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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 = '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/1i5o81489749000.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/2z37b1489749000.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/31jsl1489749000.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 0.35550039 -0.16793586 -0.47722696 -0.32186534 -0.02364770 [7] 0.22934131 0.02328139 -0.25455964 -0.40245054 -0.16059849 0.28545303 [13] 0.81953205 0.32509272 -0.10987905 -0.39428586 -0.28316724 -0.02749360 [19] 0.17304180 0.01514270 -0.19570084 -0.32934562 -0.14949838 0.22750215 [25] 0.66507084 0.24663853 -0.07211177 -0.31390993 -0.22902539 -0.02876333 [31] 0.13680373 0.01800572 -0.14149576 -0.25205053 -0.12065930 0.16193838 [37] 0.48097572 0.19167497 -0.04306207 -0.22198850 -0.16584212 -0.03159285 [43] 0.08519414 0.02060878 -0.08096590 -0.16291786 -0.08706904 0.10717108 [49] 0.30023386 > (mypacf <- c(rpacf$acf)) [1] 0.355500386 -0.336893108 -0.358501225 -0.078836463 -0.047499772 [6] 0.027677200 -0.312002788 -0.326477895 -0.408127693 -0.377551111 [11] -0.237663344 0.540810445 -0.313034901 0.095983511 0.179943385 [16] 0.071999540 0.133677142 -0.046163363 0.084610725 0.141435552 [21] -0.008117347 0.024756048 0.043207830 0.013118737 -0.182106690 [26] 0.010972349 -0.082532172 -0.108302073 -0.131694017 -0.101418748 [31] -0.022884572 -0.078445760 -0.009053335 0.054497108 -0.040938941 [36] -0.144180027 0.150748454 -0.070075019 0.032611244 0.017307816 [41] -0.067311156 0.043911456 -0.019739888 0.002946935 0.100552259 [46] -0.009467425 0.028002424 -0.063060978 > 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/4hmim1489749000.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/5daka1489749000.tab") > > try(system("convert tmp/1i5o81489749000.ps tmp/1i5o81489749000.png",intern=TRUE)) character(0) > try(system("convert tmp/2z37b1489749000.ps tmp/2z37b1489749000.png",intern=TRUE)) character(0) > try(system("convert tmp/31jsl1489749000.ps tmp/31jsl1489749000.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.529 0.155 1.788