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Type 'q()' to quit R. > x <- c(100.57,100.27,100.27,100.18,100.16,100.18,100.18,100.59,100.69,101.06,101.15,101.16,101.16,100.81,100.94,101.13,101.29,101.34,101.35,101.7,102.05,102.48,102.66,102.72,102.73,102.18,102.22,102.37,102.53,102.61,102.62,103,103.17,103.52,103.69,103.73,99.57,99.09,99.14,99.36,99.6,99.65,99.8,100.15,100.45,100.89,101.13,101.17,101.21,101.1,101.17,101.11,101.2,101.15,100.92,101.1,101.22,101.25,101.39,101.43,101.95,101.92,102.05,102.07,102.1,102.16,101.63,101.43,101.4,101.6,101.72,101.73,102.67,102.59,102.69,102.93,103.02,103.06,102.47,102.4,102.42,102.51,102.61,102.78) > 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/16kbz1489666419.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/2jp2h1489666419.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/3rxem1489666419.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 0.873810342 0.714942898 0.556447874 0.419406273 [6] 0.302527460 0.200293605 0.115293459 0.050559654 0.011542540 [11] 0.005792367 0.006426819 -0.024841860 -0.072509885 -0.137081359 [16] -0.197238818 -0.241076288 -0.265543687 -0.286252116 -0.314520179 [21] -0.330730666 -0.330057696 -0.313111956 -0.284203957 -0.268047927 [26] -0.238983901 -0.223880118 -0.204290784 -0.172776315 -0.135458628 [31] -0.087722297 -0.067131552 -0.055061551 -0.042408553 -0.020067697 [36] 0.010267632 0.034870840 0.050899805 0.054996694 0.063151016 [41] 0.085079127 0.113946580 0.135100427 0.132651240 0.128532545 [46] 0.132328796 0.151504505 0.180743131 0.222703201 > (mypacf <- c(rpacf$acf)) [1] 0.873810342 -0.205542350 -0.075415079 -0.009268035 -0.029005148 [6] -0.044920365 -0.020302019 -0.001942360 0.028249358 0.073935049 [11] -0.026973926 -0.158985280 -0.064529574 -0.102468075 -0.041543768 [16] -0.006645621 0.003418069 -0.059932169 -0.096594561 -0.020765556 [21] -0.033848971 -0.017071491 0.006590651 -0.081826506 0.069422642 [26] -0.084514007 -0.010587521 0.009352904 0.003575414 0.056337504 [31] -0.120119682 -0.011210051 -0.018450651 0.014736595 0.022052018 [36] -0.044310647 0.010423471 -0.058001199 0.020611003 0.026890196 [41] 0.003427795 0.013072958 -0.087061316 0.062460519 0.028288615 [46] 0.053335756 0.059395479 0.080740086 > 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/4u55b1489666419.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/50pla1489666419.tab") > > try(system("convert tmp/16kbz1489666419.ps tmp/16kbz1489666419.png",intern=TRUE)) character(0) > try(system("convert tmp/2jp2h1489666419.ps tmp/2jp2h1489666419.png",intern=TRUE)) character(0) > try(system("convert tmp/3rxem1489666419.ps tmp/3rxem1489666419.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.438 0.129 1.611