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Type 'q()' to quit R. > x <- c(84543,55735,65814,55382,57422,57729,48213,44789,50998,50328,47719,19946,80608,50747,61687,47539,54412,83362,36911,39254,37597,32557,35537,21500,56125,37432,43347,36870,36247,41293,36190,33381,36609,41861,45926,45079,51469,39013,37036,34865,37505,39379,35653,30515,35984,41068,37851,40333,56004,39797,37960,34357,35069,45299,40475,36277,41910,45234,46425,73241) > 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/1gxzo1477059972.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/2e4i81477059972.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/3fhmm1477059972.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 0.20743983 0.31889500 0.19137711 0.16705346 0.21945119 [7] -0.14006046 0.10503094 0.10325648 0.06782063 0.14428321 0.01132166 [13] 0.41756468 0.02154374 0.09602364 0.01309472 0.00134852 0.09981016 [19] -0.11017356 -0.04849352 -0.05688419 -0.08217969 -0.04252216 -0.09040651 [25] 0.07066923 -0.14756148 -0.13563270 -0.16034407 -0.12706363 -0.10802642 [31] -0.13240524 -0.06339980 -0.05027849 -0.04009671 -0.07357075 -0.06203174 [37] -0.06804806 -0.19783687 -0.20528765 -0.16615995 -0.12391931 -0.10622244 [43] -0.01711524 -0.08158939 -0.04142417 0.01092119 -0.02916759 0.03869128 [49] -0.07295347 > (mypacf <- c(rpacf$acf)) [1] 0.207439831 0.288268269 0.096298406 0.042264996 0.129083903 [6] -0.296052480 0.060413862 0.188544424 0.006358197 0.096272219 [11] -0.002501657 0.319423710 -0.177616421 -0.079123882 -0.071371913 [16] -0.035520032 0.024926795 0.082200758 -0.132604187 -0.114351646 [21] -0.042376000 -0.066850193 0.075203319 0.009843398 -0.146407652 [26] -0.175564343 -0.046465244 0.018185837 -0.034481590 0.105614905 [31] 0.094221067 -0.022789323 0.014638683 -0.056101408 -0.088756590 [36] -0.081653655 -0.028015493 -0.054722191 0.073148482 0.002833982 [41] -0.017810467 0.119885856 -0.107270430 -0.117785588 0.061374684 [46] 0.031596997 0.005011695 -0.020236242 > 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/43xpe1477059972.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/5v4i01477059972.tab") > > try(system("convert tmp/1gxzo1477059972.ps tmp/1gxzo1477059972.png",intern=TRUE)) character(0) > try(system("convert tmp/2e4i81477059972.ps tmp/2e4i81477059972.png",intern=TRUE)) character(0) > try(system("convert tmp/3fhmm1477059972.ps tmp/3fhmm1477059972.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.182 0.092 1.286