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Type 'q()' to quit R. > x <- c(92.44,94.36,93.42,92.97,94.83,91.47,88.42,86.36,86.01,87.87,89.81,88.41,86.33,89.64,89.53,88.3,99.49,98.81,90.97,92.58,92.98,95,92.47,88.65,84.81,88.6,89.31,92.34,91.53,96.95,95.44,89.59,89.86,91.66,92.7,90.54,86.17,89.15,89.73,91.07,93.36,96.27,95,94.72,97.16,100.92,98.66,95.87,94.6,98.41,98.05,99.82,106.96,107.45,100.25,99.28,101.38,101,97.43,95.38,95.17,94.13,96.43,105.38,98.39,99.8,94.43,90.16,85.49,90.57,88.22,89.66) > 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/114if1445625764.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/28n691445625764.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/3sei91445625764.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 0.762002042 0.546297017 0.445991270 0.361256604 [6] 0.268029063 0.261614567 0.234914993 0.201332223 0.177663013 [11] 0.207332294 0.248539585 0.253378388 0.151023550 -0.008542851 [16] -0.103605066 -0.107523869 -0.113431942 -0.101919025 -0.120679877 [21] -0.139934309 -0.164567490 -0.126154406 -0.061538368 -0.031050689 [26] -0.077287947 -0.129290975 -0.153694143 -0.108595128 -0.099392702 [31] -0.085392839 -0.081843243 -0.089217573 -0.084866904 -0.079580656 [36] -0.044519603 -0.019360286 -0.123448789 -0.219354176 -0.241720528 [41] -0.216708800 -0.219680811 -0.178924377 -0.159931895 -0.162155112 [46] -0.183266891 -0.128769287 -0.101830994 -0.118225535 > (mypacf <- c(rpacf$acf)) [1] 0.762002042 -0.081912146 0.139316318 -0.024929801 -0.033624763 [6] 0.155032350 -0.059471544 0.040774799 -0.001503868 0.119153234 [11] 0.097203933 -0.015900376 -0.208531575 -0.237303855 -0.025470268 [16] 0.083446967 -0.009910270 0.017431762 -0.133379277 0.006364830 [21] -0.046484765 0.079054498 0.066684649 -0.003030320 -0.032438820 [26] -0.010823871 0.017051166 0.078160852 -0.128535374 0.019641777 [31] -0.017048087 0.029785996 0.048827685 -0.164398884 0.030543005 [36] -0.042189066 -0.205905258 -0.025414017 -0.075612524 0.054946038 [41] -0.077558701 0.082228120 -0.025246012 -0.036231701 -0.025269779 [46] 0.060520174 0.007534492 -0.046138577 > 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/4vb6b1445625764.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/5f49s1445625764.tab") > > try(system("convert tmp/114if1445625764.ps tmp/114if1445625764.png",intern=TRUE)) character(0) > try(system("convert tmp/28n691445625764.ps tmp/28n691445625764.png",intern=TRUE)) character(0) > try(system("convert tmp/3sei91445625764.ps tmp/3sei91445625764.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.212 0.222 1.437