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Type 'q()' to quit R. > x <- c(92.94,92.97,93.37,92.6,92.84,92.55,92.93,92.44,93.36,93.24,92.65,92.06,92.88,91.69,91.66,90.26,91.11,92.33,91.82,92.24,93.35,93.53,93.34,92.59,92.42,92.64,94.44,93.59,93.39,93.33,93.72,95.43,97.06,97.7,97.59,96.97,97.75,99.27,100.63,99.8,99.5,99.72,99.77,100.18,101.11,100.67,101.13,100.46,101.6,102.3,103.26,104.56,104.61,104.62,105.03,104.93,104.73,104.33,104.6,104.41,104.63,105.55,106.12,106.62,106.72,106.52,106.79,106.95,106.92,106.74,108.13,107.86) > 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/1u6m01489659989.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/2kp7z1489659989.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/3z8v31489659989.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 0.040040945 -0.047770607 -0.220715319 -0.009571985 [6] 0.089208911 0.190934222 -0.059181244 -0.038240538 -0.195448248 [11] 0.027937514 0.011059936 0.381123940 -0.026594217 0.003777170 [16] -0.096842096 -0.054251476 0.051906251 0.115669839 -0.066224856 [21] 0.111293895 -0.141052421 -0.046558082 -0.202810969 0.117987209 [26] -0.018314202 -0.022161648 -0.161739934 -0.088063756 0.051289690 [31] 0.068467699 -0.077309491 0.171814243 -0.103785433 0.030018458 [36] -0.097863244 -0.018369914 -0.046428890 -0.014455349 -0.073646916 [41] -0.032101756 -0.035231683 0.093986632 -0.061219302 0.125542521 [46] -0.038147300 0.015644967 -0.056501262 -0.079613926 > (mypacf <- c(rpacf$acf)) [1] 0.040040945 -0.049453172 -0.217608013 0.004337247 0.073867334 [6] 0.145814739 -0.069432164 0.009052781 -0.141710009 0.009410014 [11] -0.033933595 0.341811506 -0.034199851 0.065210101 0.050672168 [16] -0.098899381 0.010905695 -0.011036971 -0.032643806 0.157784675 [21] -0.033876787 -0.072723951 -0.228457883 -0.034329394 -0.075645085 [26] -0.126919987 -0.099243613 -0.024581727 0.077900060 -0.090745174 [31] -0.075376750 0.111678339 -0.016267493 0.065699564 0.045794012 [36] -0.041764712 -0.022891789 -0.025704049 0.002632273 -0.021822579 [41] -0.003942964 0.112312459 0.012178554 -0.012103862 0.012356778 [46] -0.103729984 -0.033895606 -0.096409750 > 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/4wi8o1489659989.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/5mhcs1489659989.tab") > > try(system("convert tmp/1u6m01489659989.ps tmp/1u6m01489659989.png",intern=TRUE)) character(0) > try(system("convert tmp/2kp7z1489659989.ps tmp/2kp7z1489659989.png",intern=TRUE)) character(0) > try(system("convert tmp/3z8v31489659989.ps tmp/3z8v31489659989.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.175 0.099 1.288