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Type 'q()' to quit R. > x <- c(92.81,92.82,92.82,92.88,93.38,93.89,94.1,94.18,94.3,94.31,94.36,94.38,94.38,94.5,94.57,94.89,96.71,97.57,97.88,97.97,98.4,98.51,98.46,98.46,98.48,98.6,98.6,98.71,99.13,99.2,99.3,100.18,101.37,101.77,102.28,102.38,102.35,103.23,105.37,106.62,107,107.24,107.31,107.35,107.42,107.58,107.64,107.64,107.68,108.51,110.37,111.31,111.57,111.66,111.69,111.9,111.95,112.04,112.13,112.14,112.13,113.59,115.03,115.7,116.1,116.12,116.32,116.51,116.63,116.92,116.96,117.15) > 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/1ws401495151752.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/2ah4p1495151752.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/3kfoc1495151752.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 0.516995450 -0.017668030 -0.181252294 -0.181221370 [6] -0.153087694 -0.084768983 -0.109538156 -0.216063877 -0.238389263 [11] -0.055806575 0.296599903 0.407600644 0.109385795 -0.119543502 [16] -0.137343632 -0.053250105 -0.029725540 0.032704667 -0.056353565 [21] -0.121334668 0.013675168 0.212995715 0.256215631 0.134276744 [26] -0.043866481 -0.157806000 -0.162728766 -0.142120973 -0.055476738 [31] -0.001026913 -0.070216921 -0.053177670 0.119126493 0.211757242 [36] 0.041035310 -0.104898016 -0.133481884 -0.120478249 -0.100629147 [41] -0.086865321 -0.035225263 -0.039827682 -0.041436635 0.044348565 [46] 0.211462461 0.185586935 0.036544145 -0.047821953 > (mypacf <- c(rpacf$acf)) [1] 0.5169954499 -0.3888988918 0.0522485474 -0.1321115351 -0.0567460738 [6] -0.0128942288 -0.1793596953 -0.1748808753 -0.1195713081 0.0653281225 [11] 0.2932629053 0.0043721919 -0.2293189100 0.0250291132 -0.0355648293 [16] 0.0851214090 -0.1276567667 0.0878292745 -0.1453156722 0.1640304548 [21] 0.1755910016 0.0343770731 -0.0961941155 0.0080447667 0.0553605724 [26] 0.0038593198 -0.0904405138 -0.1504640030 0.1171267574 0.0170164482 [31] 0.0535021271 -0.0975997854 0.0277296391 -0.0457238867 -0.1264039546 [36] -0.0724535379 -0.0731089936 -0.0270078087 -0.0167325835 -0.1138708032 [41] -0.0256643656 -0.0938422563 -0.0223324137 -0.0296195448 -0.0111984722 [46] -0.0437550519 0.0725827264 -0.0006756172 > 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/4n5m71495151752.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/5u6ti1495151752.tab") > > try(system("convert tmp/1ws401495151752.ps tmp/1ws401495151752.png",intern=TRUE)) character(0) > try(system("convert tmp/2ah4p1495151752.ps tmp/2ah4p1495151752.png",intern=TRUE)) character(0) > try(system("convert tmp/3kfoc1495151752.ps tmp/3kfoc1495151752.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.315 0.152 1.490