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Type 'q()' to quit R. > x <- c(93.55,94.11,94.47,94.38,94.42,94.39,94.42,94.34,94.59,94.63,94.84,94.98,95.19,95.76,96.08,96.04,96.2,96.31,96.3,96.29,96.46,96.66,96.83,97,97.1,97.33,97.31,97.16,97.4,97.4,97.52,97.77,98,98.2,98.48,98.53,98.71,99.03,99.52,99.65,99.98,99.94,100.12,100.17,100.38,100.75,100.84,100.91,100.9,101.15,101.4,101.39,101.55,101.73,101.7,101.65,101.73,101.53,101.58,101.58,101.71,101.71,101.98,101.99,101.95,102.11,102.28,102.32,102.18,102.14,102.29,102.33) > 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/1acxn1489957751.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/29juw1489957751.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/3072s1489957751.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 0.187938968 0.037550939 0.048605667 0.025082677 [6] -0.101599096 -0.034709986 0.022536197 0.031079824 0.027474411 [11] -0.026427829 0.079518417 0.292834382 -0.004138433 -0.071084932 [16] 0.006597507 -0.063875838 -0.078318634 -0.106020142 -0.172985759 [21] 0.065567560 0.003602533 0.024462275 -0.103930140 0.109789796 [26] -0.044002889 -0.103630539 -0.034691653 0.008245994 -0.049123245 [31] -0.009283537 -0.080175814 0.080737025 -0.088807187 -0.093571314 [36] -0.106813004 0.122303529 0.116615922 -0.004233215 0.060635211 [41] -0.024254728 -0.015888150 0.006659789 -0.031883258 -0.024532425 [46] -0.039632712 -0.088873497 -0.099551720 0.075925671 > (mypacf <- c(rpacf$acf)) [1] 0.1879389679 0.0023115291 0.0426364534 0.0084887986 -0.1133648775 [6] 0.0027802801 0.0318418552 0.0314713592 0.0232355547 -0.0525599852 [11] 0.0893080613 0.2823296927 -0.1140152722 -0.0758267645 0.0015474564 [16] -0.0676919574 0.0274155500 -0.1106814589 -0.2083362458 0.1685557082 [21] -0.0259046625 0.0653868511 -0.2070526065 0.0316412508 0.0448017846 [26] -0.0417449135 -0.0265445497 0.0123583115 -0.0491744505 0.1601021036 [31] -0.0765598589 0.0058747546 -0.1695586398 -0.0490438369 0.0113619176 [36] 0.1346855730 0.0644847180 -0.0205691375 0.0267024778 -0.0630821247 [41] 0.0645872154 -0.0591669235 -0.0006411668 -0.1258768194 0.0637314285 [46] -0.0437408638 -0.0279283925 -0.0259592314 > 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/4j7yj1489957751.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/5rbsl1489957751.tab") > > try(system("convert tmp/1acxn1489957751.ps tmp/1acxn1489957751.png",intern=TRUE)) character(0) > try(system("convert tmp/29juw1489957751.ps tmp/29juw1489957751.png",intern=TRUE)) character(0) > try(system("convert tmp/3072s1489957751.ps tmp/3072s1489957751.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.132 0.082 1.239