R version 2.9.0 (2009-04-17) Copyright (C) 2009 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(255 + ,280.2 + ,299.9 + ,339.2 + ,374.2 + ,393.5 + ,389.2 + ,381.7 + ,375.2 + ,369 + ,357.4 + ,352.1 + ,346.5 + ,342.9 + ,340.3 + ,328.3 + ,322.9 + ,314.3 + ,308.9 + ,294 + ,285.6 + ,281.2 + ,280.3 + ,278.8 + ,274.5 + ,270.4 + ,263.4 + ,259.9 + ,258 + ,262.7 + ,284.7 + ,311.3 + ,322.1 + ,327 + ,331.3 + ,333.3 + ,321.4 + ,327 + ,320 + ,314.7 + ,316.7 + ,314.4 + ,321.3 + ,318.2 + ,307.2 + ,301.3 + ,287.5 + ,277.7 + ,274.4 + ,258.8 + ,253.3 + ,251 + ,248.4 + ,249.5 + ,246.1 + ,244.5 + ,243.6 + ,244 + ,240.8 + ,249.8 + ,248 + ,259.4 + ,260.5 + ,260.8 + ,261.3 + ,259.5 + ,256.6 + ,257.9 + ,256.5 + ,254.2 + ,253.3 + ,253.8 + ,255.5 + ,257.1 + ,257.3 + ,253.2 + ,252.8 + ,252 + ,250.7 + ,252.2 + ,250 + ,251 + ,253.4 + ,251.2 + ,255.6 + ,261.1 + ,258.9 + ,259.9 + ,261.2 + ,264.7 + ,267.1 + ,266.4 + ,267.7 + ,268.6 + ,267.5 + ,268.5 + ,268.5 + ,270.5 + ,270.9 + ,270.1 + ,269.3 + ,269.8 + ,270.1 + ,264.9 + ,263.7 + ,264.8 + ,263.7 + ,255.9 + ,276.2 + ,360.1 + ,380.5 + ,373.7 + ,369.8 + ,366.6 + ,359.3 + ,345.8 + ,326.2 + ,324.5 + ,328.1 + ,327.5 + ,324.4 + ,316.5 + ,310.9 + ,301.5 + ,291.7 + ,290.4 + ,287.4 + ,277.7 + ,281.6 + ,288 + ,276 + ,272.9 + ,283 + ,283.3 + ,276.8 + ,284.5 + ,282.7 + ,281.2 + ,287.4 + ,283.1 + ,284 + ,285.5 + ,289.2 + ,292.5 + ,296.4 + ,305.2 + ,303.9 + ,311.5 + ,316.3 + ,316.7 + ,322.5 + ,317.1 + ,309.8 + ,303.8 + ,290.3 + ,293.7 + ,291.7 + ,296.5 + ,289.1 + ,288.5 + ,293.8 + ,297.7 + ,305.4 + ,302.7 + ,302.5 + ,303 + ,294.5 + ,294.1 + ,294.5 + ,297.1 + ,289.4 + ,292.4 + ,287.9 + ,286.6 + ,280.5 + ,272.4 + ,269.2 + ,270.6 + ,267.3 + ,262.5 + ,266.8 + ,268.8 + ,263.1 + ,261.2 + ,266 + ,262.5 + ,265.2 + ,261.3 + ,253.7 + ,249.2 + ,239.1 + ,236.4 + ,235.2 + ,245.2 + ,246.2 + ,247.7 + ,251.4 + ,253.3 + ,254.8 + ,250 + ,249.3 + ,241.5 + ,243.3 + ,248 + ,253 + ,252.9 + ,251.5 + ,251.6 + ,253.5 + ,259.8 + ,334.1 + ,448 + ,445.8 + ,445 + ,448.2 + ,438.2 + ,439.8 + ,423.4 + ,410.8 + ,408.4 + ,406.7 + ,405.9 + ,402.7 + ,405.1 + ,399.6 + ,386.5 + ,381.4 + ,375.2 + ,357.7 + ,359 + ,355 + ,352.7 + ,344.4 + ,343.8 + ,338 + ,339 + ,333.3 + ,334.4 + ,328.3 + ,330.7 + ,330 + ,331.6 + ,351.2 + ,389.4 + ,410.9 + ,442.8 + ,462.8 + ,466.9 + ,461.7 + ,439.2 + ,430.3 + ,416.1 + ,402.5 + ,397.3 + ,403.3 + ,395.9 + ,387.8 + ,378.6 + ,377.1 + ,370.4 + ,362 + ,350.3 + ,348.2 + ,344.6 + ,343.5 + ,342.8 + ,347.6 + ,346.6 + ,349.5 + ,342.1 + ,342 + ,342.8 + ,339.3 + ,348.2 + ,333.7 + ,334.7 + ,354 + ,367.7 + ,363.3 + ,358.4 + ,353.1 + ,343.1 + ,344.6 + ,344.4 + ,333.9 + ,331.7 + ,324.3 + ,321.2 + ,322.4 + ,321.7 + ,320.5 + ,312.8 + ,309.7 + ,315.6 + ,309.7 + ,304.6 + ,302.5 + ,301.5 + ,298.8 + ,291.3 + ,293.6 + ,294.6 + ,285.9 + ,297.6 + ,301.1 + ,293.8 + ,297.7 + ,292.9 + ,292.1 + ,287.2 + ,288.2 + ,283.8 + ,299.9 + ,292.4 + ,293.3 + ,300.8 + ,293.7 + ,293.1 + ,294.4 + ,292.1 + ,291.9 + ,282.5 + ,277.9 + ,287.5 + ,289.2 + ,285.6 + ,293.2 + ,290.8 + ,283.1 + ,275 + ,287.8 + ,287.8 + ,287.4 + ,284 + ,277.8 + ,277.6 + ,304.9 + ,294 + ,300.9 + ,324 + ,332.9 + ,341.6 + ,333.4 + ,348.2 + ,344.7 + ,344.7 + ,329.3 + ,323.5 + ,323.2 + ,317.4 + ,330.1 + ,329.2 + ,334.9 + ,315.8 + ,315.4 + ,319.6 + ,317.3 + ,313.8 + ,315.8) > par9 = '0' > par8 = '0' > par7 = '0' > par6 = '3' > par5 = '12' > par4 = '0' > 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] [1,] 0.4724421 -0.09315870 0.07870417 [2,] 0.4669039 -0.05750058 0.00000000 [3,] 0.4419165 0.00000000 0.00000000 [4,] NA NA NA [5,] NA NA NA [6,] NA NA NA [[2]] [,1] [,2] [,3] [1,] 0 0.11009 0.1425 [2,] 0 0.27884 NA [3,] 0 NA NA [4,] NA NA NA [5,] NA NA NA [6,] NA NA NA [[3]] [[3]][[1]] Call: arima(x = series, order = order, seasonal = seasonal, include.mean = include.mean, method = "ML") Coefficients: ar1 ar2 ar3 0.4724 -0.0932 0.0787 s.e. 0.0528 0.0582 0.0535 sigma^2 estimated as 111.8: log likelihood = -1352.47, aic = 2712.94 [[3]][[2]] Call: arima(x = series, order = order, seasonal = seasonal, include.mean = include.mean, method = "ML") Coefficients: ar1 ar2 ar3 0.4724 -0.0932 0.0787 s.e. 0.0528 0.0582 0.0535 sigma^2 estimated as 111.8: log likelihood = -1352.47, aic = 2712.94 [[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 0.4669 -0.0575 0 s.e. 0.0529 0.0530 0 sigma^2 estimated as 112.5: log likelihood = -1353.55, aic = 2713.09 $aic [1] 2712.938 2713.091 2712.265 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/173np1260449087.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 = 359 Frequency = 1 [1] 0.25499984 22.57324683 8.55961479 31.55100838 17.78343943 [6] 5.21813737 -11.29872442 -4.38255224 -3.24547349 -3.59637920 [11] -9.07894978 -0.24041873 -3.79241620 -1.29009141 -1.24114931 [16] -10.99305203 0.05334489 -6.76872605 -1.69512987 -12.87322409 [21] -1.75363551 -1.33476612 0.67137216 -1.33278906 -3.65139472 [26] -2.17856424 -5.33294663 -0.46742530 -0.66834051 5.38586533 [31] 19.69630073 16.59836766 -0.35463014 1.38695360 2.63317729 [36] 0.27406620 -12.58655525 11.27115716 -10.29891852 -1.70966971 [41] 4.07208645 -3.53856079 8.08888005 -6.45388800 -9.15584403 [46] -0.94230926 -11.67777354 -3.69598005 0.48214992 -14.62272290 [51] 1.59394841 -0.62903774 -1.84237428 2.18169872 -4.06309575 [56] 0.05072378 -0.34845578 0.72821256 -3.43851207 10.51709260 [61] -6.18613664 12.75793215 -4.32620511 0.44191233 0.42317947 [66] -2.01620176 -2.03082275 2.55052017 -2.17372670 -1.57158384 [71] 0.09337808 0.78796215 1.41479755 0.83501372 -0.44929520 [76] -4.10137985 1.52580597 -0.84899082 -0.94947714 2.06097456 [81] -2.97510655 2.11343937 1.80659486 -3.26306870 5.56518989 [86] 3.31912172 -4.51496872 2.34344168 0.70659486 2.95052555 [91] 0.84058722 -1.61931726 1.76483409 0.25277457 -1.44546273 [96] 1.56534477 -0.53015450 2.05750058 -0.53380773 -0.87176039 [101] -0.40347668 0.82752263 0.02054761 -5.31132087 1.24515028 [106] 1.36128164 -1.68259495 -7.22315511 23.87859952 73.97334702 [111] -17.60597264 -11.50054045 0.44795806 -1.77007885 -6.03015988 [116] -10.27560362 -13.71655202 6.67505798 3.26672526 -2.37860490 [121] -2.61285560 -6.48709836 -2.08971125 -7.23959291 -5.73310689 [126] 2.73515246 -2.95653063 -8.37403915 8.25646577 4.02131933 [131] -14.76393249 2.87085008 10.85739506 -4.59398084 -6.05931533 [136] 10.75212530 -5.76891352 -0.21681860 6.79685476 -7.28105483 [141] 3.26419020 0.83253404 3.05139472 1.65870656 2.57196938 [146] 7.16882683 -5.18450177 8.71298010 1.17677987 -1.40413417 [151] 5.88924122 -8.08504219 -4.44521578 -2.90210489 -11.11833102 [156] 9.35819873 -4.36373093 5.92930969 -9.75613971 3.13109138 [161] 5.15463805 1.39090916 6.18382798 -6.07090752 1.50339488 [166] 0.43812922 -8.74495205 3.59743315 0.09800664 2.39023822 [171] -8.89094982 6.74466127 -6.34346604 0.97356913 -5.75177757 [176] -5.32663717 0.23116779 2.42833770 -4.13766726 -3.17871643 [181] 6.35138665 -0.28368939 -6.38655525 0.87635319 5.35936406 [186] -5.85038965 4.61016630 -5.36189246 -5.62382336 -1.17578287 [191] -8.43593699 1.75697645 -0.52011539 10.40503308 -3.73803935 [196] 1.60810190 3.05714478 0.25870656 0.82563479 -5.39110470 [201] 1.62738942 -7.74917006 5.40159975 3.41106854 2.90905287 [206] -2.16426662 -1.06580673 0.74791535 1.77280881 5.41863271 [211] 71.46775674 79.57129639 -51.10805746 6.77650423 3.44702182 [216] -11.54009283 6.45304051 -17.72205196 -4.85077567 2.53997925 [221] -1.30393799 -0.14426481 -2.92422789 3.84809191 -6.80457112 [226] -10.39402735 0.70018747 -4.57204784 -14.89844897 9.11431408 [231] -5.61323512 -0.35763379 -7.45612342 3.14305076 -5.99711247 [236] 3.67354208 -6.50040721 3.81885261 -6.94134754 5.31136422 [241] -2.17132280 2.06483409 18.81270341 29.14068515 4.79128363 [246] 24.05808892 6.34202908 -3.40380891 -5.96429431 -19.83634753 [251] 1.30633398 -11.33831858 -7.48172024 0.33338438 7.64589226 [256] -10.50042620 -4.29990793 -5.84358296 2.32976089 -6.52864951 [261] -5.35799496 -8.16326139 2.87977039 -3.29225863 0.46010271 [266] -0.39340782 5.06358207 -3.28138896 3.64290664 -8.81152179 [271] 3.52184028 0.42118612 -3.87927315 10.58016399 -18.85669643 [276] 8.28186119 17.99933777 4.74625596 -9.68682183 -2.05786508 [281] -3.26517360 -7.80716234 5.86428560 -1.47536157 -10.32036836 [286] 2.69099048 -6.97656755 0.22858734 2.22189771 -1.43853643 [291] -0.80416660 -7.17996576 0.42615908 6.90464754 -8.83298460 [296] -2.00601379 -0.05804369 -0.31275482 -2.35384735 -6.29686014 [301] 5.64652744 -0.50513322 -9.03465254 15.81956421 -2.46303025 [306] -8.26140678 7.50965024 -7.04067929 1.66539081 -4.80247968 [311] 3.24182848 -5.14865669 18.21187759 -15.27015478 5.32753828 [316] 6.64853219 -10.55002848 3.14627178 1.17188822 -2.94147537 [321] 0.94862964 -9.43887055 -0.22260378 11.20725236 -3.04677977 [326] -3.84173103 9.37860490 -6.15547146 -6.14242634 -4.64284162 [331] 16.13916687 -6.44212416 0.33600739 -3.21323845 -4.63552709 [336] 2.49930201 27.03687720 -23.65797566 13.55901789 19.25160704 [341] -1.48872532 5.87281892 -11.75030850 19.12886672 -10.88168195 [346] 2.48517207 -15.60125202 1.39031954 1.52253354 -5.99343219 [351] 15.39079225 -7.16318244 6.85047081 -21.81310256 8.84561713 [356] 3.28850053 -4.28399647 -2.18461868 3.50191220 > postscript(file="/var/www/html/rcomp/tmp/2v84r1260449087.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/35ilp1260449087.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/4uzmc1260449087.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/5rymg1260449087.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/6xacp1260449087.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/7vbdk1260449087.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/8wztr1260449087.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/9btu51260449087.tab") > > system("convert tmp/173np1260449087.ps tmp/173np1260449087.png") > system("convert tmp/2v84r1260449087.ps tmp/2v84r1260449087.png") > system("convert tmp/35ilp1260449087.ps tmp/35ilp1260449087.png") > system("convert tmp/4uzmc1260449087.ps tmp/4uzmc1260449087.png") > system("convert tmp/5rymg1260449087.ps tmp/5rymg1260449087.png") > system("convert tmp/6xacp1260449087.ps tmp/6xacp1260449087.png") > system("convert tmp/7vbdk1260449087.ps tmp/7vbdk1260449087.png") > > > proc.time() user system elapsed 1.836 1.100 3.129