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Type 'q()' to quit R. > x <- c(116.1,107.5,116.7,112.5,113,126.4,114.1,112.5,112.4,113.1,116.3,111.7,118.8,116.5,125.1,113.1,119.6,114.4,114,117.8,117,120.9,115,117.3,119.4,114.9,125.8,117.6,117.6,114.9,121.9,117,106.4,110.5,113.6,114.2,125.4,124.6,120.2,120.8,111.4,124.1,120.2,125.5,116,117,105.7,102,106.4,96.9,107.6,98.8,101.1,105.7,104.6,103.2,101.6,106.7,99.5,101) > 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/1ctt11292834028.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/25ka41292834028.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/3xbr71292834028.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 -0.534453847 0.216346209 -0.071151776 -0.157739760 [6] 0.161989433 -0.209131623 0.304422045 -0.246796775 0.153723489 [11] -0.124810247 -0.033487694 0.144351560 -0.219648446 0.178665695 [16] -0.069612993 0.050475399 0.068976768 -0.052685615 -0.009977556 [21] -0.040436222 0.005231635 0.060688668 -0.106058466 0.126349507 [26] -0.055140688 -0.035414023 0.072817450 -0.155334790 0.198927715 [31] -0.252039175 0.259294146 -0.067881705 -0.065695126 0.152544954 [36] -0.277317067 0.182783998 -0.107135584 0.075361279 -0.012525245 [41] 0.015241664 0.035073797 -0.158402696 0.181164296 -0.178521511 [46] 0.143626393 -0.048763460 -0.056044153 0.108506551 > (mypacf <- c(rpacf$acf)) [1] -0.534453847 -0.097002623 0.005437801 -0.249027111 -0.062140046 [6] -0.172125160 0.155419223 -0.054652150 -0.010208215 -0.109889221 [11] -0.103732675 0.040161760 -0.118569587 -0.135753182 0.021190293 [16] 0.034956119 0.135139469 0.097784971 -0.077436612 -0.008748871 [21] -0.034560789 0.094970851 -0.130804120 -0.048404913 0.087377636 [26] 0.002656671 0.050503879 -0.104711225 0.042795245 -0.122309638 [31] 0.079810541 0.098793103 -0.093407639 0.010874986 -0.064245458 [36] -0.129465173 0.043274411 -0.071570689 -0.091147650 0.063927634 [41] 0.017414209 -0.061114604 -0.046158695 -0.049258943 0.048764234 [46] -0.068082557 -0.103275659 -0.067697673 > 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/41uqv1292834028.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/5tl7y1292834028.tab") > > try(system("convert tmp/1ctt11292834028.ps tmp/1ctt11292834028.png",intern=TRUE)) character(0) > try(system("convert tmp/25ka41292834028.ps tmp/25ka41292834028.png",intern=TRUE)) character(0) > try(system("convert tmp/3xbr71292834028.ps tmp/3xbr71292834028.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.711 0.464 1.753