R version 2.8.0 (2008-10-20) Copyright (C) 2008 The R Foundation for Statistical Computing ISBN 3-900051-07-0 R is free software and comes with ABSOLUTELY NO WARRANTY. You are welcome to redistribute it under certain conditions. Type 'license()' or 'licence()' for distribution details. R is a collaborative project with many contributors. Type 'contributors()' for more information and 'citation()' on how to cite R or R packages in publications. Type 'demo()' for some demos, 'help()' for on-line help, or 'help.start()' for an HTML browser interface to help. Type 'q()' to quit R. > x <- c(235.1 + ,280.7 + ,264.6 + ,240.7 + ,201.4 + ,240.8 + ,241.1 + ,223.8 + ,206.1 + ,174.7 + ,203.3 + ,220.5 + ,299.5 + ,347.4 + ,338.3 + ,327.7 + ,351.6 + ,396.6 + ,438.8 + ,395.6 + ,363.5 + ,378.8 + ,357 + ,369 + ,464.8 + ,479.1 + ,431.3 + ,366.5 + ,326.3 + ,355.1 + ,331.6 + ,261.3 + ,249 + ,205.5 + ,235.6 + ,240.9 + ,264.9 + ,253.8 + ,232.3 + ,193.8 + ,177 + ,213.2 + ,207.2 + ,180.6 + ,188.6 + ,175.4 + ,199 + ,179.6 + ,225.8 + ,234 + ,200.2 + ,183.6 + ,178.2 + ,203.2 + ,208.5 + ,191.8 + ,172.8 + ,148 + ,159.4 + ,154.5 + ,213.2 + ,196.4 + ,182.8 + ,176.4 + ,153.6 + ,173.2 + ,171 + ,151.2 + ,161.9 + ,157.2 + ,201.7 + ,236.4 + ,356.1 + ,398.3 + ,403.7 + ,384.6 + ,365.8 + ,368.1 + ,367.9 + ,347 + ,343.3 + ,292.9 + ,311.5 + ,300.9 + ,366.9 + ,356.9 + ,329.7 + ,316.2 + ,269 + ,289.3 + ,266.2 + ,253.6 + ,233.8 + ,228.4 + ,253.6 + ,260.1 + ,306.6 + ,309.2 + ,309.5 + ,271 + ,279.9 + ,317.9 + ,298.4 + ,246.7 + ,227.3 + ,209.1 + ,259.9 + ,266 + ,320.6 + ,308.5 + ,282.2 + ,262.7 + ,263.5 + ,313.1 + ,284.3 + ,252.6 + ,250.3 + ,246.5 + ,312.7 + ,333.2 + ,446.4 + ,511.6 + ,515.5 + ,506.4 + ,483.2 + ,522.3 + ,509.8 + ,460.7 + ,405.8 + ,375 + ,378.5 + ,406.8 + ,467.8 + ,469.8 + ,429.8 + ,355.8 + ,332.7 + ,378 + ,360.5 + ,334.7 + ,319.5 + ,323.1 + ,363.6 + ,352.1 + ,411.9 + ,388.6 + ,416.4 + ,360.7 + ,338 + ,417.2 + ,388.4 + ,371.1 + ,331.5 + ,353.7 + ,396.7 + ,447 + ,533.5 + ,565.4 + ,542.3 + ,488.7 + ,467.1 + ,531.3 + ,496.1 + ,444 + ,403.4 + ,386.3 + ,394.1 + ,404.1 + ,462.1 + ,448.1 + ,432.3 + ,386.3 + ,395.2 + ,421.9 + ,382.9 + ,384.2 + ,345.5 + ,323.4 + ,372.6 + ,376 + ,462.7 + ,487 + ,444.2 + ,399.3 + ,394.9 + ,455.4 + ,414 + ,375.5 + ,347 + ,339.4 + ,385.8 + ,378.8 + ,451.8 + ,446.1 + ,422.5 + ,383.1 + ,352.8 + ,445.3 + ,367.5 + ,355.1 + ,326.2 + ,319.8 + ,331.8 + ,340.9 + ,394.1 + ,417.2 + ,369.9 + ,349.2 + ,321.4 + ,405.7 + ,342.9 + ,316.5 + ,284.2 + ,270.9 + ,288.8 + ,278.8 + ,324.4 + ,310.9 + ,299 + ,273 + ,279.3 + ,359.2 + ,305 + ,282.1 + ,250.3 + ,246.5 + ,257.9 + ,266.5 + ,315.9 + ,318.4 + ,295.4 + ,266.4 + ,245.8 + ,362.8 + ,324.9 + ,294.2 + ,289.5 + ,295.2 + ,290.3 + ,272 + ,307.4 + ,328.7 + ,292.9 + ,249.1 + ,230.4 + ,361.5 + ,321.7 + ,277.2 + ,260.7 + ,251 + ,257.6 + ,241.8 + ,287.5 + ,292.3 + ,274.7 + ,254.2 + ,230 + ,339 + ,318.2 + ,287 + ,295.8 + ,284 + ,271 + ,262.7 + ,340.6 + ,379.4 + ,373.3 + ,355.2 + ,338.4 + ,466.9 + ,451 + ,422 + ,429.2 + ,425.9 + ,460.7 + ,463.6 + ,541.4 + ,544.2 + ,517.5 + ,469.4 + ,439.4 + ,549 + ,533 + ,506.1 + ,484 + ,457 + ,481.5 + ,469.5 + ,544.7 + ,541.2 + ,521.5 + ,469.7 + ,434.4 + ,542.6 + ,517.3 + ,485.7 + ,465.8 + ,447 + ,426.6 + ,411.6 + ,467.5 + ,484.5 + ,451.2 + ,417.4 + ,379.9 + ,484.7 + ,455 + ,420.8 + ,416.5 + ,376.3 + ,405.6 + ,405.8 + ,500.8 + ,514 + ,475.5 + ,430.1 + ,414.4 + ,538 + ,526 + ,488.5 + ,520.2 + ,504.4 + ,568.5 + ,610.6 + ,818 + ,830.9 + ,835.9 + ,782 + ,762.3 + ,856.9 + ,820.9 + ,769.6 + ,752.2 + ,724.4 + ,723.1 + ,719.5 + ,817.4 + ,803.3 + ,752.5 + ,689 + ,630.4 + ,765.5 + ,757.7 + ,732.2 + ,702.6 + ,683.3 + ,709.5 + ,702.2 + ,784.8 + ,810.9 + ,755.6 + ,656.8 + ,615.1 + ,745.3 + ,694.1 + ,675.7 + ,643.7 + ,622.1 + ,634.6 + ,588 + ,689.7 + ,673.9 + ,647.9 + ,568.8 + ,545.7 + ,632.6 + ,643.8 + ,593.1 + ,579.7 + ,546 + ,562.9 + ,572.5) > par9 = '1' > par8 = '2' > par7 = '1' > par6 = '3' > par5 = '4' > par4 = '0' > par3 = '0' > par2 = '1' > par1 = 'FALSE' > #'GNU S' R Code compiled by R2WASP v. 1.0.44 () > #Author: Prof. Dr. P. Wessa > #To cite this work: AUTHOR(S), (YEAR), YOUR SOFTWARE TITLE (vNUMBER) in Free Statistics Software (v$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: Write here your technical program description (don't use hard returns!) > library(lattice) > if (par1 == 'TRUE') par1 <- TRUE > if (par1 == 'FALSE') par1 <- FALSE > par2 <- as.numeric(par2) #Box-Cox lambda transformation parameter > par3 <- as.numeric(par3) #degree of non-seasonal differencing > par4 <- as.numeric(par4) #degree of seasonal differencing > par5 <- as.numeric(par5) #seasonal period > par6 <- as.numeric(par6) #degree (p) of the non-seasonal AR(p) polynomial > par7 <- as.numeric(par7) #degree (q) of the non-seasonal MA(q) polynomial > par8 <- as.numeric(par8) #degree (P) of the seasonal AR(P) polynomial > par9 <- as.numeric(par9) #degree (Q) of the seasonal MA(Q) polynomial > armaGR <- function(arima.out, names, n){ + try1 <- arima.out$coef + try2 <- sqrt(diag(arima.out$var.coef)) + try.data.frame <- data.frame(matrix(NA,ncol=4,nrow=length(names))) + dimnames(try.data.frame) <- list(names,c('coef','std','tstat','pv')) + try.data.frame[,1] <- try1 + for(i in 1:length(try2)) try.data.frame[which(rownames(try.data.frame)==names(try2)[i]),2] <- try2[i] + try.data.frame[,3] <- try.data.frame[,1] / try.data.frame[,2] + try.data.frame[,4] <- round((1-pt(abs(try.data.frame[,3]),df=n-(length(try2)+1)))*2,5) + vector <- rep(NA,length(names)) + vector[is.na(try.data.frame[,4])] <- 0 + maxi <- which.max(try.data.frame[,4]) + continue <- max(try.data.frame[,4],na.rm=TRUE) > .05 + vector[maxi] <- 0 + list(summary=try.data.frame,next.vector=vector,continue=continue) + } > arimaSelect <- function(series, order=c(13,0,0), seasonal=list(order=c(2,0,0),period=12), include.mean=F){ + nrc <- order[1]+order[3]+seasonal$order[1]+seasonal$order[3] + coeff <- matrix(NA, nrow=nrc*2, ncol=nrc) + pval <- matrix(NA, nrow=nrc*2, ncol=nrc) + mylist <- rep(list(NULL), nrc) + names <- NULL + if(order[1] > 0) names <- paste('ar',1:order[1],sep='') + if(order[3] > 0) names <- c( names , paste('ma',1:order[3],sep='') ) + if(seasonal$order[1] > 0) names <- c(names, paste('sar',1:seasonal$order[1],sep='')) + if(seasonal$order[3] > 0) names <- c(names, paste('sma',1:seasonal$order[3],sep='')) + arima.out <- arima(series, order=order, seasonal=seasonal, include.mean=include.mean, method='ML') + mylist[[1]] <- arima.out + last.arma <- armaGR(arima.out, names, length(series)) + mystop <- FALSE + i <- 1 + coeff[i,] <- last.arma[[1]][,1] + pval [i,] <- last.arma[[1]][,4] + i <- 2 + aic <- arima.out$aic + while(!mystop){ + mylist[[i]] <- arima.out + arima.out <- arima(series, order=order, seasonal=seasonal, include.mean=include.mean, method='ML', fixed=last.arma$next.vector) + aic <- c(aic, arima.out$aic) + last.arma <- armaGR(arima.out, names, length(series)) + mystop <- !last.arma$continue + coeff[i,] <- last.arma[[1]][,1] + pval [i,] <- last.arma[[1]][,4] + i <- i+1 + } + list(coeff, pval, mylist, aic=aic) + } > arimaSelectplot <- function(arimaSelect.out,noms,choix){ + noms <- names(arimaSelect.out[[3]][[1]]$coef) + coeff <- arimaSelect.out[[1]] + k <- min(which(is.na(coeff[,1])))-1 + coeff <- coeff[1:k,] + pval <- arimaSelect.out[[2]][1:k,] + aic <- arimaSelect.out$aic[1:k] + coeff[coeff==0] <- NA + n <- ncol(coeff) + if(missing(choix)) choix <- k + layout(matrix(c(1,1,1,2, + 3,3,3,2, + 3,3,3,4, + 5,6,7,7),nr=4), + widths=c(10,35,45,15), + heights=c(30,30,15,15)) + couleurs <- rainbow(75)[1:50]#(50) + ticks <- pretty(coeff) + par(mar=c(1,1,3,1)) + plot(aic,k:1-.5,type='o',pch=21,bg='blue',cex=2,axes=F,lty=2,xpd=NA) + points(aic[choix],k-choix+.5,pch=21,cex=4,bg=2,xpd=NA) + title('aic',line=2) + par(mar=c(3,0,0,0)) + plot(0,axes=F,xlab='',ylab='',xlim=range(ticks),ylim=c(.1,1)) + rect(xleft = min(ticks) + (0:49)/50*(max(ticks)-min(ticks)), + xright = min(ticks) + (1:50)/50*(max(ticks)-min(ticks)), + ytop = rep(1,50), + ybottom= rep(0,50),col=couleurs,border=NA) + axis(1,ticks) + rect(xleft=min(ticks),xright=max(ticks),ytop=1,ybottom=0) + text(mean(coeff,na.rm=T),.5,'coefficients',cex=2,font=2) + par(mar=c(1,1,3,1)) + image(1:n,1:k,t(coeff[k:1,]),axes=F,col=couleurs,zlim=range(ticks)) + for(i in 1:n) for(j in 1:k) if(!is.na(coeff[j,i])) { + if(pval[j,i]<.01) symb = 'green' + else if( (pval[j,i]<.05) & (pval[j,i]>=.01)) symb = 'orange' + else if( (pval[j,i]<.1) & (pval[j,i]>=.05)) symb = 'red' + else symb = 'black' + polygon(c(i+.5 ,i+.2 ,i+.5 ,i+.5), + c(k-j+0.5,k-j+0.5,k-j+0.8,k-j+0.5), + col=symb) + if(j==choix) { + rect(xleft=i-.5, + xright=i+.5, + ybottom=k-j+1.5, + ytop=k-j+.5, + lwd=4) + text(i, + k-j+1, + round(coeff[j,i],2), + cex=1.2, + font=2) + } + else{ + rect(xleft=i-.5,xright=i+.5,ybottom=k-j+1.5,ytop=k-j+.5) + text(i,k-j+1,round(coeff[j,i],2),cex=1.2,font=1) + } + } + axis(3,1:n,noms) + par(mar=c(0.5,0,0,0.5)) + plot(0,axes=F,xlab='',ylab='',type='n',xlim=c(0,8),ylim=c(-.2,.8)) + cols <- c('green','orange','red','black') + niv <- c('0','0.01','0.05','0.1') + for(i in 0:3){ + polygon(c(1+2*i ,1+2*i ,1+2*i-.5 ,1+2*i), + c(.4 ,.7 , .4 , .4), + col=cols[i+1]) + text(2*i,0.5,niv[i+1],cex=1.5) + } + text(8,.5,1,cex=1.5) + text(4,0,'p-value',cex=2) + box() + residus <- arimaSelect.out[[3]][[choix]]$res + par(mar=c(1,2,4,1)) + acf(residus,main='') + title('acf',line=.5) + par(mar=c(1,2,4,1)) + pacf(residus,main='') + title('pacf',line=.5) + par(mar=c(2,2,4,1)) + qqnorm(residus,main='') + title('qq-norm',line=.5) + qqline(residus) + residus + } > if (par2 == 0) x <- log(x) > if (par2 != 0) x <- x^par2 > (selection <- arimaSelect(x, order=c(par6,par3,par7), seasonal=list(order=c(par8,par4,par9), period=par5))) [[1]] [,1] [,2] [,3] [,4] [,5] [,6] [1,] 0.0460345 0.9813364 -0.03274867 0.9769086 -0.6823678 -0.4308475 [2,] 0.1378040 0.8065739 0.00000000 0.8730458 0.6955219 0.2998438 [3,] 0.0000000 0.9682120 0.00000000 0.9999666 0.6857775 0.3099992 [4,] NA NA NA NA NA NA [5,] NA NA NA NA NA NA [6,] NA NA NA NA NA NA [7,] NA NA NA NA NA NA [8,] NA NA NA NA NA NA [9,] NA NA NA NA NA NA [10,] NA NA NA NA NA NA [11,] NA NA NA NA NA NA [12,] NA NA NA NA NA NA [13,] NA NA NA NA NA NA [14,] NA NA NA NA NA NA [,7] [1,] 0.7665546 [2,] -0.9338783 [3,] -0.9376480 [4,] NA [5,] NA [6,] NA [7,] NA [8,] NA [9,] NA [10,] NA [11,] NA [12,] NA [13,] NA [14,] NA [[2]] [,1] [,2] [,3] [,4] [,5] [,6] [,7] [1,] 0.41583 0 0.53074 0 0 0 0 [2,] 0.16969 0 NA 0 0 0 0 [3,] NA 0 NA 0 0 0 0 [4,] NA NA NA NA NA NA NA [5,] NA NA NA NA NA NA NA [6,] NA NA NA NA NA NA NA [7,] NA NA NA NA NA NA NA [8,] NA NA NA NA NA NA NA [9,] NA NA NA NA NA NA NA [10,] NA NA NA NA NA NA NA [11,] NA NA NA NA NA NA NA [12,] NA NA NA NA NA NA NA [13,] NA NA NA NA NA NA NA [14,] NA NA NA NA NA NA NA [[3]] [[3]][[1]] Call: arima(x = series, order = order, seasonal = seasonal, include.mean = include.mean, method = "ML") Coefficients: ar1 ar2 ar3 ma1 sar1 sar2 sma1 0.0460 0.9813 -0.0327 0.9769 -0.6824 -0.4308 0.7666 s.e. 0.0565 0.0208 0.0522 0.0224 0.0542 0.0489 0.0384 sigma^2 estimated as 1359: log likelihood = -1874.06, aic = 3764.12 [[3]][[2]] Call: arima(x = series, order = order, seasonal = seasonal, include.mean = include.mean, method = "ML") Coefficients: ar1 ar2 ar3 ma1 sar1 sar2 sma1 0.0460 0.9813 -0.0327 0.9769 -0.6824 -0.4308 0.7666 s.e. 0.0565 0.0208 0.0522 0.0224 0.0542 0.0489 0.0384 sigma^2 estimated as 1359: log likelihood = -1874.06, aic = 3764.12 [[3]][[3]] Call: arima(x = series, order = order, seasonal = seasonal, include.mean = include.mean, fixed = last.arma$next.vector, method = "ML") Coefficients: ar1 ar2 ar3 ma1 sar1 sar2 sma1 0.1378 0.8066 0 0.8730 0.6955 0.2998 -0.9339 s.e. 0.1002 0.0971 0 0.0857 0.0525 0.0522 0.0233 sigma^2 estimated as 1413: