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Type 'q()' to quit R. > x <- c(79.58,80.08,80.41,80.34,80.32,80.39,81.01,81.54,82.48,84.68,88.26,90.6,92.46,93.31,93.58,93.92,93.92,93.67,93.76,93.95,93.89,94.07,93.93,93.35,93.58,93.55,93.44,93.38,93.17,92.95,93.37,94.13,94.07,94,94.47,94.81,94.18,94.14,93.96,93.23,93.13,92.51,92.49,92.73,92.75,92.83,92.85,93.27,93.98,94.34,94.57,94.62,94.82,95.07,95.72,96.06,96.54,96.38,96.8,97.02,97.29,97.45,97.95,97.69,97.63,97.35,97.38,98.06,98.34,98.53,98.79,98.77,99.2,99.76,99.84,99.83,99.88,99.48,99.66,99.58,99.89,100.7,101.19,100.99,101.52,101.75,101.56,102.57,102.66,102.62,102.76,102.73,102.26,101.72,101.48,100.93) > 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/1k5z41445541070.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/2opz21445541070.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/3yb8d1445541070.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 0.950685686 0.893595527 0.830794764 0.761192793 [6] 0.687507244 0.612226947 0.538622901 0.467026406 0.399642991 [11] 0.343803785 0.304688913 0.277219068 0.259668732 0.245906518 [16] 0.234084620 0.225554613 0.217714266 0.208654370 0.199910203 [21] 0.190588885 0.179974721 0.169310892 0.157369461 0.143059807 [26] 0.129856709 0.115954712 0.102744393 0.090390938 0.078430698 [31] 0.067750251 0.060199950 0.056849006 0.053389086 0.048801961 [36] 0.047191988 0.047048647 0.043212092 0.038251182 0.031512268 [41] 0.019681768 0.007445135 -0.008070776 -0.023580555 -0.038567158 [46] -0.054245892 -0.070231640 -0.086552371 -0.101208690 > (mypacf <- c(rpacf$acf)) [1] 0.950685686 -0.106113237 -0.084105721 -0.098259822 -0.071720942 [6] -0.050369049 -0.020630310 -0.023859500 -0.005503793 0.067556212 [11] 0.117760148 0.059748865 0.040716095 -0.026000835 -0.036503539 [16] -0.008591727 -0.021921269 -0.030627407 0.001453061 0.010006026 [21] 0.014836832 0.028266021 0.003514503 -0.025854091 0.004815052 [26] -0.019483953 -0.007727987 -0.006464483 -0.009035435 0.002438758 [31] 0.029513054 0.040832419 -0.013653943 -0.026905262 0.017744558 [36] 0.001804723 -0.046533016 -0.019018706 -0.025783888 -0.049869243 [41] 0.012549985 -0.022378284 0.004615516 0.003740416 -0.012385767 [46] -0.017787939 -0.025737637 -0.013455688 > 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/4cgzy1445541070.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/55epq1445541070.tab") > > try(system("convert tmp/1k5z41445541070.ps tmp/1k5z41445541070.png",intern=TRUE)) character(0) > try(system("convert tmp/2opz21445541070.ps tmp/2opz21445541070.png",intern=TRUE)) character(0) > try(system("convert tmp/3yb8d1445541070.ps tmp/3yb8d1445541070.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.165 0.219 1.386