R version 2.9.0 (2009-04-17)
Copyright (C) 2009 The R Foundation for Statistical Computing
ISBN 3-900051-07-0

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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)
> par9 = '0'
> par8 = '0'
> par7 = '1'
> par6 = '3'
> par5 = '12'
> par4 = '0'
> par3 = '1'
> par2 = '1'
> par1 = 'FALSE'
> 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
> par6 <- 3
> par7 <- as.numeric(par7) #degree (q) of the non-seasonal MA(q) polynomial
> par7 <- 3
> 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,] 1.008584 0.2746416 -0.3401487 -0.562154 -0.6414117 0.2148424
 [2,] 1.210334 0.0000000 -0.2581863 -0.780786 -0.4712890 0.2420792
 [3,]       NA        NA         NA        NA         NA        NA
 [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

[[2]]
         [,1]    [,2]    [,3]    [,4]   [,5]    [,6]
 [1,] 0.01587 0.60729 0.04029 0.17624 0.0532 0.12231
 [2,] 0.00000      NA 0.00020 0.00000 0.0000 0.03648
 [3,]      NA      NA      NA      NA     NA      NA
 [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

[[3]]
[[3]][[1]]

Call:
arima(x = series, order = order, seasonal = seasonal, include.mean = include.mean, 
    method = "ML")

Coefficients:
         ar1     ar2      ar3      ma1      ma2     ma3
      1.0086  0.2746  -0.3401  -0.5622  -0.6414  0.2148
s.e.  0.4161  0.5339   0.1652   0.4148   0.3307  0.1387

sigma^2 estimated as 107.8:  log likelihood = -1342.67,  aic = 2699.34

[[3]][[2]]

Call:
arima(x = series, order = order, seasonal = seasonal, include.mean = include.mean, 
    method = "ML")

Coefficients:
         ar1     ar2      ar3      ma1      ma2     ma3
      1.0086  0.2746  -0.3401  -0.5622  -0.6414  0.2148
s.e.  0.4161  0.5339   0.1652   0.4148   0.3307  0.1387