log likelihood = -1882.01, aic = 3778.02 [[3]][[4]] NULL [[3]][[5]] NULL [[3]][[6]] NULL [[3]][[7]] NULL $aic [1] 3764.119 3778.021 3777.255 Warning messages: 1: In arima(series, order = order, seasonal = seasonal, include.mean = include.mean, : some AR parameters were fixed: setting transform.pars = FALSE 2: In arima(series, order = order, seasonal = seasonal, include.mean = include.mean, : some AR parameters were fixed: setting transform.pars = FALSE > postscript(file="/var/www/html/rcomp/tmp/1kgd81228739027.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > resid <- arimaSelectplot(selection) > dev.off() null device 1 > resid Time Series: Start = 1 End = 372 Frequency = 1 [1] 22.37850649 40.94498549 -11.71500275 -15.17136941 -34.31924058 [6] 34.66317520 -2.57003655 -8.71495255 -18.71971994 -41.59461183 [11] 24.91254311 20.57493332 82.54175864 24.21636912 4.62749598 [16] 8.01689680 48.63402738 44.60489669 47.19043045 -24.80497278 [21] -21.30298053 10.60987742 -6.62922807 21.64742878 86.27904156 [26] 3.29898529 -43.01146343 -36.61616891 -18.37188958 14.07857367 [31] -27.67324026 -62.09183366 -33.25108925 -58.28976232 29.61242271 [36] 8.06447857 13.02518137 -44.17046961 -6.48022141 -14.80708551 [41] -18.86940036 13.74811106 -9.39236542 -13.51273331 -7.51532769 [46] -21.59861263 23.88437354 -3.91125705 39.17652620 -14.34976586 [51] -22.45256683 1.38906597 -4.05314648 10.53012036 -1.86267893 [56] 3.54638848 -33.37812382 -33.15887642 13.72916521 12.68543751 [61] 41.32246912 -39.07747064 -6.41378169 12.41675352 -17.96658818 [66] 2.19484627 -4.91317144 -0.44225373 -9.48862555 -10.75729514 [71] 44.49283435 48.74136927 111.95952565 31.36698283 26.19375862 [76] 13.70060063 6.56818583 7.83339382 7.55496087 -2.98425608 [81] -20.58450533 -56.21565576 22.76032982 3.04413404 54.35078222 [86] -31.23615498 -14.99952269 2.49482523 -40.75247432 13.78896401 [91] -29.65637573 4.89673868 -50.12952096 -2.03264673 16.84446854 [96] 23.04438338 26.44449895 -1.87217852 9.23334114 -17.36035888 [101] 10.21224891 34.28448188 -17.69523828 -41.56741841 -30.53429060 [106] -13.68864464 45.00738505 10.60722382 37.78370492 -24.22705491 [111] -8.66491597 1.56670497 4.69437423 40.64590324 -35.82271964 [116] -14.41790911 -17.61181606 5.29407776 57.56896707 33.04526276 [121] 100.90745536 58.63787274 29.85533650 22.74831225 -0.02086157 [126] 55.63201797 -6.94868507 -22.32075334 -73.60117925 -23.56930265 [131] -0.04208820 40.25379729 32.98591229 -11.17911999 -35.76222595 [136] -40.59428315 -17.35659788 38.75030883 -27.61947964 -21.14036338 [141] -36.30603067 8.25111057 35.73465982 6.43532565 44.34890944 [146] -32.61813848 44.49639998 -36.64720116 -12.44979491 60.22567014 [151] -19.04695723 -5.60839183 -57.42268795 35.13580995 31.45877616 [156] 74.98919071 65.42463648 30.30045426 -7.84745073 -8.30445720 [161] -3.97988511 63.88145758 -40.12806027 -34.83429862 -57.35395606 [166] -10.92556403 -2.68663474 24.70609570 