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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 = '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/1678t1292775872.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/2hgqw1292775872.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/3hgqw1292775872.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] 1.00000000 0.27587763 -0.25394710 -0.34798883 -0.23817501 0.09492047 [7] 0.21975770 0.10604128 -0.19834447 -0.29384561 -0.23309441 0.25232189 [13] 0.77172404 0.15886722 -0.26713746 -0.33154518 -0.20282819 0.08596442 [19] 0.16714574 0.04570093 -0.21309863 -0.26564056 -0.18631658 0.21324853 [25] 0.60830845 0.09716048 -0.26558717 -0.29953071 -0.18284275 0.07014961 [31] 0.13855557 0.03021869 -0.19548036 -0.20462622 -0.12624917 0.20182719 [37] 0.49461925 0.05654189 -0.20910628 -0.20655733 -0.10174288 0.09025469 [43] 0.11743103 0.01243003 -0.14327078 -0.15180005 -0.05561883 0.17187894 [49] 0.35134998 > (mypacf <- c(rpacf$acf)) [1] 0.2758776315 -0.3572449315 -0.1915016245 -0.1949508969 0.0809737359 [6] 0.0005321302 -0.0065792266 -0.2263268265 -0.1324113621 -0.2654820260 [11] 0.2685400349 0.6260601315 -0.2846288890 0.0414816943 0.0487243320 [16] 0.0182559374 -0.0905174040 -0.1231728946 -0.1081522420 -0.1050154126 [21] -0.0624226604 -0.0319536337 -0.1634412711 0.0275604296 -0.0165303544 [26] -0.0676555118 -0.0241654825 -0.1007892465 -0.0545894722 -0.0439271587 [31] -0.0373335282 -0.0860481763 -0.0228573335 -0.0324659026 -0.0194980852 [36] -0.0629283493 -0.0491313425 0.0462951752 0.0493591040 0.0438386700 [41] -0.0097693566 -0.0278986797 0.0045517617 0.0782058401 -0.1087017727 [46] 0.0348524815 -0.1555120335 -0.1178893246 > 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/4dq5n1292775872.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/5grmt1292775872.tab") > > try(system("convert tmp/1678t1292775872.ps tmp/1678t1292775872.png",intern=TRUE)) character(0) > try(system("convert tmp/2hgqw1292775872.ps tmp/2hgqw1292775872.png",intern=TRUE)) character(0) > try(system("convert tmp/3hgqw1292775872.ps tmp/3hgqw1292775872.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.741 0.468 1.695