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 = '1' > par6 = '0' > par5 = '12' > par4 = '1' > par3 = '1' > par2 = '-0.3' > 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] [1,] 0.05425046 -0.7201231 [2,] 0.00000000 -0.7276537 [3,] NA NA [4,] NA NA [[2]] [,1] [,2] [1,] 0.24653 0 [2,] NA 0 [3,] NA NA [4,] NA NA [[3]] [[3]][[1]] Call: arima(x = series, order = order, seasonal = seasonal, include.mean = include.mean, method = "ML") Coefficients: ma1 sma1 0.0543 -0.7201 s.e. 0.0467 0.0446 sigma^2 estimated as 1.192e-05: log likelihood = 1521.27, aic = -3036.54 [[3]][[2]] Call: arima(x = series, order = order, seasonal = seasonal, include.mean = include.mean, method = "ML") Coefficients: ma1 sma1 0.0543 -0.7201 s.e. 0.0467 0.0446 sigma^2 estimated as 1.192e-05: log likelihood = 1521.27, aic = -3036.54 $aic [1] -3036.542 -3037.195 > postscript(file="/var/www/html/rcomp/tmp/1e7yu1228820685.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] 1.122182e-04 4.238768e-05 3.053395e-05 2.752464e-05 3.154697e-05 [6] 1.647395e-05 1.404031e-05 1.637100e-05 1.921544e-05 2.706618e-05 [11] 1.557250e-05 -1.008091e-04 -7.439601e-04 1.781220e-03 -1.649078e-03 [16] -2.939473e-03 -1.142821e-02 4.281756e-03 -4.203289e-03 8.215144e-04 [21] -5.824300e-04 -1.001253e-02 1.066082e-02 2.012353e-03 4.834040e-03 [26] 6.658713e-03 2.163954e-03 4.184627e-03 2.482256e-03 3.403527e-03 [31] 5.537554e-03 7.300393e-03 -2.097501e-03 7.077199e-03 -5.214236e-03 [36] 2.047253e-03 8.075844e-03 7.700757e-03 1.276299e-03 5.366040e-03 [41] 1.099456e-03 -4.614199e-03 2.133409e-03 4.143703e-04 -6.370182e-03 [46] -1.711847e-03 -2.759861e-03 8.672194e-03 -3.463029e-03 1.278558e-03 [51] 5.221339e-03 -2.013057e-03 -2.671243e-03 3.168705e-04 -1.958964e-03 [56] -2.855787e-03 4.949059e-03 3.800725e-03 7.674508e-04 1.510296e-03 [61] -8.319643e-03 8.231745e-03 -1.557526e-03 -4.211109e-03 5.313852e-03 [66] 1.711164e-04 9.896231e-04 7.763911e-04 -7.654961e-03 -4.870326e-03 [71] -9.838488e-03 -9.792686e-03 -7.353597e-03 -4.683921e-03 -5.643709e-03 [76] -2.577309e-03 -2.660152e-03 7.930210e-03 -5.079984e-04 -4.393505e-03 [81] -1.291507e-04 2.757182e-03 5.089242e-03 3.667317e-03 6.160452e-03 [86] 3.102037e-03 3.995107e-04 -2.286807e-03 4.403863e-03 1.626444e-03 [91] 4.434212e-03 -3.664837e-03 4.059526e-03 -5.331109e-03 1.311249e-03 [96] -5.458168e-04 5.920366e-03 2.764759e-04 -3.781616e-03 3.633757e-03 [101] -7.747265e-03 -1.119565e-03 2.093891e-03 5.304621e-03 2.556929e-03 [106] -2.016994e-04 -5.903166e-03 1.085076e-04 3.098363e-03 2.769618e-03 [111] 2.045036e-03 -9.257714e-04 -3.752010e-03 -3.460991e-03 3.482492e-03 [116] -2.923895e-04 -2.179582e-03 -4.024937e-03 -4.514784e-03 -1.964600e-03 [121] -2.162609e-03 -6.248287e-03 -3.283897e-03 -3.579578e-03 -1.829383e-04 [126] 3.229990e-03 -1.926387e-03 -1.844390e-03 4.159176e-03 -1.306769e-04 [131] 9.326251e-03 -2.334260e-03 6.428364e-03 1.292288e-03 1.944325e-03 [136] 5.824861e-03 7.164507e-04 -6.880199e-04 7.510404e-05 -2.308466e-03 [141] -6.610270e-04 -4.443983e-03 1.269865e-03 3.872095e-03 3.179008e-03 [146] 4.105772e-03 -6.473790e-03 2.369485e-03 4.892035e-04 -4.581540e-03 [151] 1.411053e-03 -3.285878e-03 2.993314e-03 -6.168997e-03 1.407433e-03 [156] -4.735230e-03 2.327337e-03 -2.565801e-03 9.486495e-04 -1.009011e-03 [161] -7.357602e-04 1.433245e-03 3.719817e-04 6.260076e-04 8.446845e-04 [166] 1.167609e-03 5.525357e-03 9.434597e-04 3.208714e-03 2.166038e-03 [171] 3.184502e-04 5.403219e-05 -3.843326e-03 3.976509e-03 1.761305e-03 [176] -5.058967e-03 1.647992e-03 2.090637e-03 -2.434823e-03 1.813235e-03 [181] -1.423888e-03 -2.126491e-03 3.066298e-03 -4.560056e-04 -1.048211e-03 [186] -9.636238e-04 1.283908e-03 1.400713e-03 -4.683727e-04 -7.202538e-04 [191] -8.509922e-04 