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Type 'q()' to quit R. > x <- c(70.3,90.2,107.3,104.6,102.7,124.5,117.8,104.2,99.9,91.5,95.7,91.4,86.2,91.5,115.5,113.9,131.9,121.2,105.2,107.5,113.8,100.5,104.8,103.8,93.1,106.2,117.5,109.9,123.6,139.3,111,122,110.9,108,103.7,107.3,92,83.4,110.7,109,121.3,121.4,129.9,109.7,113.1,109.4,101,109,92.8,91.1,114.5,118.6,120.2,135.9,122.8,106,118.1,108.9,97.3,113.9,88.3,88.3,114.6,118.8,111.9,130.1,124.3,112.2,110,105.8,105.1,106.7) > 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/1wud31489741317.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/26a2p1489741317.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/3frya1489741317.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 0.477744998 0.191689333 0.107943523 -0.269187371 [6] -0.468039547 -0.292329865 -0.355478480 -0.255185512 0.159925638 [11] 0.197066745 0.397562442 0.583304835 0.375954057 0.113634052 [16] 0.023882690 -0.282308803 -0.354387423 -0.256960675 -0.290035190 [21] -0.268043548 -0.003026447 0.092717746 0.239962513 0.441507048 [26] 0.302243338 0.110397811 0.042140793 -0.132994325 -0.354379411 [31] -0.206673069 -0.251017918 -0.252629681 -0.039546551 0.092853264 [36] 0.117420847 0.340500333 0.346639023 0.070547237 0.032165133 [41] -0.091982630 -0.240411690 -0.211525929 -0.158530632 -0.198047096 [46] -0.043882544 0.045068965 0.084037830 0.216004318 > (mypacf <- c(rpacf$acf)) [1] 0.477744998 -0.047360531 0.045003453 -0.431421900 -0.257135160 [6] 0.077998940 -0.215942404 -0.017670259 0.228837516 -0.062039010 [11] 0.388600240 0.134250890 0.055723961 -0.028199108 -0.052011633 [16] -0.017234755 0.142127576 -0.066730873 0.016129939 -0.336958174 [21] -0.023531850 -0.112851867 0.085639151 0.096118141 -0.061867509 [26] -0.104359205 0.116268067 -0.012641353 -0.022075932 0.100185360 [31] -0.054905370 0.052789453 0.020105197 -0.046906028 -0.057460381 [36] 0.003076889 0.100079382 -0.099069365 -0.052918313 0.002785383 [41] 0.024378585 -0.034323193 0.044971238 0.037138780 -0.036276086 [46] -0.052969937 -0.002278376 -0.040266237 > 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/4zr881489741317.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/5m4e91489741317.tab") > > try(system("convert tmp/1wud31489741317.ps tmp/1wud31489741317.png",intern=TRUE)) character(0) > try(system("convert tmp/26a2p1489741317.ps tmp/26a2p1489741317.png",intern=TRUE)) character(0) > try(system("convert tmp/3frya1489741317.ps tmp/3frya1489741317.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.239 0.146 1.406