R version 2.9.0 (2009-04-17)
Copyright (C) 2009 The R Foundation for Statistical Computing
ISBN 3-900051-07-0

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Type 'license()' or 'licence()' for distribution details.

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Type 'contributors()' for more information and
'citation()' on how to cite R or R packages in publications.

Type 'demo()' for some demos, 'help()' for on-line help, or
'help.start()' for an HTML browser interface to help.
Type 'q()' to quit R.

> x <- c(235.1
+ ,280.7
+ ,264.6
+ ,240.7
+ ,201.4
+ ,240.8
+ ,241.1
+ ,223.8
+ ,206.1
+ ,174.7
+ ,203.3
+ ,220.5
+ ,299.5
+ ,347.4
+ ,338.3
+ ,327.7
+ ,351.6
+ ,396.6
+ ,438.8
+ ,395.6
+ ,363.5
+ ,378.8
+ ,357
+ ,369
+ ,464.8
+ ,479.1
+ ,431.3
+ ,366.5
+ ,326.3
+ ,355.1
+ ,331.6
+ ,261.3
+ ,249
+ ,205.5
+ ,235.6
+ ,240.9
+ ,264.9
+ ,253.8
+ ,232.3
+ ,193.8
+ ,177
+ ,213.2
+ ,207.2
+ ,180.6
+ ,188.6
+ ,175.4
+ ,199
+ ,179.6
+ ,225.8
+ ,234
+ ,200.2
+ ,183.6
+ ,178.2
+ ,203.2
+ ,208.5
+ ,191.8
+ ,172.8
+ ,148
+ ,159.4
+ ,154.5
+ ,213.2
+ ,196.4
+ ,182.8
+ ,176.4
+ ,153.6
+ ,173.2
+ ,171
+ ,151.2
+ ,161.9
+ ,157.2
+ ,201.7
+ ,236.4
+ ,356.1
+ ,398.3
+ ,403.7
+ ,384.6
+ ,365.8
+ ,368.1
+ ,367.9
+ ,347
+ ,343.3
+ ,292.9
+ ,311.5
+ ,300.9
+ ,366.9
+ ,356.9
+ ,329.7
+ ,316.2
+ ,269
+ ,289.3
+ ,266.2
+ ,253.6
+ ,233.8
+ ,228.4
+ ,253.6
+ ,260.1
+ ,306.6
+ ,309.2
+ ,309.5
+ ,271
+ ,279.9
+ ,317.9
+ ,298.4
+ ,246.7
+ ,227.3
+ ,209.1
+ ,259.9
+ ,266
+ ,320.6
+ ,308.5
+ ,282.2
+ ,262.7
+ ,263.5
+ ,313.1
+ ,284.3
+ ,252.6
+ ,250.3
+ ,246.5
+ ,312.7
+ ,333.2
+ ,446.4
+ ,511.6
+ ,515.5
+ ,506.4
+ ,483.2
+ ,522.3
+ ,509.8
+ ,460.7
+ ,405.8
+ ,375
+ ,378.5
+ ,406.8
+ ,467.8
+ ,469.8
+ ,429.8
+ ,355.8
+ ,332.7
+ ,378
+ ,360.5
+ ,334.7
+ ,319.5
+ ,323.1
+ ,363.6
+ ,352.1
+ ,411.9
+ ,388.6
+ ,416.4
+ ,360.7
+ ,338
+ ,417.2
+ ,388.4
+ ,371.1
+ ,331.5
+ ,353.7
+ ,396.7
+ ,447
+ ,533.5
+ ,565.4
+ ,542.3
+ ,488.7
+ ,467.1
+ ,531.3
+ ,496.1
+ ,444
+ ,403.4
+ ,386.3
+ ,394.1
+ ,404.1
+ ,462.1
