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Type 'q()' to quit R. > x <- c(8899,8899,9093,9093,9093,9116,9116,9116,10073,10073,10073,9223,9223,9223,9151,9151,9151,6727,6727,6727,7232,7232,7232,6370,6370,6370,6862,6862,6862,7029,7029,7029,7031,7031,7031,7223,7223,7223,8065,8065,8065,7657,7657,7657,7328,7328,7328,7115,7115,7115,7926,7926,7926,8681,8681,8681,8670,8670,8670,8028,8028) > 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/1i5h11489690075.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/2qpu91489690075.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/3qvji1489690075.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 0.901390920 0.802781840 0.700588354 0.631607149 [6] 0.562625944 0.493289937 0.373761678 0.254233418 0.121248846 [11] 0.068777601 0.016306357 -0.022616842 -0.083160673 -0.143704504 [16] -0.203404234 -0.237748313 -0.272092392 -0.270646874 -0.283816430 [21] -0.296985987 -0.318125133 -0.299787256 -0.281449378 -0.249351125 [26] -0.237671893 -0.225992662 -0.221442741 -0.215130706 -0.208818671 [31] -0.204994605 -0.222508735 -0.240022866 -0.257386893 -0.244100747 [36] -0.230814600 -0.219861272 -0.187935278 -0.156009284 -0.137566996 [41] -0.097972350 -0.058377705 -0.012155321 0.008295549 0.028746418 [46] 0.051491371 0.062238168 0.072984965 0.086830214 > (mypacf <- c(rpacf$acf)) [1] 0.901390920 -0.051861550 -0.073867245 0.118455235 -0.044907536 [6] -0.055356064 -0.294393660 -0.085864552 -0.167542116 0.290462876 [11] -0.071442344 0.002912059 -0.042024994 -0.058025304 -0.020911956 [16] -0.125562320 -0.072694787 0.065164727 0.054551023 -0.069361819 [21] -0.034553133 0.152416141 -0.052685836 -0.014808037 -0.135003798 [26] -0.057278797 0.065778551 -0.133156566 -0.039666096 -0.132962125 [31] 0.018212488 -0.067952858 -0.012659979 0.084325093 -0.034949252 [36] 0.044398917 0.102880338 -0.005109477 -0.116893169 0.059591771 [41] -0.006552418 -0.014364132 -0.093893128 -0.006554738 0.070422576 [46] -0.064509645 -0.040093762 -0.067554208 > 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/4q2ik1489690075.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/5fkab1489690075.tab") > > try(system("convert tmp/1i5h11489690075.ps tmp/1i5h11489690075.png",intern=TRUE)) character(0) > try(system("convert tmp/2qpu91489690075.ps tmp/2qpu91489690075.png",intern=TRUE)) character(0) > try(system("convert tmp/3qvji1489690075.ps tmp/3qvji1489690075.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.325 0.122 1.470