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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 = '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/1l61x1489741729.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/2fclh1489741729.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/3oajb1489741729.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 -0.188597385 -0.160367524 0.309657903 -0.200370057 [6] -0.329404775 0.236461969 -0.228148052 -0.356720424 0.379423438 [11] -0.167132610 0.001015071 0.411595465 0.074715053 -0.102411607 [16] 0.230501566 -0.193118017 -0.218830723 0.086649849 -0.055491099 [21] -0.243087820 0.135953329 -0.044818253 -0.062189440 0.334466389 [26] 0.100785853 -0.093941430 0.089581746 0.097083678 -0.343384666 [31] 0.107972086 -0.009042019 -0.274323932 0.076955886 0.097818540 [36] -0.201822153 0.183603781 0.274315874 -0.163696448 0.086724611 [41] 0.069822505 -0.194547818 0.006515468 0.026247080 -0.201749601 [46] 0.057828134 0.021982490 -0.075855475 0.130290371 > (mypacf <- c(rpacf$acf)) [1] -0.188597385 -0.203162790 0.254105878 -0.140476148 -0.348741416 [6] 0.010581545 -0.232813351 -0.402399811 0.032330730 -0.287896390 [11] 0.061821559 0.103322700 0.183519245 0.168652310 0.022853583 [16] -0.091548404 -0.007995633 -0.151648305 0.286321552 -0.081822571 [21] 0.102757761 -0.128947826 -0.130892113 0.125038625 0.048802685 [26] -0.055149707 0.058705429 0.060180431 -0.003915126 0.011841438 [31] 0.021952230 -0.088509532 0.001672953 -0.003149638 -0.063718959 [36] -0.010135242 -0.014451926 0.036417551 -0.108636530 -0.112830018 [41] 0.112460372 -0.048848254 -0.103999360 0.071196225 0.010300248 [46] 0.053070416 -0.007375074 0.032195967 > 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/4xty51489741729.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/5294y1489741729.tab") > > try(system("convert tmp/1l61x1489741729.ps tmp/1l61x1489741729.png",intern=TRUE)) character(0) > try(system("convert tmp/2fclh1489741729.ps tmp/2fclh1489741729.png",intern=TRUE)) character(0) > try(system("convert tmp/3oajb1489741729.ps tmp/3oajb1489741729.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.272 0.132 1.431