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Type 'q()' to quit R. > x <- c(101.03,100.65,100.66,100.54,100.51,100.53,100.53,101.02,101.07,101.37,101.45,101.44,101.45,100.99,101.11,101.31,101.53,101.6,101.61,102.04,102.36,102.74,102.96,103.01,103.02,102.34,102.38,102.54,102.71,102.78,102.78,103.27,103.4,103.74,103.89,103.92,99.68,99.06,99.12,99.37,99.63,99.69,99.76,100.16,100.46,100.83,101.09,101.14,101.25,101.09,101.18,101.14,101.23,101.17,100.84,101.04,101.18,101.1,101.21,101.26,101.85,101.82,101.93,101.95,101.97,102.04,101.37,101.2,101.14,101.27,101.39,101.4) > 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/1lfed1489759472.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/2vhgt1489759472.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/3vpjt1489759472.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 0.862927090 0.680334910 0.498963671 0.347495783 [6] 0.218861251 0.112120036 0.030026382 -0.027242184 -0.055337024 [11] -0.054284414 -0.043763178 -0.069970575 -0.123099033 -0.195221007 [16] -0.258007512 -0.304992085 -0.329477164 -0.344190606 -0.363383555 [21] -0.367959428 -0.349809082 -0.320227955 -0.280187341 -0.256864148 [26] -0.223007723 -0.201044626 -0.173478003 -0.130288091 -0.082587416 [31] -0.020328923 0.012515753 0.037906051 0.060983713 0.089995715 [36] 0.125548283 0.150459312 0.146813058 0.138008646 0.127102415 [41] 0.115210457 0.103331866 0.079835309 0.058550452 0.038756307 [46] 0.023038588 0.014180404 0.008644978 0.012730447 > (mypacf <- c(rpacf$acf)) [1] 0.862927090 -0.251836813 -0.077968839 -0.001665784 -0.053001602 [6] -0.038479976 -0.013374558 -0.007086325 0.026326397 0.043596995 [11] -0.014910160 -0.169887293 -0.094717601 -0.105958903 -0.036897349 [16] -0.037955475 -0.013664757 -0.062037871 -0.111782885 -0.030323302 [21] -0.025060314 -0.064834645 -0.002431273 -0.098913431 0.046789590 [26] -0.089195184 -0.012639817 0.014784178 -0.025417915 0.074322170 [31] -0.129422437 -0.005558117 -0.015741160 -0.003475290 0.045124528 [36] -0.055604669 -0.070026356 -0.010128369 -0.035232153 -0.048738548 [41] -0.056542440 -0.049976594 -0.022904212 -0.012685952 -0.042054851 [46] -0.051500543 -0.026119079 0.005612124 > 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/40h3b1489759472.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/5ghu01489759472.tab") > > try(system("convert tmp/1lfed1489759472.ps tmp/1lfed1489759472.png",intern=TRUE)) character(0) > try(system("convert tmp/2vhgt1489759472.ps tmp/2vhgt1489759472.png",intern=TRUE)) character(0) > try(system("convert tmp/3vpjt1489759472.ps tmp/3vpjt1489759472.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.632 0.129 1.854