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Type 'q()' to quit R. > x <- c(143.7,149.3,121.7,81,68.1,92.3,107.7,114.4,98.6,106.7,73.9,85.9,118.4,144.2,118.4,82.6,68,99.8,93.4,107.9,101.1,100.4,76.7,89.1,105.3,124.8,111.9,89,88.6,84.5,91.1,118.1,103.6,92.6,70.2,70.2,114.3,125.3,98.9,65.4,66,71.2,84.6,102.6,91.8,97.4,64.1,62.3,96.2,104.9,90.3,65.2,57.8,70.5,93.2,74.2,91.1,85,58.9,68.3,98.1,110.5,77.6,55.1,49.8,58.5,86.5,88.8,94,65,52.2,70.9) > par8 = '' > par7 = '0.95' > par6 = 'White Noise' > par5 = '12' > par4 = '0' > par3 = '1' > par2 = '1' > par1 = '48' > par8 <- '' > par7 <- '0.95' > par6 <- 'White Noise' > par5 <- '12' > par4 <- '0' > par3 <- '1' > 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/10r3o1445596978.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/22kt81445596978.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/3q0ty1445596978.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 0.15842915 -0.39549426 -0.52771734 -0.13414710 0.22068600 [7] 0.36858491 0.23980032 -0.06890058 -0.52018223 -0.36975773 0.23888247 [13] 0.62372979 0.10354743 -0.21321876 -0.40877670 -0.13500125 0.17918189 [19] 0.30101053 0.20526792 -0.09323420 -0.42967492 -0.28157800 0.25223020 [25] 0.43080627 0.14608331 -0.20513169 -0.36754587 -0.09779881 0.12257575 [31] 0.25811774 0.21993328 -0.09706451 -0.33977883 -0.22727032 0.19810573 [37] 0.33264291 0.11540844 -0.19607719 -0.20897202 -0.03695983 0.05033695 [43] 0.12958271 0.15409065 -0.04103185 -0.20990595 -0.18452816 0.16094755 [49] 0.22220267 > (mypacf <- c(rpacf$acf)) [1] 0.158429152 -0.431422681 -0.465913759 -0.282625276 -0.263524444 [6] -0.084731978 0.135666043 0.211023785 -0.235917246 -0.283066981 [11] -0.042819732 0.217796853 -0.207005673 0.130257509 -0.039459800 [16] -0.012575238 0.137395177 0.007046256 -0.066576038 0.015350549 [21] -0.010787809 -0.212515783 0.066773220 0.006919790 0.010958709 [26] 0.003283980 0.030994367 -0.023530360 -0.082633301 -0.023039849 [31] -0.077800697 -0.053156197 0.067742090 -0.028031665 0.031068212 [36] 0.087744301 -0.073223851 -0.073849256 0.134413925 0.074365959 [41] -0.040802803 -0.051118325 -0.017331017 -0.036113601 0.054960788 [46] -0.058538296 -0.012072553 -0.003636031 > 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/4htxi1445596978.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/513wb1445596978.tab") > > try(system("convert tmp/10r3o1445596978.ps tmp/10r3o1445596978.png",intern=TRUE)) character(0) > try(system("convert tmp/22kt81445596978.ps tmp/22kt81445596978.png",intern=TRUE)) character(0) > try(system("convert tmp/3q0ty1445596978.ps tmp/3q0ty1445596978.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.102 0.235 1.344