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Type 'q()' to quit R. > x <- c(103.7,103.75,103.85,104.02,104.13,104.17,104.18,104.2,104.5,104.78,104.88,104.89,104.9,104.95,105.24,105.35,105.44,105.46,105.47,105.48,105.75,106.1,106.19,106.23,106.24,106.25,106.35,106.48,106.52,106.55,106.55,106.56,106.89,107.09,107.24,107.28,107.3,107.31,107.47,107.35,107.31,107.32,107.32,107.34,107.53,107.72,107.75,107.79,107.81,107.9,107.8,107.86,107.8,107.74,107.75,107.83,107.8,107.81,107.86,107.83) > par8 = '' > par7 = '0.95' > par6 = 'MA' > 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/rcomp/tmp/19xj41292932700.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/rcomp/tmp/216io1292932700.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/rcomp/tmp/316io1292932700.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 0.953261103 0.902706693 0.853037737 0.806345642 [6] 0.759938980 0.712422187 0.660497761 0.605123739 0.554980292 [11] 0.511418448 0.467048075 0.419703429 0.367735990 0.313476812 [16] 0.265077938 0.221003718 0.180419104 0.137741559 0.092464572 [21] 0.045733160 0.003989071 -0.031444849 -0.063788761 -0.097537617 [26] -0.134052885 -0.171472366 -0.205292973 -0.233768009 -0.258008807 [31] -0.282895780 -0.309303711 -0.335918347 -0.354095046 -0.365980983 [36] -0.373588420 -0.381252639 -0.389042665 -0.396811022 -0.399474150 [41] -0.400442556 -0.399258291 -0.398459348 -0.397891274 -0.396911081 [46] -0.390083153 -0.377105052 -0.359703703 -0.340764626 > (mypacf <- c(rpacf$acf)) [1] 0.9532611028 -0.0657226681 -0.0152029439 0.0051192835 -0.0252108958 [6] -0.0382057289 -0.0743873912 -0.0658759297 0.0247982087 0.0330398990 [11] -0.0447505009 -0.0579268396 -0.0762450414 -0.0586753426 0.0199569548 [16] -0.0062934749 -0.0015020894 -0.0470622200 -0.0547806209 -0.0547396345 [21] 0.0005476315 0.0097595448 -0.0083474381 -0.0399645783 -0.0555361498 [26] -0.0486978010 -0.0200229049 -0.0066378331 -0.0007520850 -0.0339461810 [31] -0.0388610403 -0.0426975871 0.0349937072 0.0042419687 0.0035777370 [36] -0.0204035659 -0.0137416799 -0.0277671386 0.0057757304 -0.0411941410 [41] -0.0120651582 -0.0160246215 -0.0133742815 -0.0217260559 0.0199085089 [46] 0.0184776433 0.0266403279 0.0129396847 > lengthx <- length(x) > sqrtn <- sqrt(lengthx) > > #Note: the /var/www/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/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/rcomp/tmp/4m7hu1292932700.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/rcomp/tmp/5qpg01292932700.tab") > > try(system("convert tmp/19xj41292932700.ps tmp/19xj41292932700.png",intern=TRUE)) character(0) > try(system("convert tmp/216io1292932700.ps tmp/216io1292932700.png",intern=TRUE)) character(0) > try(system("convert tmp/316io1292932700.ps tmp/316io1292932700.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.830 0.560 1.385