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Type 'q()' to quit R. > x <- c(88.05,93.25,92.96,93.08,90.67,92.17,94.28,95.01,93.27,95.59,97.4,97.05,97.38,96.23,96.65,96.46,97.87,98.59,99.54,97.39,97.09,97.83,97.58,96.81,97.52,98.19,96.18,97.41,99.23,96.93,98.82,102.47,95.95,101.17,100.55,99.5,99.89,100.43,100.63,99.36,100,99.55,100.12,101.31,96.59,98.79,100.93,102.4,106.99,105.27,107.27,109.21,108.57,110.17,108.1,107.58,106.91,103,106.12,109.69) > 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/1ekhw1489661203.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/2fqs21489661203.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/3c52c1489661203.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 0.81939652 0.76158346 0.73899639 0.65144812 0.57822429 [7] 0.49038957 0.40151829 0.34641845 0.26518136 0.22002273 0.19021762 [13] 0.16286295 0.14165445 0.10554316 0.12106364 0.11611679 0.11415853 [19] 0.10358548 0.10004928 0.08810218 0.06833651 0.04556517 0.01393087 [25] -0.01228363 -0.02558072 -0.06540639 -0.10946057 -0.09133587 -0.12759822 [31] -0.14246309 -0.14353024 -0.12853954 -0.16753973 -0.14983551 -0.14802509 [37] -0.14884680 -0.15284460 -0.16300958 -0.17187809 -0.18118470 -0.18586383 [43] -0.22404053 -0.26480851 -0.27585912 -0.32068533 -0.35663298 -0.37500214 [49] -0.39917325 > (mypacf <- c(rpacf$acf)) [1] 0.8193965176 0.2744240246 0.2019021497 -0.1028663024 -0.0834308113 [6] -0.1496662072 -0.1017641135 0.0256318392 -0.0423169580 0.0759570711 [11] 0.0711033915 0.0765752381 0.0126116316 -0.0841019055 0.0763857516 [16] -0.0154658148 0.0402370366 -0.0637445053 -0.0031462587 -0.0491064502 [21] -0.0467472037 -0.0308107016 -0.0754370065 0.0005095701 0.0437085574 [26] -0.0264528841 -0.0868047290 0.1114198690 -0.0558320277 0.0007922857 [31] -0.0143913214 0.0767721714 -0.1731540636 0.0565567519 -0.0279758872 [36] -0.0042060517 -0.0455025272 -0.0279834488 -0.0227863304 -0.0607289260 [41] 0.0338839533 -0.1167302158 -0.1290652496 0.0032280476 -0.1027141263 [46] -0.0072411905 -0.0699697433 0.0504864238 > 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/4k3c81489661203.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/5vhtn1489661203.tab") > > try(system("convert tmp/1ekhw1489661203.ps tmp/1ekhw1489661203.png",intern=TRUE)) character(0) > try(system("convert tmp/2fqs21489661203.ps tmp/2fqs21489661203.png",intern=TRUE)) character(0) > try(system("convert tmp/3c52c1489661203.ps tmp/3c52c1489661203.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.268 0.086 1.372