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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 = '1' > par3 = '0' > par2 = '1' > par1 = '48' > par8 <- '' > par7 <- '0.95' > par6 <- 'White Noise' > par5 <- '12' > par4 <- '1' > 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/1g6g61495047512.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/2scll1495047512.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/3ulte1495047512.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 0.870407321 0.731561399 0.590472034 0.452460696 [6] 0.312534154 0.178618422 0.058161893 -0.055962019 -0.158911757 [11] -0.247991411 -0.336245248 -0.433925588 -0.390150098 -0.338827890 [16] -0.289064100 -0.246454517 -0.203395637 -0.166431709 -0.132007788 [21] -0.091311029 -0.053119696 -0.028891708 -0.004089577 0.026174067 [26] 0.023475545 0.020972663 0.019640313 0.014377070 0.006806728 [31] 0.002886000 -0.007523734 -0.031617913 -0.060832327 -0.080589621 [36] -0.100039248 -0.122818005 -0.114868742 -0.108679221 -0.103529702 [41] -0.092514880 -0.078290225 -0.066665048 -0.053635110 -0.033758236 [46] -0.010486154 0.008633934 0.027507810 0.052138090 > (mypacf <- c(rpacf$acf)) [1] 0.870407321 -0.107460652 -0.088383924 -0.075275677 -0.103859483 [6] -0.080647080 -0.056983975 -0.091472323 -0.076369933 -0.069515676 [11] -0.130747104 -0.189287912 0.473815412 -0.075007281 -0.075659314 [16] -0.048287778 -0.057784029 -0.068435057 0.020052366 0.006280779 [21] -0.031763472 -0.049497309 -0.047244877 -0.110305708 0.216633927 [26] -0.012771970 -0.044126098 -0.067363138 -0.029660075 -0.045974514 [31] -0.019353882 -0.035845123 -0.050768189 -0.037402295 -0.043583320 [36] -0.113839584 0.220385432 -0.047304769 -0.045434462 -0.039981245 [41] -0.022838704 -0.041115799 0.014942535 -0.024577348 -0.033229857 [46] -0.003242317 -0.024054747 -0.078992961 > 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/4qbx21495047512.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/5xoia1495047512.tab") > > try(system("convert tmp/1g6g61495047512.ps tmp/1g6g61495047512.png",intern=TRUE)) character(0) > try(system("convert tmp/2scll1495047512.ps tmp/2scll1495047512.png",intern=TRUE)) character(0) > try(system("convert tmp/3ulte1495047512.ps tmp/3ulte1495047512.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 2.375 0.329 2.741