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Type 'q()' to quit R. > x <- c(90.65,90.93,91.42,91.52,91.76,91.47,91.37,91.35,91.74,91.78,91.88,91.99,92.55,92.94,92.81,93.35,93.72,93.94,94.03,93.66,93.78,94.1,94.85,94.83,95.06,95.87,95.97,95.96,96.3,96.17,96.18,96.55,96.76,97.63,97.86,97.82,98.62,99.24,99.63,100.27,100.84,101.05,100.38,100.02,99.97,99.95,100,100.04,100.51,100.29,100.22,101.29,100.29,100.26,100.39,99.3,98.9,98.76,99.12,99.28) > 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/15zhy1445613186.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/2eury1445613186.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/3oumi1445613186.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 0.96329541 0.92633980 0.89305009 0.85472708 0.81635562 [7] 0.76948031 0.72145871 0.67119859 0.61728300 0.56667329 0.51340118 [13] 0.45677982 0.40306392 0.34930915 0.29163928 0.23589823 0.18385837 [19] 0.13224640 0.07716232 0.02111837 -0.03290502 -0.08274954 -0.12488457 [25] -0.16746564 -0.20611630 -0.24016473 -0.27513699 -0.30566215 -0.33273016 [31] -0.36085564 -0.38736945 -0.41087513 -0.43120111 -0.44488973 -0.45571396 [37] -0.46401718 -0.46710591 -0.46566696 -0.45918852 -0.44592037 -0.42554890 [43] -0.40434368 -0.38749437 -0.37229466 -0.35515806 -0.33568897 -0.31666024 [49] -0.29600795 > (mypacf <- c(rpacf$acf)) [1] 0.9632954069 -0.0221787533 0.0317236507 -0.0879748368 -0.0180703758 [6] -0.1472831177 -0.0372003950 -0.0748525219 -0.0683793102 0.0087145941 [11] -0.0581974199 -0.0703501201 0.0001955511 -0.0297754116 -0.0958400975 [16] -0.0138103371 0.0092400529 -0.0377231825 -0.0888372148 -0.0605538126 [21] -0.0439012074 0.0051776464 0.0639472993 -0.0521650128 0.0221983238 [26] 0.0153882906 -0.0658811440 -0.0155308861 0.0001400655 -0.0746205722 [31] -0.0525220700 -0.0059360596 -0.0209445503 0.0414792330 0.0099751765 [36] -0.0200393876 0.0229512679 0.0503053213 0.0186157493 0.0519946823 [41] 0.0841699561 -0.0250615757 -0.1014756263 -0.0661457187 -0.0285561279 [46] -0.0166674730 -0.0176358170 0.0104797569 > 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/4q7991445613186.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/5oebc1445613186.tab") > > try(system("convert tmp/15zhy1445613186.ps tmp/15zhy1445613186.png",intern=TRUE)) character(0) > try(system("convert tmp/2eury1445613186.ps tmp/2eury1445613186.png",intern=TRUE)) character(0) > try(system("convert tmp/3oumi1445613186.ps tmp/3oumi1445613186.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.225 0.256 1.502