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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 = '1' > 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/1o8zu1292775977.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/2ghyx1292775977.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/3ghyx1292775977.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 0.209488909 0.297996478 0.303722828 0.200908291 [6] 0.125267909 0.167811142 0.062674931 0.116778591 0.035726004 [11] -0.118385687 0.173870516 -0.155845483 -0.130534789 0.038841894 [16] -0.065921081 -0.087333503 -0.042357677 -0.111220153 -0.042600249 [21] -0.094065118 -0.256290933 -0.099057059 -0.148765304 -0.250088667 [26] -0.086956773 -0.221478029 -0.251240892 -0.220201480 -0.144042511 [31] -0.122792226 0.014007026 -0.137835412 0.070542373 -0.019210471 [36] 0.059947247 -0.003053165 -0.017021149 -0.001168887 -0.003355977 [41] 0.027063076 0.001497495 0.067688717 -0.030026305 0.041109643 [46] -0.033673050 -0.015013959 0.017147654 0.032733416 > (mypacf <- c(rpacf$acf)) [1] 0.2094889088 0.2657745513 0.2275664066 0.0666060413 -0.0426487781 [6] 0.0365024844 -0.0436018938 0.0480666810 -0.0360457551 -0.2042656004 [11] 0.2075664905 -0.1819138627 -0.1234421860 0.1205495622 0.0033183218 [16] 0.0025254900 -0.0583176878 -0.0466990215 0.0227853316 -0.0665759586 [21] -0.1669005226 -0.1229536074 0.0393002078 -0.0657980685 -0.0302294856 [26] -0.1081710847 -0.1119271549 -0.0955143698 0.0813622479 0.0423652995 [31] 0.1422444719 -0.0243885683 0.0538594073 -0.1079215458 0.1606549816 [36] -0.1249141065 -0.1519399198 -0.0121555532 -0.0896759349 0.0262995176 [41] 0.0051069521 -0.0141959076 0.0340899063 -0.0533847329 -0.0381986825 [46] -0.1090656203 0.0758175311 -0.0001848567 > 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/42ixl1292775977.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/5nidr1292775977.tab") > > try(system("convert tmp/1o8zu1292775977.ps tmp/1o8zu1292775977.png",intern=TRUE)) character(0) > try(system("convert tmp/2ghyx1292775977.ps tmp/2ghyx1292775977.png",intern=TRUE)) character(0) > try(system("convert tmp/3ghyx1292775977.ps tmp/3ghyx1292775977.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.715 0.478 1.739