696604 [19] -0.18599341 -0.21149072 -0.23885002 -0.26008577 -0.26423836 -0.24828744 [25] -0.22573531 -0.23240634 -0.24514756 -0.23733576 -0.21803118 -0.20207470 [31] -0.18886376 -0.16588745 -0.15220330 -0.13696374 -0.11868258 -0.09230872 [37] -0.06850347 > (mypacf <- c(rpacf$acf)) [1] 0.9258640142 -0.1276958064 0.0645297938 -0.0103494623 -0.0313161940 [6] -0.1080549886 -0.0932853144 -0.0654614562 -0.0173486980 -0.0287630563 [11] 0.0521974534 -0.0834712505 -0.1551778813 -0.0046059174 0.0296949746 [16] -0.0003655376 -0.0051167194 -0.0575377566 0.0746636077 -0.0966533076 [21] -0.0014902812 0.0544973183 0.0914513432 0.0372526121 -0.1941754860 [26] -0.0457840390 0.0741350142 -0.0100436907 -0.0315848482 0.0050073012 [31] 0.0899980754 -0.0742040553 -0.0024199976 -0.0200747274 0.0342117031 [36] -0.0207692026 > 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/498qa1445529268.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/526zt1445529268.tab") > > try(system("convert tmp/1q5vo1445529267.ps tmp/1q5vo1445529267.png",intern=TRUE)) character(0) > try(system("convert tmp/20ncc1445529267.ps tmp/20ncc1445529267.png",intern=TRUE)) character(0) > try(system("convert tmp/3fz0f1445529267.ps tmp/3fz0f1445529267.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.306 0.255 1.567