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Type 'q()' to quit R. > x <- c(79.55,80.08,80.15,80.69,81.56,81.23,81.39,81.61,82.25,82.06,82.82,82.3,83.09,83.21,83.13,84.31,83.62,83.75,84.1,83.71,84.2,85.13,86.16,86.65,87.44,87.62,88.03,89.1,89.68,89.47,90.13,89.49,89.52,89.86,89.77,89.8,90.89,90.82,90.68,90.92,90.82,90.09,89.71,89.34,89.2,89.48,89.72,89.58,90.65,90.93,91.42,91.52,91.76,91.47,91.37,91.35,91.74,91.78,91.88,91.99,92.55,92.94,92.81,93.35,93.72,93.94,94.03,93.66,93.78,94.1,94.85,94.83,95.06,95.87,95.97,95.96,96.3,96.17,96.18,96.55,96.76,97.63,97.86,97.82,98.62,99.24,99.63,100.27,100.84,101.05,100.38,100.02,99.97,99.95,100,100.04,100.51,100.29,100.22,101.29,100.29,100.26,100.39,99.3,98.9,98.76,99.12,99.28) > 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/1eiei1445677913.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/2wjis1445677913.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/37yjq1445677913.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 0.97168127 0.94431446 0.91642059 0.88760569 0.86045052 [7] 0.82977796 0.79881797 0.76800362 0.73660113 0.70541570 0.67551245 [13] 0.64272085 0.61108209 0.57888001 0.54555540 0.51453586 0.48140736 [19] 0.44821068 0.41383259 0.37918331 0.34639853 0.31677225 0.29043671 [25] 0.26583139 0.24358025 0.22090827 0.19875211 0.18112594 0.16514786 [31] 0.14901143 0.13491868 0.11883902 0.10351120 0.08828765 0.07268595 [37] 0.05813766 0.04589981 0.03285248 0.02009813 0.00852316 -0.00326074 [43] -0.01795675 -0.03388105 -0.05075281 -0.06742762 -0.08263607 -0.09814671 [49] -0.11366091 > (mypacf <- c(rpacf$acf)) [1] 0.971681272 0.002685826 -0.023236394 -0.031364581 0.014029693 [6] -0.076438494 -0.024220433 -0.014700689 -0.025151261 -0.017943103 [11] 0.008372657 -0.068135149 -0.001942850 -0.028053292 -0.038735779 [16] 0.013292187 -0.050140873 -0.027086461 -0.045813967 -0.023769420 [21] 0.002771967 0.036169978 0.042212148 0.011283512 0.025531037 [26] -0.023858823 -0.020595342 0.061738345 0.012417532 -0.023711377 [31] 0.022881962 -0.049904614 -0.013449749 -0.023039723 -0.020934302 [36] -0.010216983 0.032556205 -0.029522451 -0.025982000 0.003437364 [41] -0.024548477 -0.085385392 -0.028792062 -0.036050404 -0.016112325 [46] 0.013756348 -0.021918603 -0.016410084 > 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/4ba1f1445677913.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/5imhi1445677913.tab") > > try(system("convert tmp/1eiei1445677913.ps tmp/1eiei1445677913.png",intern=TRUE)) character(0) > try(system("convert tmp/2wjis1445677913.ps tmp/2wjis1445677913.png",intern=TRUE)) character(0) > try(system("convert tmp/37yjq1445677913.ps tmp/37yjq1445677913.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.152 0.188 1.347