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Type 'q()' to quit R. > x <- c(726,784,884,696,893,674,703,799,793,799,1022,758,1021,944,915,864,1022,891,1087,822,890,1092,967,833,1104,1063,1103,1039,1185,1047,1155,878,879,1133,920,943,938,900,781,1040,792,653,866,679,799,760,699,762,671,679,862,624,516,650,583,444,562,540,524,674) > 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. 1.2.327 (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/1z3hi1458076369.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/22xhk1458076369.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/3pds21458076369.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 0.628856614 0.652338535 0.691973620 0.552611057 [6] 0.472761341 0.512453557 0.309027713 0.363593641 0.315053311 [11] 0.200211888 0.231651728 0.205059302 0.020122158 0.121137528 [16] 0.005486246 -0.076966775 -0.061510820 -0.132031707 -0.268962165 [21] -0.217459788 -0.254164000 -0.350420654 -0.303999318 -0.350071829 [26] -0.408613438 -0.325200494 -0.402350675 -0.424785079 -0.330358535 [31] -0.383041005 -0.348338745 -0.223565465 -0.272549057 -0.234503744 [36] -0.144314500 -0.179340687 -0.149144975 -0.100904982 -0.158799992 [41] -0.075769812 -0.087389519 -0.090887708 -0.038674621 -0.035617045 [46] -0.034601992 0.026322026 0.029034315 0.055324161 > (mypacf <- c(rpacf$acf)) [1] 0.628856614 0.424915087 0.381210973 -0.029600662 -0.194413466 [6] 0.043508789 -0.250979335 0.117154650 0.041011880 -0.049764535 [11] 0.058227166 -0.021671131 -0.256590623 0.018521834 -0.099758652 [16] -0.024495406 -0.024809076 -0.051438824 -0.181998185 -0.135818107 [21] 0.173907922 -0.070826763 0.020792640 -0.025028134 -0.131996635 [26] 0.024313285 -0.044795911 -0.052513818 0.104387551 0.043380516 [31] 0.133055443 0.101101872 -0.001459823 -0.039701911 -0.136657275 [36] 0.052671362 -0.087068374 -0.086627720 -0.022290116 0.039034251 [41] -0.070418652 0.017911613 -0.065875082 -0.093976652 0.055391416 [46] -0.014119817 -0.020839081 0.050385994 > 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/4348a1458076369.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/5vk6s1458076369.tab") > > try(system("convert tmp/1z3hi1458076369.ps tmp/1z3hi1458076369.png",intern=TRUE)) character(0) > try(system("convert tmp/22xhk1458076369.ps tmp/22xhk1458076369.png",intern=TRUE)) character(0) > try(system("convert tmp/3pds21458076369.ps tmp/3pds21458076369.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.219 0.218 1.452