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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 = '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. 1.2.327 (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/1c2gx1458076969.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/2cvq91458076969.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/385s01458076969.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 -0.560987665 -0.012323452 0.235163862 -0.080786982 [6] -0.167197883 0.347772460 -0.366365150 0.155577096 0.121549241 [11] -0.206832818 0.057397572 0.252530192 -0.410911899 0.305434897 [16] -0.045597811 -0.137483080 0.131107549 0.082192087 -0.266562028 [21] 0.158383221 0.067646020 -0.193870630 0.121790115 0.040425747 [26] -0.203234166 0.252050016 -0.112362592 -0.150230175 0.226379953 [31] -0.125452622 -0.131043648 0.223352567 -0.091718050 -0.094927533 [36] 0.180687309 -0.124050250 -0.011823358 0.152709171 -0.198606257 [41] 0.102259485 0.009729760 -0.083410807 0.068747123 -0.006411029 [46] -0.080052459 0.079318193 -0.017898539 -0.034351823 > (mypacf <- c(rpacf$acf)) [1] -0.560987665 -0.477212943 -0.080795058 0.135283995 -0.095666423 [6] 0.230753823 -0.141757333 -0.086910869 0.075833932 -0.008739862 [11] 0.005144945 0.243706902 -0.058496123 0.058658622 -0.018220740 [16] -0.020720701 0.037900936 0.124372311 0.061506478 -0.256410804 [21] -0.026904986 -0.063807216 -0.072202336 0.071376627 -0.075297543 [26] 0.013368446 0.004356445 -0.198292111 -0.081784601 -0.153713393 [31] -0.122646419 -0.079625832 0.005606388 0.114473394 -0.040126155 [36] 0.031992584 0.059884787 0.012228932 0.029323448 0.120164653 [41] -0.048963579 0.013781558 0.037699696 -0.074073985 -0.009900056 [46] 0.017664716 -0.074974208 -0.032734192 > 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/4obyw1458076969.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/5jten1458076969.tab") > > try(system("convert tmp/1c2gx1458076969.ps tmp/1c2gx1458076969.png",intern=TRUE)) character(0) > try(system("convert tmp/2cvq91458076969.ps tmp/2cvq91458076969.png",intern=TRUE)) character(0) > try(system("convert tmp/385s01458076969.ps tmp/385s01458076969.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.129 0.205 1.336