36.58857248 -33.16056017 [171] -9.22927835 -16.47218483 17.74968994 6.76065208 -38.68412357 [176] 14.68717035 -47.83393605 -27.93955239 39.61009444 27.95845837 [181] 66.58302988 3.72135529 -21.26977905 -19.45818156 11.67734256 [186] 53.25307277 -48.09614639 -23.45467603 -43.43243081 -4.98183482 [191] 38.06094085 7.92836949 54.23206618 -24.90632654 -1.10564019 [196] -16.96719991 -18.75546409 73.92595341 -79.68214501 6.85377859 [201] -54.63576403 5.40832452 -8.23205923 34.38174688 29.59234010 [206] 4.35599640 -36.13681785 9.17797036 -26.97303130 73.80372304 [211] -70.45280989 -1.90263248 -58.43166635 -7.43715978 5.43953056 [216] 8.33671501 22.19322260 -40.17281830 4.80183700 -7.81362565 [221] 8.75618820 51.76681012 -46.08396141 -5.75332415 -44.01039653 [226] -3.92452338 5.26588058 24.81669099 27.59916023 -23.06530903 [231] -5.81319698 -6.04235492 -17.01550739 92.85465136 -32.98535632 [236] -12.77263207 -23.80838201 14.34405933 -3.83509896 -2.20211007 [241] 22.90082173 -5.78485453 -21.36514573 -25.71477082 -19.08206158 [246] 106.79256575 -36.45305390 -27.26846739 -34.73625156 -3.68954168 [251] 9.23618466 -1.65926456 30.94414355 -33.84222585 3.03289173 [256] -1.15898145 -19.22837268 75.13837940 -9.96549491 -7.83702770 [261] -7.87734530 -15.29942288 -1.96341188 9.43898719 72.08387761 [266] -1.90505667 12.55054705 5.66117619 -1.13871465 104.37035681 [271] 2.57579001 -0.78544339 -6.11413577 -0.93677377 51.17226285 [276] 25.60340078 75.64827327 -34.69739089 10.21951373 -18.48418789 [281] -10.88557638 74.17333312 -1.35848910 -6.45869272 -37.31486184 [286] -30.01585351 40.21041083 11.61256199 65.06583293 -48.29108693 [291] 12.38111291 -26.84230585 -16.33200425 70.64376128 -11.04357683 [296] -12.01717156 -37.05359791 -22.41542886 -10.21352322 8.72223670 [301] 42.73573749 -25.29456056 -18.55847531 -7.20183932 -29.11607146 [306] 73.73712981 -22.45243587 -8.05098552 -25.61508317 -45.97988739 [311] 38.00706855 20.89544641 87.35902848 -36.84330380 -6.00028479 [316] -16.68282180 5.44520055 90.34901363 -2.75556800 -15.11889081 [321] 17.75596137 -16.46048465 82.84622117 64.18660816 212.14180161 [326] -27.51628711 59.09258520 -9.33494970 38.84525135 65.89185774 [331] -3.48146105 -27.43681267 -32.21753704 -30.56679544 14.06968689 [336] 19.95663368 82.14443418 -52.51756053 -21.32376482 -28.23676195 [341] -42.97618222 101.61024518 -0.49861070 -0.07999781 -63.28601471 [346] -7.55096938 42.87668097 26.95609651 61.07276784 -9.59667980 [351] -23.81250513 -60.62724705 -30.60380877 104.70486868 -48.33801328 [356] -0.39284375 -62.61787871 -15.95933243 14.32162768 -8.43637649 [361] 77.26934471 -59.96688872 2.24656281 -55.02450213 -6.50577457 [366] 42.03298451 24.96390611 -32.30358359 -34.63407247 -48.03155497 [371] 38.97035394 33.97735329 > postscript(file="/var/www/html/rcomp/tmp/2260h1228739027.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > acf(resid,length(resid)/2, main='Residual Autocorrelation Function') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/32gmj1228739027.