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Type 'q()' to quit R. > x <- c(83.61,83.89,83.4,82.96,82.76,83.35,87.78,88.99,88.92,88.91,89.79,90.54,93.15,92.79,93.21,95.35,100.91,103.69,104.04,104.16,104.71,105.18,104.92,104.83,104.9,105.05,104.6,103.21,102.52,101.09,101.19,102.34,102.62,102.47,101.82,101.86,101.54,101.98,101.23,100.4,99.94,99.94,100,98.8,99.07,99.46,99.18,98.47,97.12,96.91,96.09,97.17,96.8,97.13,99.9,100.56,100.84,99.81,100.44,100.07,101.32,103.98,104.81,106.23,106.48,107.59,107.16,107.54,107.1,106.38,106.64,106.13) > 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/1x0cq1489652487.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/29otf1489652487.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/30xsy1489652487.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 0.938734361 0.862413198 0.778073054 0.688005597 [6] 0.589438965 0.486385987 0.398402098 0.315325211 0.232816725 [11] 0.145446677 0.055646346 -0.026373459 -0.090056010 -0.150916993 [16] -0.208342151 -0.256191883 -0.277026095 -0.279308964 -0.270881882 [21] -0.261720992 -0.249634511 -0.231764488 -0.211428358 -0.188540580 [26] -0.166353591 -0.145317664 -0.124883372 -0.104801197 -0.085008161 [31] -0.074092926 -0.063400857 -0.043977653 -0.018941795 0.007521105 [36] 0.032027999 0.057670054 0.083097363 0.110225957 0.128705959 [41] 0.138551720 0.146429256 0.158353877 0.169677232 0.170515679 [46] 0.165653547 0.152487690 0.132062403 0.104178776 > (mypacf <- c(rpacf$acf)) [1] 0.938734361 -0.158354527 -0.095433892 -0.084048756 -0.116355752 [6] -0.085617219 0.077036116 -0.039153960 -0.071720095 -0.118662853 [11] -0.109188736 -0.020034171 0.094301068 -0.066707054 -0.062314837 [16] -0.028756302 0.123884616 0.074066544 0.052659865 -0.077392133 [21] -0.067112644 -0.023018457 0.026201189 0.049417910 -0.001512950 [26] -0.089125407 -0.074458752 -0.006309783 0.067283292 -0.039137860 [31] -0.006259378 0.039985993 0.064225897 0.073973683 0.047920164 [36] 0.001420945 -0.025051163 0.033167398 -0.021967395 -0.008231466 [41] 0.013574783 0.017610356 -0.005282821 -0.052186186 -0.020633710 [46] -0.082700605 -0.056067047 -0.009886391 > 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/4bb3y1489652487.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/5r69e1489652487.tab") > > try(system("convert tmp/1x0cq1489652487.ps tmp/1x0cq1489652487.png",intern=TRUE)) character(0) > try(system("convert tmp/29otf1489652487.ps tmp/29otf1489652487.png",intern=TRUE)) character(0) > try(system("convert tmp/30xsy1489652487.ps tmp/30xsy1489652487.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.355 0.079 1.463