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 = '0' > par7 = '0' > par6 = '3' > par5 = '12' > par4 = '1' > par3 = '1' > 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] [1,] 0.1334914 0.2456444 0.006182213 -0.6948995 [2,] 0.1350044 0.2464124 0.000000000 -0.6953228 [3,] NA NA NA NA [4,] NA NA NA NA [5,] NA NA NA NA [6,] NA NA NA NA [7,] NA NA NA NA [8,] NA NA NA NA [[2]] [,1] [,2] [,3] [,4] [1,] 0.01207 0 0.90728 0 [2,] 0.00887 0 NA 0 [3,] NA NA NA NA [4,] NA NA NA NA [5,] NA NA NA NA [6,] NA NA NA NA [7,] NA NA NA NA [8,] 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 sma1 0.1335 0.2456 0.0062 -0.6949 s.e. 0.0529 0.0520 0.0530 0.0383 sigma^2 estimated as 449.6: log likelihood = -1609.9, aic = 3229.8 [[3]][[2]] Call: arima(x = series, order = order, seasonal = seasonal, include.mean = include.mean, method = "ML") Coefficients: ar1 ar2 ar3 sma1 0.1335 0.2456 0.0062 -0.6949 s.e. 0.0529 0.0520 0.0530 0.0383 sigma^2 estimated as 449.6: log likelihood = -1609.9, aic = 3229.8 [[3]][[3]] NULL [[3]][[4]] NULL $aic [1] 3229.796 3227.810 Warning message: 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/freestat/rcomp/tmp/1gpzi1228763411.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] 0.13573501 0.09602406 0.04925537 0.01563485 -0.02307592 [6] 0.01704239 0.01487341 -0.00324415 -0.01962493 -0.04752426 [11] -0.01586585 -0.12851602 -0.53578663 1.80268742 5.24599904 [16] 9.68342223 49.02436693 -5.03632638 20.99975592 -27.27777621 [21] -17.40331542 45.05518183 -43.25410591 -7.91256987 25.00040318 [26] -30.61724292 -31.58532923 -32.84098540 -17.84444384 2.78671864 [31] -33.03418676 -27.55027712 27.46165071 -26.99712866 27.73699601 [36] -4.56582700 -65.66726493 -33.42924332 25.18270942 7.96712372 [41] 1.98774415 -0.54286044 -10.42041070 20.88751930 26.94166789 [46] -0.80656855 1.94364630 -33.81383684 -15.09141488 -0.33226938 [51] -3.33904485 23.67411185 12.53079115 -18.12517337 2.80038577 [56] 24.76194468 -12.71339652 -10.89978742 -2.75905552 -3.61028490 [61] 3.39341609 -30.16857124 17.98297033 29.57336038 -14.88546280 [66] -17.99638797 -0.64803366 16.17402205 23.11740763 9.39511722 [71] 21.09695507 27.33935426 49.47516957 20.14592373 8.36233772 [76] -9.66301382 -9.57662698 -27.15962788 2.95073093 13.97794157 [81] 1.31833296 -36.90034307 -1.67380260 -11.58702322 -6.81751155 [86] -19.78293651 -6.36482701 16.38747220 -27.40627325 1.80289678 [91] -16.29226427 16.76398541 -10.76582315 19.65899231 3.32724493 [96] -2.76894109 -28.36923570 -2.76254605 26.05566815 -20.26081346 [101] 33.56411194 17.41973401 -23.67420077 -32.61952750 -2.84116782 [106] 10.36023862 29.73859517 -2.59566575 -17.71980763 -17.75401248 [111] -8.53157942 12.03882055 19.28733547 20.26660663 -25.40557553 [116] -4.20655606 14.66436275 14.44962725 29.79107453 6.89391382 [121] 40.48531398 53.50597555 -0.52532302 -4.61840064 -19.88323979 [126] 4.03983870 5.88416317 -19.76642576 -44.02149836 -5.76538638 [131] -25.36741586 27.91515025 -9.54601590 -20.58381706 -23.05234328 [136] -46.39706266 6.12316650 25.20496016 -1.36273650 8.70979214 [141] 7.19374443 19.40027761 4.88637623 -34.03777396 -11.82102252 [146] -29.89340660 55.69797530 -16.76632934 -14.28596421 46.44362442 [151] -16.98293448 7.73019351 -17.96923594 33.31765575 9.35312707 [156] 33.39557537 9.50765258 15.66754379 -26.50600622 -16.48001790 [161] 3.05475488 16.92395476 -16.48142697 -24.89579212 -7.17578084 [166] -7.42686366 -22.99332259 -2.73532099 -7.62405465 -21.09111360 [171] 2.25856872 6.62499215 30.09843674 -31.72299870 -17.78574932 [176] 45.63019956 -9.04942688 -23.50817060 25.29260734 -12.81075807 [181] 14.14426642 21.17793804 -37.55223232 -0.27768146 13.86390102 [186] 13.42800188 -16.01085185 -15.99200726 9.60511871 6.59419101 [191] 10.58044993 -22.55309685 -1.88481209 -10.88267692 0.53946780 [196] 10.19801134 -21.53108798 43.31865398 -45.46931467 12.14577019 [201] 11.53403429 -0.35061454 -27.27091504 4.72771851 -14.81618310 [206] 20.13854574 -22.40543812 21.99814709 -9.31446204 17.12126331 [211] -16.23160353 -5.56346528 2.84988066 -3.34347703 -11.20765799 [216] -14.88632982 -16.75268269 -16.93587957 26.70123352 14.29845225 [221] 19.86534247 4.02855068 -10.43566225 -0.64404888 -0.07218187 [226] 6.19694957 -15.70080744 6.78648213 -8.78639284 -0.80479709 [231] 4.27036041 4.46393208 -10.06737649 44.29589930 10.72211569 [236] -19.37056023 23.85770349 12.00389153 -35.08737917 -22.50932443 [241] -12.56946231 26.81822584 -8.73684467 -14.52088924 -0.09211745 [246] 48.34222028 3.29333421 -30.48228415 7.00043738 -2.08166595 [251] -7.84250862 -10.82098875 -1.49794380 0.07580080 11.78578586 [256] 14.76935465 -13.04308292 6.39115116 25.44569296 -4.95571341 [261] 23.85854579 -10.30841284 -31.06644808 2.95637567 34.98550582 [266] 28.03308863 7.19511198 2.57708781 -5.01911643 22.29272846 [271] 18.14650942 -6.73364470 13.36139815 0.97956530 25.45669508 [276] 4.79540958 10.92195305 -19.55319930 -10.83910648 -16.61544279 [281] -7.40020481 5.84997772 18.46095958 2.15842773 -20.15409486 [286] -19.62323767 17.73798853 -4.18979951 9.65533689 -15.81665165 [291] 1.03969679 -14.61686862 -11.62904328 4.23825970 5.04018879 [296] -1.58197184 -8.88451228 -4.51783538 -34.17987145 -1.94561124 [301] -1.21129687 13.09991527 -10.85460475 4.74183446 -9.46983244 [306] -4.49867592 -0.01456678 -2.26315739 10.87508953 -25.95602986 [311] 24.98916130 12.37382172 24.15297284 -3.95744008 -21.93425846 [316] -6.91902214 18.06876176 15.64538286 9.89690469 -11.98835186 [321] 39.53348383 2.25867947 40.08496760 39.63677843 114.89132723 [326] -28.56209753 0.42847478 -19.73608782 -0.99302749 -15.77501452 [331] -12.21626915 -11.77848917 -13.71127074 -0.33775141 -23.79662411 [336] -6.17480623 -7.42218697 -20.60021306 -24.71739431 -8.55642614 [341] -24.43465850 37.43391941 23.91943670 4.14256569 -32.34958521 [346] 3.38192720 12.66642203 -13.67443752 -26.77152619 28.66621418 [351] -23.26122479 -50.42546278 5.48948924 27.55587510 -30.05744638 [356] 16.87137138 -15.13623847 -1.10528852 -4.04542667 -46.39370815 [361] 9.12223934 -14.79102582 14.28022848 -9.07750521 12.84651608 [366] -31.65471018 42.60249714 -18.38454106 -2.66691458 -7.80245957 [371] -1.16521987 26.23098200 > postscript(file="/var/www/html/freestat/rcomp/tmp/2u7xb1228763411.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/freestat/rcomp/tmp/3zric1228763411.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/freestat/rcomp/tmp/476yh1228763411.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/freestat/rcomp/tmp/5v1z41228763411.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/freestat/rcomp/tmp/6c8n41228763411.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/freestat/rcomp/tmp/7tuef1228763411.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/freestat/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/freestat/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/freestat/rcomp/tmp/8oucp1228763411.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/freestat/rcomp/tmp/9g40p1228763411.tab") > > system("convert tmp/1gpzi1228763411.ps tmp/1gpzi1228763411.png") > system("convert tmp/2u7xb1228763411.ps tmp/2u7xb1228763411.png") > system("convert tmp/3zric1228763411.ps tmp/3zric1228763411.png") > system("convert tmp/476yh1228763411.ps tmp/476yh1228763411.png") > system("convert tmp/5v1z41228763411.ps tmp/5v1z41228763411.png") > system("convert tmp/6c8n41228763411.ps tmp/6c8n41228763411.png") > system("convert tmp/7tuef1228763411.ps tmp/7tuef1228763411.png") > > > proc.time() user system elapsed 4.240 1.611 4.507