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Type 'q()' to quit R. > x <- c(662,670,659,663,673,699,712,700,692,699,700,702,693,696,696,694,695,715,731,715,707,712,699,703,695,694,691,694,699,720,732,712,705,707,700,687,674,676,666,669,669,688,705,684,679,689,691,685,690,685,688,696,693,721,726,704,700,707,696,687) > 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/1w1p71476792239.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/23t5q1476792239.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/39uuw1476792239.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 0.73701520 0.44539903 0.27191731 0.10658075 -0.06344497 [7] -0.13945016 -0.11550312 -0.07707024 -0.05994465 -0.02757459 0.12769401 [13] 0.23488151 0.03718597 -0.17114604 -0.27618532 -0.35045471 -0.44494807 [19] -0.42974559 -0.31844024 -0.22335341 -0.14967063 -0.05209248 0.09253028 [25] 0.17482025 0.02853693 -0.13496705 -0.19354865 -0.22941186 -0.28636693 [31] -0.24386616 -0.13311964 -0.03591300 0.05328897 0.14762030 0.27920269 [37] 0.35176780 0.25847952 0.15796705 0.11518249 0.08384299 0.03194859 [43] 0.03698289 0.08871213 0.08887619 0.06874136 0.07290775 0.10440366 [49] 0.08297322 > (mypacf <- c(rpacf$acf)) [1] 0.7370152008 -0.2140773529 0.0714781601 -0.1608075853 -0.1240704665 [6] 0.0314161646 0.0687888863 0.0072541660 -0.0307238007 0.0099972886 [11] 0.2844988646 -0.0018488471 -0.5320905751 -0.1114221331 -0.0575041369 [16] 0.0615261257 -0.1211589400 -0.0593871795 -0.0175512206 0.0060907780 [21] 0.0738339248 0.0150304963 -0.1396317769 -0.0175556900 -0.1795815971 [26] -0.0601098179 -0.0137085810 -0.0747716639 -0.0680447918 -0.0891410943 [31] -0.0751872134 0.0528831265 0.0266698557 -0.0668698967 0.0079567150 [36] 0.0215763576 0.0790380387 0.0658830627 -0.0696805008 -0.0155318864 [41] 0.0009211137 -0.0197093976 -0.0044225640 -0.2103997638 -0.1057171041 [46] -0.0364890756 -0.0356233228 -0.0628559071 > 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/4bg1s1476792239.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/5y2oa1476792239.tab") > > try(system("convert tmp/1w1p71476792239.ps tmp/1w1p71476792239.png",intern=TRUE)) character(0) > try(system("convert tmp/23t5q1476792239.ps tmp/23t5q1476792239.png",intern=TRUE)) character(0) > try(system("convert tmp/39uuw1476792239.ps tmp/39uuw1476792239.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.322 0.109 1.457