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Type 'q()' to quit R. > x <- c(92.42,92.64,94.44,93.59,93.39,93.33,93.72,95.43,97.06,97.7,97.59,96.97,97.75,99.27,100.63,99.8,99.5,99.72,99.77,100.18,101.11,100.67,101.13,100.46,101.6,102.3,103.26,104.56,104.61,104.62,105.03,104.93,104.73,104.33,104.6,104.41,104.63,105.55,106.12,106.62,106.72,106.52,106.79,106.95,106.92,106.74,108.13,107.86,108.6,110.97,111.8,111,113.41,114.32,111.89,112.48,112.32,110.35,109.77,111.25) > 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/1ojxp1489922740.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/2ay841489922740.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/3iq9h1489922740.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 0.032409287 -0.252651532 0.166735288 -0.075813914 [6] -0.302088553 0.154882900 0.085201401 -0.312928981 -0.184296567 [11] 0.080040962 0.009259741 0.159277764 0.103577371 -0.040485584 [16] -0.039245983 -0.054161417 -0.043330913 0.054997343 -0.009332519 [21] -0.031248458 -0.082162940 0.123091609 0.024206781 0.030417462 [26] 0.128086656 0.026051456 -0.114442908 0.004111883 0.006511451 [31] -0.049689348 -0.091541990 0.004268976 -0.021504850 -0.085663193 [36] 0.069268237 0.078390414 -0.061847779 -0.014885014 0.123856755 [41] 0.025398615 0.019829956 0.065822961 -0.040921646 -0.033230293 [46] -0.012660128 -0.016208081 0.020399236 -0.028099975 > (mypacf <- c(rpacf$acf)) [1] 0.032409287 -0.253968653 0.198213608 -0.182232159 -0.208100586 [6] 0.125297707 -0.043902373 -0.222773731 -0.270454664 -0.073452798 [11] 0.047910584 0.185712268 -0.123619492 -0.048279886 -0.005278486 [16] -0.084026575 -0.088429818 -0.093046809 -0.037432094 0.104038868 [21] -0.107168553 0.148848235 -0.063814264 0.047342488 0.051988119 [26] 0.010105994 -0.007368851 0.020725589 -0.001159745 0.055389447 [31] -0.074634727 -0.043293542 0.049045034 -0.103277531 0.064861313 [36] -0.048503384 -0.084698816 -0.013264310 0.096872751 0.003440041 [41] 0.150379694 -0.091530439 0.064132836 0.078869711 -0.084745973 [46] 0.022253433 0.002275549 -0.028549685 > 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/4dbww1489922740.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/5d5ax1489922740.tab") > > try(system("convert tmp/1ojxp1489922740.ps tmp/1ojxp1489922740.png",intern=TRUE)) character(0) > try(system("convert tmp/2ay841489922740.ps tmp/2ay841489922740.png",intern=TRUE)) character(0) > try(system("convert tmp/3iq9h1489922740.ps tmp/3iq9h1489922740.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.212 0.109 1.338