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(100.4,97.7,97,96.5,98.4,106.3,103.1,102.4,95,98.1,106.1,99.1,101.2,95.5,99.8,97.1,97.5,96.8,97.7,100.9,94.3,99.5,100.8,97,99.2,101,102.3,97,91.2,97.6,95.7,100.5,94.4,102.9,105.1,98.8,100.7,99.6,107.7,102.9,101.6,102.7,110.5,109.8,94.3,102.5,105,102.3,107.7,100.3,99.5,95,97.7,96.3,97.8,106.4,96.1,106.2,114.7,111.9,121,117.7,115.4,114.3,109.5,108.1,108.2,99.1,101.2,98.1,95.5,97.9,98.2,98.7,95.6,95.8,94.4,96.5,103.3,104.3,104.5,102.3,103.8,103.1,102.2,106.3,102.1,94,102.6,102.6,106.7,107.9,109.3,105.9,109.1,108.5,111.7,109.8,109.1,108.5,108.5,106.2,117.1,109.8,115.2,115.9,119.2,121,118.6,117.6,114.6,110.6,102.5,101.6,107.4,105.8,102.8,104,100.4,100.6) > par8 = '' > par7 = '0.95' > par6 = 'White Noise' > par5 = '12' > par4 = '0' > par3 = '1' > par2 = '1' > par1 = '48' > #'GNU S' R Code compiled by R2WASP v. 1.0.44 () > #Author: Dr. Ian E. Holliday > #To cite this work: Ian E. Holliday, 2009, 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: > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par8 != '') par8 <- as.numeric(par8) > ox <- x > if (par8 == '') { + if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } + } else { + x <- log(x,base=par8) + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/16i0r1292680577.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > op <- par(mfrow=c(2,1)) > plot(ox,type='l',main='Original Time Series',xlab='time',ylab='value') > if (par8=='') { + mytitle <- paste('Working Time Series (lambda=',par2,', d=',par3,', D=',par4,')',sep='') + mysub <- paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='') + } else { + mytitle <- paste('Working Time Series (base=',par8,', d=',par3,', D=',par4,')',sep='') + mysub <- paste('(base=',par8,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='') + } > plot(x,type='l', main=mytitle,xlab='time',ylab='value') > par(op) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2hrhc1292680577.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=mysub) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/3hrhc1292680577.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF',sub=mysub) > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.000000000 -0.323622955 -0.017327399 0.059099004 -0.101127504 [6] 0.190832517 -0.194063655 0.068341622 -0.067409820 -0.029378881 [11] -0.047829672 -0.203783027 0.316234449 -0.129062362 -0.020321480 [16] -0.028696586 -0.032379770 0.174555016 -0.175604542 0.095438691 [21] 0.026413234 0.022045932 -0.083091481 -0.058244006 0.214029841 [26] -0.129801224 0.071188509 -0.088108646 0.023481350 -0.003028846 [31] -0.092378915 0.099870442 -0.084367137 0.084286771 -0.103806684 [36] -0.110795936 0.203143336 -0.017337203 -0.010513020 -0.049151352 [41] -0.033145703 -0.041896495 0.055243736 0.066124029 -0.009424932 [46] 0.019334835 -0.068318353 0.080814288 0.057827657 > (mypacf <- c(rpacf$acf)) [1] -0.3236229546 -0.1363381591 0.0097934408 -0.0894704982 0.1526780412 [6] -0.1084399300 0.0006831365 -0.1019970232 -0.0524779820 -0.1546010883 [11] -0.2701508370 0.1458119854 0.0141832614 -0.0239990749 -0.1077768370 [16] -0.0425457177 0.0252848598 -0.0993640339 -0.0234080044 0.0332441541 [21] 0.0542933823 -0.1297823051 -0.0271364879 0.0845054089 -0.0527735657 [26] 0.0260418442 -0.0282186248 0.0411786178 -0.1657127615 -0.0441210534 [31] 0.0281677234 -0.0602747004 -0.0199448807 -0.0359240345 -0.1144044387 [36] -0.0304841871 0.0885401991 -0.0425143635 -0.0414168297 -0.1619118640 [41] -0.2097083612 0.0237350415 0.0085270529 0.0543117313 -0.0527483893 [46] -0.0269331093 0.0825797066 0.0182790926 > lengthx <- length(x) > sqrtn <- sqrt(lengthx) > > #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,'Autocorrelation Function',4,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'Time lag k',header=TRUE) > a<-table.element(a,hyperlink('http://www.xycoon.com/basics.htm','ACF(k)','click here for more information about the Autocorrelation Function'),header=TRUE) > a<-table.element(a,'T-STAT',header=TRUE) > a<-table.element(a,'P-value',header=TRUE) > a<-table.row.end(a) > for (i in 2:(par1+1)) { + a<-table.row.start(a) + a<-table.element(a,i-1,header=TRUE) + a<-table.element(a,round(myacf[i],6)) + mytstat <- myacf[i]*sqrtn + a<-table.element(a,round(mytstat,4)) + a<-table.element(a,round(1-pt(abs(mytstat),lengthx),6)) + a<-table.row.end(a) + } > a<-table.end(a) > table.save(a,file="/var/www/html/rcomp/tmp/4v1fl1292680577.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Partial Autocorrelation Function',4,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'Time lag k',header=TRUE) > a<-table.element(a,hyperlink('http://www.xycoon.com/basics.htm','PACF(k)','click here for more information about the Partial Autocorrelation Function'),header=TRUE) > a<-table.element(a,'T-STAT',header=TRUE) > a<-table.element(a,'P-value',header=TRUE) > a<-table.row.end(a) > for (i in 1:par1) { + a<-table.row.start(a) + a<-table.element(a,i,header=TRUE) + a<-table.element(a,round(mypacf[i],6)) + mytstat <- mypacf[i]*sqrtn + a<-table.element(a,round(mytstat,4)) + a<-table.element(a,round(1-pt(abs(mytstat),lengthx),6)) + a<-table.row.end(a) + } > a<-table.end(a) > table.save(a,file="/var/www/html/rcomp/tmp/55ae51292680577.tab") > > try(system("convert tmp/16i0r1292680577.ps tmp/16i0r1292680577.png",intern=TRUE)) character(0) > try(system("convert tmp/2hrhc1292680577.ps tmp/2hrhc1292680577.png",intern=TRUE)) character(0) > try(system("convert tmp/3hrhc1292680577.ps tmp/3hrhc1292680577.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.725 0.503 1.760