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Type 'q()' to quit R. > x <- c(101.16,100.81,100.94,101.13,101.29,101.34,101.35,101.7,102.05,102.48,102.66,102.72,102.73,102.18,102.22,102.37,102.53,102.61,102.62,103,103.17,103.52,103.69,103.73,99.57,99.09,99.14,99.36,99.6,99.65,99.8,100.15,100.45,100.89,101.13,101.17,101.21,101.1,101.17,101.11,101.2,101.15,100.92,101.1,101.22,101.25,101.39,101.43,101.95,101.92,102.05,102.07,102.1,102.16,101.63,101.43,101.4,101.6,101.72,101.73,102.67,102.59,102.69,102.93,103.02,103.06,102.47,102.4,102.42,102.51,102.61,102.78) > 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/18i2a1495047038.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/21z391495047038.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/34uku1495047038.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 0.85869084 0.68077686 0.50632862 0.35961447 0.23630732 [7] 0.13086742 0.04470649 -0.01874923 -0.05069779 -0.04395694 -0.02705537 [13] -0.04526756 -0.07944926 -0.13076104 -0.17640812 -0.20446799 -0.21291104 [19] -0.21727938 -0.23324782 -0.23690746 -0.22394872 -0.19356844 -0.14744741 [25] -0.11526913 -0.09045220 -0.07777107 -0.06321542 -0.05391862 -0.04589918 [31] -0.04764522 -0.08324229 -0.13120067 -0.17727598 -0.20648865 -0.22393352 [37] -0.22994558 -0.19130110 -0.15926936 -0.12112841 -0.07020321 -0.01456787 [43] 0.02966805 0.03979444 0.04414297 0.05234803 0.07212062 0.10222450 [49] 0.14769911 > (mypacf <- c(rpacf$acf)) [1] 0.8586908441 -0.2153934729 -0.0766809940 -0.0098483983 -0.0393817395 [6] -0.0484576152 -0.0286263083 -0.0089504381 0.0340638941 0.0770584115 [11] -0.0122081998 -0.1508451559 -0.0468897161 -0.0899387185 -0.0306110922 [16] 0.0036399872 0.0116216824 -0.0369593285 -0.0851073656 0.0002309973 [21] -0.0181595777 0.0045835329 0.0449790893 -0.0539900858 0.0116435308 [26] -0.0303643587 -0.0021456351 -0.0506854325 -0.0065820284 -0.0267119051 [31] -0.1473598184 -0.0612256648 -0.0716575843 -0.0469644291 -0.0468420835 [36] -0.0378125459 0.1340133171 -0.1061507913 0.0059251049 0.0166415305 [41] 0.0021706353 0.0100292527 -0.0970491776 0.0479678745 0.0173505008 [46] 0.0517587220 0.0245167667 0.0322439702 > 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/46ww41495047038.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/5yk821495047038.tab") > > try(system("convert tmp/18i2a1495047038.ps tmp/18i2a1495047038.png",intern=TRUE)) character(0) > try(system("convert tmp/21z391495047038.ps tmp/21z391495047038.png",intern=TRUE)) character(0) > try(system("convert tmp/34uku1495047038.ps tmp/34uku1495047038.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 2.346 0.262 2.784