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Type 'q()' to quit R. > x <- c(101.68,101.25,101.24,101.11,101.08,101.09,101.09,101.62,101.66,101.96,102.04,102.02,102.02,101.51,101.62,101.83,102.06,102.14,102.14,102.59,102.92,103.31,103.54,103.58,103.58,102.83,102.86,103.03,103.2,103.28,103.28,103.79,103.92,104.26,104.41,104.45,99.92,99.18,99.18,99.35,99.62,99.67,99.72,100.08,100.39,100.77,101.03,101.07,101.29,101.1,101.2,101.15,101.24,101.16,100.81,101.02,101.15,101.06,101.17,101.22,101.84,101.79,101.88,101.9,101.91,101.96,101.26,101.06,100.98,101.12,101.24,101.25) > 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/1gxsi1489738814.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/2rkcu1489738814.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/39ple1489738814.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 0.168359153 0.005582588 -0.096520923 -0.085901426 [6] -0.081408047 -0.094807735 -0.079163467 -0.107203879 -0.104264056 [11] -0.032235870 0.135257156 0.082480541 0.064318396 -0.032177809 [16] -0.052232790 -0.079749070 -0.035575889 0.008128183 -0.053665005 [21] -0.078414120 -0.039198109 -0.037590420 0.058421988 -0.036614638 [26] 0.033833173 -0.015705672 -0.051745368 -0.009029826 -0.049984636 [31] 0.100413351 0.036655015 0.007815190 -0.017671390 -0.020261852 [36] 0.040773033 0.035250780 0.007074334 0.010007452 0.008306890 [41] 0.005503428 0.044761440 -0.006612558 0.002156658 -0.010788495 [46] -0.019080462 -0.008752980 -0.035797936 0.008073256 > (mypacf <- c(rpacf$acf)) [1] 0.168359153 -0.023426228 -0.096320343 -0.055330150 -0.060629463 [6] -0.084460208 -0.067253176 -0.108557212 -0.106536715 -0.039529151 [11] 0.105709877 -0.004562442 0.010229396 -0.062417937 -0.054164907 [16] -0.075866914 -0.024528677 0.002927241 -0.068034960 -0.070081442 [21] -0.031627388 -0.088532181 0.011234043 -0.128533614 -0.002726880 [26] -0.063601051 -0.083399890 -0.041687314 -0.120412044 0.066741347 [31] -0.035388441 -0.047079307 -0.044539269 -0.078249980 0.020379783 [36] -0.043694406 -0.031406581 -0.013168441 -0.011251521 0.001425738 [41] -0.014726225 -0.046115997 -0.038925725 -0.022862185 -0.014937360 [46] -0.040646713 -0.044965279 -0.038903668 > 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/4zubl1489738814.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/5ysa31489738814.tab") > > try(system("convert tmp/1gxsi1489738814.ps tmp/1gxsi1489738814.png",intern=TRUE)) character(0) > try(system("convert tmp/2rkcu1489738814.ps tmp/2rkcu1489738814.png",intern=TRUE)) character(0) > try(system("convert tmp/39ple1489738814.ps tmp/39ple1489738814.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.582 0.129 1.802