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > pacf(resid,length(resid)/2, main='Residual Partial Autocorrelation Function') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/4e8db1228739027.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > cpgram(resid, main='Residual Cumulative Periodogram') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/52meu1228739027.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(resid, main='Residual Histogram', xlab='values of Residuals') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/6f3hf1228739027.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > densityplot(~resid,col='black',main='Residual Density Plot', xlab='values of Residuals') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/7uz0i1228739027.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > qqnorm(resid, main='Residual Normal Q-Q Plot') > qqline(resid) > dev.off() null device 1 > ncols <- length(selection[[1]][1,]) > nrows <- length(selection[[2]][,1])-1 > > #Note: the /var/www/html/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'ARIMA Parameter Estimation and Backward Selection', ncols+1,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'Iteration', header=TRUE) > for (i in 1:ncols) { + a<-table.element(a,names(selection[[3]][[1]]$coef)[i],header=TRUE) + } > a<-table.row.end(a) > for (j in 1:nrows) { + a<-table.row.start(a) + mydum <- 'Estimates (' + mydum <- paste(mydum,j) + mydum <- paste(mydum,')') + a<-table.element(a,mydum, header=TRUE) + for (i in 1:ncols) { + a<-table.element(a,round(selection[[1]][j,i],4)) + } + a<-table.row.end(a) + a<-table.row.start(a) + a<-table.element(a,'(p-val)', header=TRUE) + for (i in 1:ncols) { + mydum <- '(' + mydum <- paste(mydum,round(selection[[2]][j,i],4),sep='') + mydum <- paste(mydum,')') + a<-table.element(a,mydum) + } + a<-table.row.end(a) + } > a<-table.end(a) > table.save(a,file="/var/www/html/rcomp/tmp/8ydkb1228739027.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Estimated ARIMA Residuals', 1,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'Value', 1,TRUE) > a<-table.row.end(a) > for (i in (par4*par5+par3):length(resid)) { + a<-table.row.start(a) + a<-table.element(a,resid[i]) + a<-table.row.end(a) + } > a<-table.end(a) > table.save(a,file="/var/www/html/rcomp/tmp/9w1o51228739027.tab") > > system("convert tmp/1kgd81228739027.ps tmp/1kgd81228739027.png") > system("convert tmp/2260h1228739027.ps tmp/2260h1228739027.png") > system("convert tmp/32gmj1228739027.ps tmp/32gmj1228739027.png") > system("convert tmp/4e8db1228739027.ps tmp/4e8db1228739027.png") > system("convert tmp/52meu1228739027.ps tmp/52meu1228739027.png") > system("convert tmp/6f3hf1228739027.ps tmp/6f3hf1228739027.png") > system("convert tmp/7uz0i1228739027.ps tmp/7uz0i1228739027.png") > > > proc.time() user system elapsed 4.048 1.129 4.430