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Type 'q()' to quit R. > x <- c(3.65,3.66,3.36,3.19,2.81,2.25,2.32,2.85,2.75,2.78,2.26,2.23,1.46,1.19,1.11,1,1.18,1.59,1.51,1.01,0.9,0.63,0.81,0.97,1.14,0.97,0.89,0.62,0.36,0.27,0.34,0.02,-0.12,0.09,-0.11,-0.38,-0.65,-0.4,-0.4,0.29,0.56,0.63,0.46,0.91,1.06,1.28,1.52,1.5,1.74,1.39,2.24,2.04,2.2,2.16,2.28,2.16,1.87,1.81,1.77,2.03,2.65) > 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/1rqbs1489834337.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/2k8hv1489834337.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/3xevo1489834337.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 0.908350464 0.818456613 0.728968975 0.655274659 [6] 0.594601527 0.556015769 0.503287005 0.410653164 0.314692786 [11] 0.206754125 0.102984758 0.015415000 -0.030258286 -0.064964362 [16] -0.093007113 -0.124756955 -0.167975193 -0.235238577 -0.278182810 [21] -0.301214741 -0.319904934 -0.331085851 -0.344315014 -0.372674266 [26] -0.401665168 -0.419174597 -0.444525459 -0.457061035 -0.454165750 [31] -0.439715430 -0.440885324 -0.419793088 -0.394971985 -0.376879782 [36] -0.348510588 -0.299492909 -0.243812128 -0.198093777 -0.137012946 [41] -0.093724156 -0.048960813 -0.002464029 0.047533581 0.070008027 [46] 0.091531227 0.112865736 0.126763010 0.144649514 > (mypacf <- c(rpacf$acf)) [1] 0.908350464 -0.037987274 -0.047021563 0.038912312 0.031073079 [6] 0.088597969 -0.101174063 -0.260318148 -0.067963532 -0.136568655 [11] -0.094676046 -0.042887957 0.115819986 0.048721254 0.045133309 [16] -0.004296724 -0.038011034 -0.162248969 0.027620055 -0.030883689 [21] -0.106591816 -0.078609663 -0.083821652 -0.089831318 0.020442000 [26] -0.002917523 -0.094876158 0.001271308 0.013173687 0.003759681 [31] -0.102123220 0.086495379 0.029351203 -0.050674961 0.006868440 [36] 0.037250070 0.039051020 -0.027590536 0.032466994 -0.066523689 [41] 0.036123139 0.001361284 -0.027191225 -0.123771508 -0.035924195 [46] -0.026501977 -0.007782581 0.054593953 > 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/45axx1489834337.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/5n2wr1489834337.tab") > > try(system("convert tmp/1rqbs1489834337.ps tmp/1rqbs1489834337.png",intern=TRUE)) character(0) > try(system("convert tmp/2k8hv1489834337.ps tmp/2k8hv1489834337.png",intern=TRUE)) character(0) > try(system("convert tmp/3xevo1489834337.ps tmp/3xevo1489834337.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.209 0.102 1.327