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Type 'q()' to quit R. > x <- c(94.47,94.19,94.34,94.3,94.4,94.54,94.09,95.87,98.46,98.7,98.75,98.72,98.72,98.67,98.82,99.39,99.33,99.22,99.05,98.83,98.84,98.89,98.8,99.4,98.89,98.85,98.69,98.48,98.39,98.35,98.26,98.06,98.14,98.17,98.41,98.64,99.25,99.61,100.28,100.31,100.55,100.45,100.78,100.68,101.69,98.09,99.13,99.18,96.22,96.11,96,95.96,97.95,98.43,98.32,97.45,96.42,95.36,95.1,95.54,94.07,93.48,92.86,90.98,91.45,91.16,90.71,90.31,89.78,91.02,90.77,90.69) > 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/105nl1489665262.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/2mhhy1489665262.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/3dyzq1489665262.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 0.926454662 0.851255059 0.776727047 0.672500417 [6] 0.586977190 0.502328029 0.413297879 0.336717152 0.262152712 [11] 0.209884569 0.162788536 0.128056711 0.098629712 0.064826069 [16] 0.037891351 0.005218515 -0.015506513 -0.032348311 -0.058758438 [21] -0.083574083 -0.126898252 -0.167222667 -0.202331326 -0.237534043 [26] -0.238316707 -0.236956604 -0.245838764 -0.222326302 -0.208880837 [31] -0.201170807 -0.198097601 -0.198681115 -0.203487660 -0.206783994 [36] -0.215190764 -0.226796513 -0.246401352 -0.257829303 -0.264280892 [41] -0.276827595 -0.274190100 -0.261372239 -0.247669278 -0.232362463 [46] -0.223281739 -0.230276701 -0.231241245 -0.228206584 > (mypacf <- c(rpacf$acf)) [1] 0.9264546617 -0.0498524414 -0.0357478609 -0.2524549085 0.0794062554 [6] -0.0574994029 -0.0428922736 -0.0234874242 -0.0293735153 0.1160243511 [11] -0.0461311648 0.0618286687 -0.0697927669 -0.0356751955 -0.0202066651 [16] -0.0747330274 0.0842543498 -0.0423293307 -0.0396095176 -0.0739771480 [21] -0.1461317157 0.0150203957 -0.0471222982 0.0265954365 0.1620903181 [26] 0.0015017399 -0.0956775217 0.1233130503 -0.0669995416 -0.0720263328 [31] -0.1678020370 0.0185784622 -0.0320111890 0.0694067534 -0.0718240365 [36] -0.0279509404 -0.0896398098 0.0041508054 0.0414242855 -0.1160055500 [41] 0.1274079436 0.0338571742 -0.0018258346 -0.0717934888 -0.1444019039 [46] -0.1898567357 0.0008658654 0.0174367738 > 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/4wesu1489665262.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/5uqgq1489665262.tab") > > try(system("convert tmp/105nl1489665262.ps tmp/105nl1489665262.png",intern=TRUE)) character(0) > try(system("convert tmp/2mhhy1489665262.ps tmp/2mhhy1489665262.png",intern=TRUE)) character(0) > try(system("convert tmp/3dyzq1489665262.ps tmp/3dyzq1489665262.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.252 0.092 1.364