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Type 'q()' to quit R. > x <- c(96.67,96.67,96.67,96.67,96.67,96.67,96.67,96.67,96.67,96.19,96.19,96.19,96.19,96.19,96.19,96.19,96.19,96.19,96.19,96.19,96.19,99.13,99.13,99.13,99.13,99.13,99.13,99.13,99.13,99.13,99.13,99.13,99.13,99.58,99.58,99.58,99.58,99.58,99.58,99.58,99.58,99.58,99.58,99.58,99.58,101.27,101.27,101.27,101.25,101.25,101.25,101.25,101.25,101.25,101.25,101.25,101.25,102.55,102.55,102.55,102.55,102.55,102.55,102.55,102.55,102.55,102.55,102.55,102.55,132.09,132.09,132.09) > par8 = '' > par7 = '0.95' > par6 = 'White Noise' > par5 = '12' > par4 = '1' > par3 = '1' > par2 = '1' > par1 = '48' > par8 <- '' > par7 <- '0.95' > par6 <- 'White Noise' > par5 <- '12' > par4 <- '1' > par3 <- '1' > par2 <- '1' > par1 <- '48' > #'GNU S' R Code compiled by R2WASP v. 1.2.327 (Mon, 30 Nov 2015 06:58:35 +0000) > #Author: root > #To cite this work: Wessa P., (2015), (Partial) Autocorrelation Function (v1.0.12) 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) > x <- na.omit(x) > 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/15xw01457463830.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/2teoe1457463830.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/3qbgo1457463830.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 -0.019373011 -0.019695895 -0.002138863 -0.002421089 [6] -0.002743972 -0.003066856 -0.003389739 -0.003712623 -0.001151104 [11] -0.002188122 -0.002511006 -0.031632262 -0.003144081 -0.003466964 [16] -0.003944295 -0.004360218 -0.004683102 -0.005005985 -0.005328869 [21] -0.005651752 -0.008259149 -0.007877626 -0.008200510 0.041637272 [26] -0.008858969 -0.009181852 -0.008865271 -0.009040738 -0.009363622 [31] -0.009686506 -0.010009389 -0.010332273 -0.009868275 -0.010191159 [36] -0.010514042 -0.100211684 -0.011172501 -0.011495385 -0.013313068 [41] -0.013721259 -0.014044142 -0.014367026 -0.014689909 -0.015012793 [46] -0.015583163 -0.015906047 -0.016228930 0.103914349 > (mypacf <- c(rpacf$acf)) [1] -0.019373011 -0.020078744 -0.002919351 -0.002918941 -0.002952711 [6] -0.003295198 -0.003646215 -0.004004650 -0.001478428 -0.002441094 [11] -0.002716300 -0.031915649 -0.004588923 -0.004980663 -0.004515990 [16] -0.004971199 -0.005338463 -0.005737008 -0.006128534 -0.006524560 [21] -0.009049006 -0.008886416 -0.009354551 0.039707692 -0.008187663 [26] -0.008552681 -0.010018125 -0.010281976 -0.010697536 -0.011083653 [31] -0.011493852 -0.011906571 -0.011938122 -0.012195080 -0.012607196 [36] -0.100123968 -0.017459744 -0.018080139 -0.017125229 -0.017811707 [41] -0.018414793 -0.019073343 -0.019734696 -0.020424507 -0.020647869 [46] -0.021665634 -0.022423581 0.092664898 > 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/48ih01457463830.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/5nu8c1457463830.tab") > > try(system("convert tmp/15xw01457463830.ps tmp/15xw01457463830.png",intern=TRUE)) character(0) > try(system("convert tmp/2teoe1457463830.ps tmp/2teoe1457463830.png",intern=TRUE)) character(0) > try(system("convert tmp/3qbgo1457463830.ps tmp/3qbgo1457463830.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.178 0.215 1.401