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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 = '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/139h31445675963.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/2jgqs1445675963.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/3cnjb1445675963.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 0.367050712 0.082790245 0.095436445 0.081010882 [6] 0.239278124 0.275338956 0.132061174 0.187176060 0.101482471 [11] 0.192805278 0.354322806 0.208221655 0.077468603 -0.009864934 [16] -0.028616807 0.041822631 0.112212036 0.078489618 -0.042655824 [21] -0.129219783 -0.041685441 0.176656315 0.071700064 -0.038712423 [26] -0.177957034 -0.247024842 -0.151951065 -0.034568178 -0.051553538 [31] 0.035259541 -0.144074946 -0.127164641 -0.053486960 -0.147519742 [36] -0.131407101 -0.113517664 -0.230336417 -0.157257115 -0.100518599 [41] -0.116551982 -0.089059168 -0.086809646 -0.140747402 -0.100462782 [46] -0.056043225 -0.051196947 -0.098537487 -0.148915690 > (mypacf <- c(rpacf$acf)) [1] 0.367050712 -0.060022599 0.098886443 0.017769306 0.237299834 [6] 0.124222270 -0.005553437 0.156228579 -0.047089785 0.179055126 [11] 0.196098641 -0.002380848 -0.040545134 -0.122894841 -0.057324853 [16] -0.120868753 0.002459519 -0.049249843 -0.168767003 -0.126557971 [21] -0.044204990 0.182386534 -0.092484912 0.036765983 -0.123671866 [26] -0.100613564 -0.043612458 -0.011597565 0.003500189 0.157314539 [31] -0.044185054 0.069717111 -0.063300435 -0.096758987 -0.030119883 [36] 0.051609160 -0.037150786 -0.015777912 -0.034253538 -0.122328422 [41] -0.058223045 0.111650561 -0.040196201 0.008056078 0.063303348 [46] 0.018951824 -0.037513218 0.008346898 > 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/4mpm51445675963.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/548cp1445675963.tab") > > try(system("convert tmp/139h31445675963.ps tmp/139h31445675963.png",intern=TRUE)) character(0) > try(system("convert tmp/2jgqs1445675963.ps tmp/2jgqs1445675963.png",intern=TRUE)) character(0) > try(system("convert tmp/3cnjb1445675963.ps tmp/3cnjb1445675963.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.112 0.172 1.293