sigma^2 estimated as 107.8:  log likelihood = -1342.67,  aic = 2699.34

[[3]][[3]]
NULL

[[3]][[4]]
NULL

[[3]][[5]]
NULL

[[3]][[6]]
NULL


$aic
[1] 2699.339 2697.520

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 log(s2) : NaNs produced
3: In log(s2) : NaNs produced
> postscript(file="/var/www/html/rcomp/tmp/1rmsc1260460350.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 = 358 
Frequency = 1 
  [1]   0.25499983  22.06372618   8.36506703  30.77362252  16.25361727
  [6]   6.31978650 -12.54111750  -2.71828068  -1.95485183   0.79532384
 [11]  -6.27025377   3.35942031  -1.50205913   2.18998540   0.28652787
 [16]  -8.33192721   1.33542285  -5.34660778   0.36418861 -12.32149655
 [21]  -0.21304457  -1.73356760   2.29142250  -2.02682737  -3.29373825
 [26]  -3.23571183  -5.61599512  -1.23778397  -1.42061601   4.78655451
 [31]  18.47939756  15.97258309  -0.81545337   0.01289674   1.50544252
 [36]   1.00271938 -11.85296744  12.19802618  -9.68599560   1.13547342
 [41]   2.97921793  -0.78562172   8.06120330  -5.38278393  -8.17937462
 [46]  -1.32446662 -10.66594412  -3.02656089   0.13245888 -13.80692741
 [51]   0.84539464  -1.98702099  -1.68051930   0.09203950  -5.16130221
 [56]  -1.81108668  -2.30834063  -0.75003707  -5.39472537   8.78992356
 [61]  -8.22983417  11.81765012  -7.38155547   0.66017316  -3.11328131
 [66]  -1.74260227  -4.22016188   2.07668573  -3.68932481  -2.05347411
 [71]  -1.70755961   0.08299442   0.05255500  -0.10917634  -1.75225519
 [76]  -5.21419429   0.20741924  -2.04931938  -1.67050645   0.60079444
 [81]  -3.91634952   0.91456889   0.37772333  -3.99940810   4.10028250
 [86]   2.13034996  -5.01697364   0.88039168  -0.41324395   2.57141732
 [91]  -0.16015007  -1.98942813   0.76749562  -0.21339581  -1.80123192
 [96]   0.99241829  -0.95211431   1.83819052  -1.06894403  -0.96785558
[101]  -1.04385119   0.68556571  -0.33361170  -5.42973138   0.72631476
[106]   0.83696192  -1.54679449  -7.87977043  23.23088621  73.43272686
[111] -14.66452921  -9.62846153  -4.66720646   3.89251082  -4.05357962
[116]  -5.35670103 -11.49831095  10.26926328   5.63923823   1.78510287
[121]  -1.64736847  -4.37111600  -0.87658376  -5.57406025  -4.21723386
[126]   3.50567394  -1.73390387  -7.46542813   8.00548374   4.18546728
[131] -13.73131824   1.82878940  10.01555791  -3.37214346  -6.48996798
[136]   9.64736675  -5.69796740   0.37115102   5.30635806  -6.30971197
[141]   2.80333498   0.27004694   3.77981377   1.15533504   3.07905278
[146]   6.87378124  -4.53588513   9.01702971   1.16292889   0.43906294
[151]   5.71704440  -6.48195048  -3.37711927  -2.46183739  -9.43321705
[156]  10.02548803  -3.65164562   7.69330199 -10.70577178   4.56866206
[161]   3.61676400   3.46179306   5.38788678  -5.26297326   1.49032896
[166]   0.36686025  -7.57324562   3.62764903   0.40973177   3.59745813
[171]  -9.06119419   7.31512435  -6.99945832   2.50056870  -7.18619428
[176]  -4.05022672  -1.21845103   3.03774182  -4.79212124  -3.42612756
[181]   4.87177621  -0.57198304  -6.99016601  -0.57821427   4.27589153
[186]  -6.22391088   3.63440273  -6.89605965  -5.80423260  -3.30945018
[191]  -8.89989136   0.26086131  -2.08392600   9.42271344  -5.77164972
[196]   0.58472781  -0.08328011  -0.33550870  -1.28959514  -6.49705570
[201]  -0.03038886  -9.17120805   4.44832242   1.41242819   2.72857369
[206]  -4.33717329  -2.06398917  -1.28737941   1.03389998   4.07815747
[211]  70.68039015  79.98184170 -45.93000660   5.71397251  -0.07498440
[216]  -0.26685203   9.10829933  -9.21407413   0.82080881   7.95052153
[221]   5.57603449   5.34408632   2.12906753   8.69440019  -2.20976120
[226]  -5.42264607   4.10627790  -0.02476566 -10.51636805  12.10870279
[231]  -2.54802878   4.01787439  -6.41629535   6.56002640  -4.98879925
[236]   6.97282181  -6.00931791   6.76746248  -6.85198897   8.09124679
[241]  -2.37194658   4.90013519  18.48811684  31.79579915   6.80941614
[246]  26.63852754   7.42391540   2.27603065  -3.65879612 -13.76906454
[251]   6.04069899  -5.46277774  -0.72506330   4.18001354  13.20688346
[256]  -6.38897038  -0.07127583  -3.93220420   6.60274714  -4.21094573
[261]  -1.64693460  -6.94276545   5.67403414  -2.03581550   3.11432108
[266]  -0.09037423   6.96735622  -2.83373531   5.24744830  -8.78199410
[271]   5.26489850   0.11888236  -1.46603586  10.29703024 -17.42027953
[276]   9.11687778  17.03941928   8.19516694  -9.60063918  -1.46068295
[281]  -3.22891507  -5.49455425   6.52874008   0.07004789  -8.70409015
[286]   2.70488455  -6.44266318   1.37951958   1.67256111  -0.36689050
[291]  -1.30779837  -7.21884993  -0.06025833   6.34987794  -8.53658969
[296]  -2.53689208  -1.59455320  -0.17770653  -3.42697291  -6.91410461
[301]   4.21920633  -1.50510885  -9.54557481  13.74447123  -3.64399805
[306]  -8.18429400   4.39036969  -7.53658235   0.82481305  -6.76172520
[311]   2.87625205  -7.23222531  17.82816072 -17.42435081   5.74006401
[316]   2.34880295  -8.71705004   0.18051515   0.41188801  -3.64129245
[321]  -0.26284942 -10.69604198  -1.24558421   9.24870256  -3.21841614
[326]  -5.12513974   7.09702486  -7.10456857  -6.93165440  -7.06770349
[331]  15.37502374  -7.70558344   0.37789698  -6.67573902  -4.51572161
[336]  -0.05057200  26.55702618 -24.62164844  13.53170691  14.52887694
[341]   2.13533499   3.33852899 -11.43647665  18.96185327 -10.60909844
[346]   5.33161028 -17.28581339   4.52359462   0.08943080  -2.47733269
[351]  14.35208655  -5.75839558   7.64761494 -22.75952138  10.34059759
[356]   1.35960728  -0.63651211  -4.17710010
> postscript(file="/var/www/html/rcomp/tmp/2mcro1260460350.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/37w7s1260460350.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/4gont1260460350.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/5qk4s1260460350.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/6b02d1260460350.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/7ysb61260460350.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/8pb2c1260460350.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/9oajz1260460350.tab") 
> 
> system("convert tmp/1rmsc1260460350.ps tmp/1rmsc1260460350.png")
> system("convert tmp/2mcro1260460350.ps tmp/2mcro1260460350.png")
> system("convert tmp/37w7s1260460350.ps tmp/37w7s1260460350.png")
> system("convert tmp/4gont1260460350.ps tmp/4gont1260460350.png")
> system("convert tmp/5qk4s1260460350.ps tmp/5qk4s1260460350.png")
> system("convert tmp/6b02d1260460350.ps tmp/6b02d1260460350.png")
> system("convert tmp/7ysb61260460350.ps tmp/7ysb61260460350.png")
> 
> 
> proc.time()
   user  system elapsed 
  2.597   1.149  10.402