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Type 'q()' to quit R. > x <- c(109843,106365,102304,97968,92462,92286,120092,126656,124144,114045,108120,105698,111203,110030,104009,99772,96301,97680,121563,134210,133111,124527,117589,115699,117830,115874,111267,107985,102185,102101,128932,135782,136971,126292,119260,117359,119818,116059,110046,104100,97981,97527,123700,129678,130790,120961,114232,110518,110959,108443,103977,97126,90860,91959,113735,119713,121905,112442,106728,104906,105308,102909,97849,93181,87470,86998,106716,115028,116828,108413,102628,99126) > 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/1zebn1489748838.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/2nm0j1489748838.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/3y8ww1489748838.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] 1.00000000 0.73337064 0.28532163 -0.06919619 -0.16619741 -0.09784619 [7] -0.02619581 -0.09395643 -0.17337093 -0.11469399 0.15747757 0.51823297 [13] 0.73290373 0.52106235 0.14192708 -0.17410879 -0.27459320 -0.23014540 [19] -0.17769728 -0.23792943 -0.30692313 -0.26782200 -0.05081752 0.24817589 [25] 0.43131764 0.26795956 -0.01984699 -0.26297788 -0.33191166 -0.28303962 [31] -0.22556833 -0.26660297 -0.31657631 -0.28661939 -0.12010416 0.11515800 [37] 0.27013099 0.17222430 -0.02363724 -0.18964477 -0.22843173 -0.18227333 [43] -0.12692113 -0.14388726 -0.17150150 -0.15091732 -0.04295777 0.11478598 [49] 0.21864248 > (mypacf <- c(rpacf$acf)) [1] 0.733370638 -0.546362219 0.024425672 0.182332188 -0.068209339 [6] -0.104233544 -0.233769881 0.166244954 0.216492279 0.323187690 [11] 0.340229819 0.178126675 -0.547688544 0.214609763 -0.099730200 [16] -0.187610619 -0.096100856 -0.102329797 -0.028313636 -0.092329430 [21] -0.141290710 -0.018036366 -0.073495318 -0.085453212 -0.110379347 [26] 0.148119508 -0.071102575 -0.026369053 0.062534689 0.043341628 [31] -0.007860017 -0.005213729 -0.006560931 -0.050105801 -0.078652695 [36] 0.012816517 0.099386272 -0.113245579 0.036756307 0.007399223 [41] -0.023001760 0.025693317 0.032858845 0.011301434 -0.007518499 [46] -0.091974738 0.004515759 -0.050926295 > 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/442ey1489748838.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/5ueza1489748838.tab") > > try(system("convert tmp/1zebn1489748838.ps tmp/1zebn1489748838.png",intern=TRUE)) character(0) > try(system("convert tmp/2nm0j1489748838.ps tmp/2nm0j1489748838.png",intern=TRUE)) character(0) > try(system("convert tmp/3y8ww1489748838.ps tmp/3y8ww1489748838.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.315 0.125 1.469