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Type 'q()' to quit R. > x <- c(562325,560854,555332,543599,536662,542722,593530,610763,612613,611324,594167,595454,590865,589379,584428,573100,567456,569028,620735,628884,628232,612117,595404,597141,593408,590072,579799,574205,572775,572942,619567,625809,619916,587625,565742,557274,560576,548854,531673,525919,511038,498662,555362,564591,541657,527070,509846,514258,516922,507561,492622,490243,469357,477580,528379,533590,517945,506174,501866,516141,528222,532638,536322,536535,523597,536214,586570,596594,580523,564478,557560,575093,580112,574761,563250,551531,537034,544686,600991,604378,586111,563668,548604) > par8 = '' > par7 = '0.95' > par6 = 'White Noise' > par5 = '12' > par4 = '0' > par3 = '0' > 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/188dv1292769909.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/2bqtj1292769909.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/3bqtj1292769909.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 0.875848038 0.685036063 0.559328442 0.521710610 [6] 0.542834014 0.534856235 0.470800327 0.381560938 0.342379825 [11] 0.376911794 0.469864491 0.499917366 0.337581335 0.136656773 [16] 0.003404247 -0.046101202 -0.046343555 -0.072858539 -0.143016222 [21] -0.223481984 -0.251433723 -0.213925549 -0.130602747 -0.101316170 [26] -0.223818416 -0.369970148 -0.449240035 -0.452916039 -0.411965675 [31] -0.393489472 -0.411143579 -0.434527791 -0.409453120 -0.331869470 [36] -0.221841125 -0.161860937 -0.224681249 -0.299603389 -0.321096536 [41] -0.289140785 -0.232621809 -0.203760219 -0.203822331 -0.205729222 [46] -0.171267427 -0.097315373 -0.008087166 0.038312067 > (mypacf <- c(rpacf$acf)) [1] 0.8758480380 -0.3524137873 0.2772909529 0.1491201242 0.1624972964 [6] -0.1293744223 -0.0290603736 -0.0407972950 0.1880002823 0.1078788713 [11] 0.2636267991 -0.2781644426 -0.6648998486 0.1866185335 -0.1119740034 [16] -0.1414609230 -0.1073305062 0.0397552266 -0.0089895532 0.0105875955 [21] 0.0537743630 0.0040978070 -0.0471263360 0.1017598381 -0.0772163793 [26] -0.0458858998 0.0133669026 -0.0169837883 0.0317305081 0.0040416004 [31] 0.0227448254 -0.0207228052 0.0469325917 0.0041350343 0.0007021782 [36] -0.0029488785 0.0372738502 0.0374170788 -0.0795156964 -0.0692630040 [41] -0.0863341137 -0.0469303846 -0.0082654393 -0.0559207508 -0.1115526500 [46] 0.0389052317 -0.0827002126 0.0847076386 > 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/44a711292769909.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/5z2811292769910.tab") > > try(system("convert tmp/188dv1292769909.ps tmp/188dv1292769909.png",intern=TRUE)) character(0) > try(system("convert tmp/2bqtj1292769909.ps tmp/2bqtj1292769909.png",intern=TRUE)) character(0) > try(system("convert tmp/3bqtj1292769909.ps tmp/3bqtj1292769909.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.722 0.478 3.462