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Type 'q()' to quit R. > x <- c(7.3,7.1,6.8,6.4,6.1,6.5,7.7,7.9,7.5,6.9,6.6,6.9,7.7,8,8,7.7,7.3,7.4,8.1,8.3,8.1,7.9,7.9,8.3,8.6,8.7,8.5,8.3,8,8,8.8,8.7,8.5,8.1,7.8,7.7,7.5,7.2,6.9,6.6,6.5,6.6,7.7,8,7.7,7.3,7,7,7.3,7.3,7.1,7.1,7,7,7.5,7.8,7.9,8.1,8.3,8.4,8.6,8.5,8.4,8.3,8,8,8.7,8.7,8.6,8.5,8.5,8.6,8.8,8.7,8.6,8.4,8.1,8.1,8.7,8.7,8.6,8.6,8.5,8.6) > 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/1jquc1464637576.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/2x9cb1464637576.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/34xcg1464637576.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 0.37597080 -0.28122076 -0.49793190 -0.33528191 0.13006982 [7] 0.45757939 0.21446025 -0.16502830 -0.36237780 -0.29456810 0.12830230 [13] 0.55038553 0.17060497 -0.24250300 -0.29798566 -0.17554439 0.13335262 [19] 0.32004913 0.08641401 -0.20949575 -0.34911583 -0.28713365 0.08637409 [25] 0.42754472 0.11803738 -0.19180006 -0.25505276 -0.11736342 0.11704525 [31] 0.28882377 0.08946828 -0.16501392 -0.27634697 -0.18235779 0.13780071 [37] 0.46988089 0.19326929 -0.13336516 -0.22517152 -0.15103913 0.03189932 [43] 0.19146415 0.11833383 -0.04884961 -0.11220388 -0.10268222 0.03589586 [49] 0.22255428 > (mypacf <- c(rpacf$acf)) [1] 0.375970797 -0.492140911 -0.238421561 -0.204521730 0.140959056 [6] 0.165363691 -0.148381773 -0.037330785 -0.107308979 -0.120286498 [11] 0.135905917 0.318164125 -0.392422011 0.066303080 0.160077993 [16] -0.043379433 -0.043407736 -0.034141014 -0.025675579 -0.140962345 [21] -0.171700986 -0.127475387 -0.034084972 -0.061171782 -0.206186584 [26] 0.027643555 -0.142334276 0.076729303 -0.160496619 0.052514890 [31] -0.102688325 -0.118308858 -0.069992888 0.002502655 -0.041726954 [36] 0.177377693 0.026845850 0.045827853 0.104326935 -0.041340528 [41] -0.106799216 -0.152627946 -0.015165413 -0.089733512 0.026842759 [46] -0.062124133 -0.067276580 -0.123508033 > 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/4pd441464637576.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/56ks21464637576.tab") > > try(system("convert tmp/1jquc1464637576.ps tmp/1jquc1464637576.png",intern=TRUE)) character(0) > try(system("convert tmp/2x9cb1464637576.ps tmp/2x9cb1464637576.png",intern=TRUE)) character(0) > try(system("convert tmp/34xcg1464637576.ps tmp/34xcg1464637576.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.165 0.166 1.338