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Type 'q()' to quit R. > x <- c(0.62,0.7,1.65,1.79,2.28,2.46,2.57,2.32,2.91,3.01,2.87,3.11,3.22,3.38,3.52,3.41,3.35,3.68,3.75,3.6,3.56,3.57,3.85,3.48,3.65,3.66,3.36,3.19,2.81,2.25,2.32,2.85,2.75,2.78,2.26,2.23,1.46,1.19,1.11,1,1.18,1.59,1.51,1.01,0.9,0.63,0.81,0.97,1.14,0.97,0.89,0.62,0.36,0.27,0.34,0.02,-0.12,0.09,-0.11,-0.38) > 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/1jdnn1445537864.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/2fbpw1445537864.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/3v3rj1445537864.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 0.93271066 0.86391185 0.80753865 0.74527509 0.69293609 [7] 0.65692286 0.60908289 0.54786411 0.49402227 0.43262502 0.36537810 [13] 0.30556527 0.25546242 0.19802840 0.13733241 0.07921152 0.01176846 [19] -0.04028846 -0.08486942 -0.14182230 -0.20466818 -0.25468833 -0.30301867 [25] -0.35267765 -0.37574579 -0.39072286 -0.39340912 -0.39782776 -0.39868928 [31] -0.42835467 -0.45767322 -0.46030921 -0.44725375 -0.42928716 -0.39842003 [37] -0.36327158 -0.34570379 -0.32116156 -0.30465074 -0.29113242 -0.27290052 [43] -0.23552451 -0.19868678 -0.17460586 -0.15119615 -0.12945788 -0.10936735 [49] -0.08380920 > (mypacf <- c(rpacf$acf)) [1] 0.9327106590 -0.0464228327 0.0589606047 -0.0794465520 0.0515658600 [6] 0.0842287973 -0.1041565584 -0.1177873117 0.0048570381 -0.0895326545 [11] -0.0703428633 -0.0325893616 0.0211747877 -0.0783161874 -0.0813760251 [16] -0.0466788278 -0.0976742879 0.0733625581 -0.0386213160 -0.1381154289 [21] -0.1051197926 0.0148177765 -0.0216800877 -0.0706235425 0.0969641617 [26] 0.0276293813 0.1209285000 -0.0749261974 0.0196065781 -0.2162313723 [31] -0.0369150459 0.0818783749 0.0992018384 -0.0083704156 0.0578713306 [36] 0.0612868402 -0.0700347938 0.0087464419 -0.1110001724 -0.0011052215 [41] -0.0791379789 0.1190074186 -0.0003222978 -0.0568068616 -0.0767019650 [46] 0.0116544950 -0.0416543053 -0.0055157894 > 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/4jaf21445537864.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/5kbai1445537864.tab") > > try(system("convert tmp/1jdnn1445537864.ps tmp/1jdnn1445537864.png",intern=TRUE)) character(0) > try(system("convert tmp/2fbpw1445537864.ps tmp/2fbpw1445537864.png",intern=TRUE)) character(0) > try(system("convert tmp/3v3rj1445537864.ps tmp/3v3rj1445537864.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.369 0.212 1.590