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Type 'q()' to quit R. > x <- c(340.4,343.2,345,346.6,348.7,351.1,352.7,354.8,359.8,364.4,366.2,368.8,369.6,370.6,374.2,378.1,381,383.2,387.3,391.4,395.1,399.1,403,406.3,410.2,413.3,418.4,421.4,422.5,425.5,427.3,430.7,433.2,437.5,439.9,443,445.6,446.2,449.3,453.9,458,461.2,463.7,466,468.3,471.7,474.7,477.3,479.8,482.6,485.6,488.5,492,494.8,498.3,502.1,505.8,511.7,516.6,521.3,526.1,530.4,534.7,538.4,544.6,547.7,551.4,554.3,557.5,560.7,563.8,566.2,567.2,569.3,570.9,573,575.1,578.1,581,584.4) > 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/1ync91458078057.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/2nd1n1458078057.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/3n57x1458078057.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 0.965119114 0.930173560 0.894802341 0.859012513 [6] 0.822700127 0.785950996 0.748405133 0.710339329 0.672304857 [11] 0.634611562 0.596726821 0.558928670 0.520738072 0.482135437 [16] 0.444084049 0.406512319 0.370083065 0.333896642 0.298655948 [21] 0.264409285 0.231244813 0.199238619 0.168464430 0.139086033 [26] 0.110625950 0.082917721 0.056481633 0.030600456 0.004966984 [31] -0.020053685 -0.044778371 -0.068845928 -0.092532850 -0.115300048 [36] -0.137525224 -0.158900472 -0.179851290 -0.200936686 -0.221419627 [41] -0.240646278 -0.258462405 -0.274923714 -0.290635386 -0.306363531 [46] -0.321518995 -0.335618825 -0.348958389 -0.361055195 > (mypacf <- c(rpacf$acf)) [1] 0.965119114 -0.018693444 -0.024316207 -0.024770645 -0.026844642 [6] -0.026235145 -0.032118640 -0.028954161 -0.021585890 -0.017478604 [11] -0.025609989 -0.022291049 -0.029838526 -0.031089404 -0.017911787 [16] -0.019289678 -0.009857415 -0.022970588 -0.013317109 -0.012665183 [21] -0.011691989 -0.010791727 -0.009716210 -0.006967999 -0.013779408 [26] -0.016321473 -0.009114649 -0.019352090 -0.024346871 -0.019372417 [31] -0.023910150 -0.019091505 -0.023175599 -0.015750966 -0.020786095 [36] -0.016566295 -0.022828674 -0.031262591 -0.021167030 -0.011615557 [41] -0.008585959 -0.008878295 -0.017221892 -0.028969288 -0.021132373 [46] -0.014417472 -0.018952044 -0.011516658 > 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/4ozja1458078057.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/5aw8w1458078057.tab") > > try(system("convert tmp/1ync91458078057.ps tmp/1ync91458078057.png",intern=TRUE)) character(0) > try(system("convert tmp/2nd1n1458078057.ps tmp/2nd1n1458078057.png",intern=TRUE)) character(0) > try(system("convert tmp/3n57x1458078057.ps tmp/3n57x1458078057.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.072 0.182 1.264