2.640245e-03 4.162155e-04 1.417598e-03 3.135839e-04 [196] -5.837721e-04 2.908426e-03 -5.538987e-03 6.079871e-03 -2.385456e-03 [201] 2.297101e-04 -6.517986e-04 4.012151e-03 -6.894466e-04 1.713138e-03 [206] -2.485983e-03 3.794730e-03 -2.516144e-03 2.356441e-03 -4.336184e-03 [211] 3.420429e-03 7.966862e-04 1.433871e-03 1.070615e-03 1.211907e-03 [216] 2.953617e-03 2.434976e-04 3.348656e-03 -1.456526e-03 4.622095e-04 [221] -4.043954e-03 -4.286050e-03 2.595203e-03 6.034688e-04 1.918846e-03 [226] -1.058878e-03 1.932056e-03 -1.723819e-03 -7.212495e-04 -2.248293e-04 [231] 1.026121e-03 9.313789e-04 2.898204e-03 -1.112526e-02 -5.603107e-04 [236] 1.638846e-03 -4.526256e-03 -2.384433e-03 4.974651e-03 4.014451e-03 [241] 1.800708e-03 -3.436218e-03 3.066833e-03 3.890416e-03 1.862099e-03 [246] -1.157455e-02 1.304852e-04 3.900646e-03 -8.496856e-04 1.372875e-03 [251] 1.022589e-03 3.056119e-03 -1.761206e-03 3.533288e-04 -7.082491e-04 [256] -1.733999e-03 2.846877e-03 -5.193418e-03 -2.820255e-03 4.673120e-04 [261] -5.573554e-03 1.331413e-03 4.795864e-03 1.014354e-04 -5.491355e-03 [266] -4.148235e-03 -2.874377e-03 -2.945490e-03 -1.128079e-03 1.887028e-03 [271] -4.023036e-03 -1.917107e-03 -3.065713e-03 -9.458082e-04 -2.830150e-03 [276] -1.631045e-03 3.019141e-03 1.938883e-03 -8.601034e-04 -1.725844e-04 [281] -2.716975e-04 6.957190e-03 -3.510676e-03 -2.186002e-03 7.440654e-04 [286] 1.501163e-03 -8.443617e-04 2.507904e-04 2.421549e-03 1.909248e-03 [291] -1.251940e-03 2.336963e-04 3.693142e-04 4.956352e-03 -1.686355e-03 [296] -1.071873e-03 4.006917e-04 3.387030e-04 4.169470e-03 4.850290e-04 [301] 2.453556e-03 -6.416111e-04 8.931292e-04 -1.030735e-03 1.272374e-03 [306] 2.087479e-03 -3.199892e-04 3.265110e-05 -1.225968e-03 3.419280e-03 [311] -3.186138e-03 -1.094353e-03 -2.086925e-03 2.281988e-04 8.599170e-04 [316] 2.770567e-04 -2.006588e-03 1.173379e-03 -2.179028e-03 -2.275086e-04 [321] -4.289320e-03 -9.911973e-04 -3.802307e-03 -3.844156e-03 -3.506129e-03 [326] 8.512291e-04 -3.289863e-03 -1.714093e-03 -2.118887e-03 8.522330e-03 [331] -1.306377e-03 -9.920708e-04 8.099683e-04 -7.911917e-04 2.790423e-03 [336] 3.020140e-04 4.350866e-03 1.566150e-03 4.793230e-04 -3.976060e-04 [341] 1.191847e-03 2.517817e-03 -2.033502e-03 -1.853738e-03 1.429511e-03 [346] -9.991873e-04 3.738965e-04 5.319416e-04 3.740764e-03 -9.273923e-04 [351] 6.669342e-04 1.901152e-03 -2.266972e-04 1.901064e-03 1.078468e-03 [356] -1.748532e-03 1.406033e-03 -4.355714e-04 9.741917e-04 3.250760e-03 [361] 2.321237e-04 1.769855e-03 -8.403727e-04 1.273650e-03 -1.130043e-03 [366] 3.027260e-03 -3.039102e-03 1.390395e-03 -1.943391e-04 9.610652e-04 [371] 1.219788e-04 -1.724112e-03 > postscript(file="/var/www/html/rcomp/tmp/2gn8f1228820685.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/37f8e1228820685.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/4lgdl1228820685.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/51j2f1228820685.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/6bk921228820685.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/71lb71228820685.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/80q3q1228820685.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/9bkyi1228820685.tab") > > system("convert tmp/1e7yu1228820685.ps tmp/1e7yu1228820685.png") > system("convert tmp/2gn8f1228820685.ps tmp/2gn8f1228820685.png") > system("convert tmp/37f8e1228820685.ps tmp/37f8e1228820685.png") > system("convert tmp/4lgdl1228820685.ps tmp/4lgdl1228820685.png") > system("convert tmp/51j2f1228820685.ps tmp/51j2f1228820685.png") > system("convert tmp/6bk921228820685.ps tmp/6bk921228820685.png") > system("convert tmp/71lb71228820685.ps tmp/71lb71228820685.png") > > > proc.time() user system elapsed 2.373 1.099 3.099