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Type 'q()' to quit R. > x <- c(98.6,100.1,98.8,98.3,102.8,103.6,105.2,100.1,98.2,98.4,97.4,98.4,100.3,101.1,104.1,107.3,110.1,112.6,114.3,115.3,109.9,108.2,103.2,101.8,105.6,108.2,109.8,114.6,117.2,116.5,116.1,112.1,106.8,106.9,104.5,103,105.9,107.7,107.1,112.5,114.5,114.6,113.1,112.8,111.9,112,112.4,110,112.3,109.6,111.9,110.8,110.4,110.8,114,108.4,110.5,105.1,102.3,104.3,103.4,102.4,104.5,107.3,110.1,111.8,111.8,105.7,106,106.4,107.1,111.5,109.6,109.9,109.3,111.4,112.9,115.5,118.4,116.2,113.3,113.8,114.1,117.1,115.5,115.2,114.2,115.3,118.8,118,118.1,111.8,112,114.3,115,118.5,117.6,119.1,120.6,123.6,122.7,123.8,123.1,124.5,120.7,118.7,119,122.3,118.6,118.1,118.2,120.8,119.7,119.7,117.1,114.5,116.5,116.4,114.9,115.5) > 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. 1.0.44 () > #Author: Dr. Ian E. Holliday > #To cite this work: Ian E. Holliday, 2009, YOUR SOFTWARE TITLE (vNUMBER) in Free Statistics Software (v$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: > #Technical description: > 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) > 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/www/wessaorg/rcomp/tmp/1d8nq1295192869.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/www/wessaorg/rcomp/tmp/2dj2q1295192869.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/www/wessaorg/rcomp/tmp/3apae1295192869.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 0.912912044 0.815687638 0.701835180 0.599422628 [6] 0.538756875 0.502933988 0.479031328 0.475568488 0.491463669 [11] 0.505772884 0.498742459 0.475188664 0.405343626 0.321528389 [16] 0.241604599 0.163740723 0.127650065 0.110412167 0.114730579 [21] 0.139909405 0.167419198 0.200806789 0.217950334 0.202840733 [26] 0.155080756 0.100379235 0.048016213 0.015074058 0.009752880 [31] -0.007193819 -0.006885052 0.004115499 0.014194154 0.029099506 [36] 0.032631951 0.002477207 -0.040185792 -0.078576299 -0.126930064 [41] -0.157379803 -0.167015789 -0.163419210 -0.153139590 -0.117186954 [46] -0.076220782 -0.039062807 0.006648969 0.020868401 > (mypacf <- c(rpacf$acf)) [1] 0.912912044 -0.106372488 -0.151284472 0.012970926 0.197072731 [6] 0.078024096 -0.017930682 0.099460398 0.170112440 0.021966757 [11] -0.129613970 -0.028956680 -0.183400683 -0.085823409 -0.015622234 [16] -0.072759542 0.114694867 -0.001922344 0.030268554 0.078866173 [21] 0.032565753 0.098276823 0.008291971 -0.105748064 -0.084977818 [26] 0.047276566 -0.014275604 0.018249287 0.006094562 -0.195290892 [31] 0.025394147 0.010770902 -0.011478859 0.001798913 0.002161875 [36] -0.073434516 -0.005805105 0.069313833 -0.105801743 -0.003758351 [41] 0.017553765 0.088843877 -0.068237940 0.100567146 0.142954651 [46] -0.042662168 0.154586632 -0.030106793 > lengthx <- length(x) > sqrtn <- sqrt(lengthx) > > #Note: the /var/www/wessaorg/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/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/www/wessaorg/rcomp/tmp/4vqnu1295192869.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/www/wessaorg/rcomp/tmp/5sy4d1295192869.tab") > > try(system("convert tmp/1d8nq1295192869.ps tmp/1d8nq1295192869.png",intern=TRUE)) character(0) > try(system("convert tmp/2dj2q1295192869.ps tmp/2dj2q1295192869.png",intern=TRUE)) character(0) > try(system("convert tmp/3apae1295192869.ps tmp/3apae1295192869.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.88 0.14 1.09