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Type 'q()' to quit R. > x <- c(78.46,78.59,81.37,83.61,84.65,84.56,83.85,84.08,85.41,85.75,86.38,88.87,90.37,92.21,95.75,97.29,98.29,99.51,99.04,98.9,100.74,100.3,101.68,101.3,103.13,104.17,105.98,106.25,104.01,101.68,101.93,104.41,105.51,104.71,103.14,102.66,102.68,101.89,101.37,101.16,99.34,99.35,99.88,99.31,99.91,98.39,98.02,98.7,98.01,98.42,98.2,93.5,93.17,93.42,93.13,92.31,92.09,92.62,91.43,89.38) > 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/19mjm1445675588.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/2d3j01445675588.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/3f4x61445675588.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 0.927794706 0.846422053 0.778844499 0.718348605 [6] 0.660515430 0.594657278 0.514973376 0.430656482 0.346888467 [11] 0.269994497 0.189186178 0.107571222 0.027336720 -0.047588072 [16] -0.102546636 -0.145367869 -0.185731940 -0.222598273 -0.266128792 [21] -0.309122112 -0.334035963 -0.359683616 -0.383443003 -0.410576486 [26] -0.426673472 -0.429941183 -0.411504709 -0.384737276 -0.371391589 [31] -0.374136099 -0.377613031 -0.358046653 -0.323776261 -0.292872185 [36] -0.269216157 -0.245910756 -0.222400074 -0.194448374 -0.166760756 [41] -0.136074766 -0.115149888 -0.091085079 -0.060486251 -0.030751277 [46] 0.003522595 0.028151621 0.045308055 0.065962440 > (mypacf <- c(rpacf$acf)) [1] 0.9277947056 -0.1033137506 0.0599780563 0.0001920619 -0.0129918974 [6] -0.0885860450 -0.1296258700 -0.0830067580 -0.0723201691 -0.0265675879 [11] -0.1018193108 -0.0574416960 -0.0575218004 -0.0335402350 0.0699558400 [16] 0.0184675971 -0.0111728922 -0.0033638959 -0.0954316513 -0.0658544777 [21] 0.0315115068 -0.1067552377 -0.0453629630 -0.0942310865 0.0191066843 [26] 0.0114925792 0.1149654776 0.0404601314 -0.0726312914 -0.1045628238 [31] -0.0773179196 0.0880446352 0.0062268890 -0.0527160524 -0.0398879022 [36] -0.0046142637 -0.0309192210 -0.0065282528 -0.0306334614 0.0452908114 [41] -0.0330917094 0.0441711026 0.0216524084 -0.0432519557 0.0336162943 [46] -0.0772346968 0.0062900401 0.0159337200 > 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/48lla1445675588.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/5sc231445675588.tab") > > try(system("convert tmp/19mjm1445675588.ps tmp/19mjm1445675588.png",intern=TRUE)) character(0) > try(system("convert tmp/2d3j01445675588.ps tmp/2d3j01445675588.png",intern=TRUE)) character(0) > try(system("convert tmp/3f4x61445675588.ps tmp/3f4x61445675588.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.162 0.199 1.373