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Type 'q()' to quit R. > x <- c(71.59,71.65,71.47,71.82,71.76,71.88,73.31,73.22,72.74,72.95,73.71,74.45,76.54,77.41,76.87,76.51,75.66,75.09,75.16,75,75.05,74.78,75.43,75.61,77.12,83.09,86.09,87.64,88.29,89.3,89.99,90.43,91.03,91.4,92.19,92.45,92.42,90.2,88.23,84.91,82.92,81.8,81.7,83.22,82.7,82.83,83.66,84.28,84.37,86.49,87.62,88.59,89.74,89.73,89.14,88.37,88.65,89.16,89.56,89.37,89.67,93.04,94.4,95.5,101.66,102.86,102.48,102.02,101.83,101.3,101.29,100.53,100.45,101.88,101.95,102.18,100.95,100.52,100.39,99.61,99.43,99.34,100.73,102.14,102.22,101.14,100.91,101.62,100,99.92,100.07,98.48,98.3,98.86,98.96,99.52,99.06,100.47,100.24,86.43,85.14,85.41,86.13,86.19,86.29,87.55,87.87,88.37) > 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/1k9h51445595571.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/23n1o1445595571.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/32p641445595571.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 0.96944484 0.92909228 0.88623821 0.84037661 0.79429643 [7] 0.74930595 0.70962212 0.67067317 0.63055090 0.59202291 0.55641985 [13] 0.52193703 0.49302880 0.46646438 0.43859439 0.41014052 0.38221385 [19] 0.35491956 0.32555346 0.29380300 0.26031833 0.22463139 0.18829161 [25] 0.15044421 0.11631128 0.09324298 0.07824201 0.06870940 0.06063421 [31] 0.05451493 0.04851465 0.04157868 0.03350124 0.02420274 0.01696159 [37] 0.01662054 > (mypacf <- c(rpacf$acf)) [1] 0.969444842 -0.178325191 -0.037883999 -0.065403333 -0.014000312 [6] -0.006025063 0.061829452 -0.038659999 -0.048725656 0.001728271 [11] 0.019935327 -0.014791801 0.072683232 -0.014402838 -0.059107712 [16] -0.026680924 -0.001456135 -0.009353864 -0.045973733 -0.052821874 [21] -0.054057748 -0.051428756 -0.012716056 -0.048459943 0.042608835 [26] 0.143889045 0.060230486 0.026464761 -0.030383865 0.001664421 [31] -0.023128277 -0.010148400 -0.028814920 -0.041353281 0.028707088 [36] 0.114650900 > 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/4lt6w1445595571.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/50o161445595571.tab") > > try(system("convert tmp/1k9h51445595571.ps tmp/1k9h51445595571.png",intern=TRUE)) character(0) > try(system("convert tmp/23n1o1445595571.ps tmp/23n1o1445595571.png",intern=TRUE)) character(0) > try(system("convert tmp/32p641445595571.ps tmp/32p641445595571.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.142 0.202 1.352