+ ,448.1
+ ,432.3
+ ,386.3
+ ,395.2
+ ,421.9
+ ,382.9
+ ,384.2
+ ,345.5
+ ,323.4
+ ,372.6
+ ,376
+ ,462.7
+ ,487
+ ,444.2
+ ,399.3
+ ,394.9
+ ,455.4
+ ,414
+ ,375.5
+ ,347
+ ,339.4
+ ,385.8
+ ,378.8
+ ,451.8
+ ,446.1
+ ,422.5
+ ,383.1
+ ,352.8
+ ,445.3
+ ,367.5
+ ,355.1
+ ,326.2
+ ,319.8
+ ,331.8
+ ,340.9
+ ,394.1
+ ,417.2
+ ,369.9
+ ,349.2
+ ,321.4
+ ,405.7
+ ,342.9
+ ,316.5
+ ,284.2
+ ,270.9
+ ,288.8
+ ,278.8
+ ,324.4
+ ,310.9
+ ,299
+ ,273
+ ,279.3
+ ,359.2
+ ,305
+ ,282.1
+ ,250.3
+ ,246.5
+ ,257.9
+ ,266.5
+ ,315.9
+ ,318.4
+ ,295.4
+ ,266.4
+ ,245.8
+ ,362.8
+ ,324.9
+ ,294.2
+ ,289.5
+ ,295.2
+ ,290.3
+ ,272
+ ,307.4
+ ,328.7
+ ,292.9
+ ,249.1
+ ,230.4
+ ,361.5
+ ,321.7
+ ,277.2
+ ,260.7
+ ,251
+ ,257.6
+ ,241.8
+ ,287.5
+ ,292.3
+ ,274.7
+ ,254.2
+ ,230
+ ,339
+ ,318.2
+ ,287
+ ,295.8
+ ,284
+ ,271
+ ,262.7
+ ,340.6
+ ,379.4
+ ,373.3
+ ,355.2
+ ,338.4
+ ,466.9
+ ,451
+ ,422
+ ,429.2
+ ,425.9
+ ,460.7
+ ,463.6
+ ,541.4
+ ,544.2
+ ,517.5
+ ,469.4
+ ,439.4
+ ,549
+ ,533
+ ,506.1
+ ,484
+ ,457
+ ,481.5
+ ,469.5
+ ,544.7
+ ,541.2
+ ,521.5
+ ,469.7
+ ,434.4
+ ,542.6
+ ,517.3
+ ,485.7
+ ,465.8
+ ,447
+ ,426.6
+ ,411.6
+ ,467.5
+ ,484.5
+ ,451.2
+ ,417.4
+ ,379.9
+ ,484.7
+ ,455
+ ,420.8
+ ,416.5
+ ,376.3
+ ,405.6
+ ,405.8
+ ,500.8
+ ,514
+ ,475.5
+ ,430.1
+ ,414.4
+ ,538
+ ,526
+ ,488.5
+ ,520.2
+ ,504.4
+ ,568.5
+ ,610.6
+ ,818
+ ,830.9
+ ,835.9
+ ,782
+ ,762.3
+ ,856.9
+ ,820.9
+ ,769.6
+ ,752.2
+ ,724.4
+ ,723.1
+ ,719.5
+ ,817.4
+ ,803.3
+ ,752.5
+ ,689
+ ,630.4
+ ,765.5
+ ,757.7
+ ,732.2
+ ,702.6
+ ,683.3
+ ,709.5
+ ,702.2
+ ,784.8
+ ,810.9
+ ,755.6
+ ,656.8
+ ,615.1
+ ,745.3
+ ,694.1
+ ,675.7
+ ,643.7
+ ,622.1
+ ,634.6
+ ,588
+ ,689.7
+ ,673.9
+ ,647.9
+ ,568.8
+ ,545.7
+ ,632.6
+ ,643.8
+ ,593.1
+ ,579.7
+ ,546
+ ,562.9
+ ,572.5)
> par9 = '1'
> par8 = '0'
> par7 = '1'
> par6 = '3'
> par5 = '12'
> par4 = '1'
> par3 = '1'
> par2 = '0.5'
> par1 = 'FALSE'
> #'GNU S' R Code compiled by R2WASP v. 1.0.44 ()
> #Author: Prof. Dr. P. Wessa
> #To cite this work: AUTHOR(S), (YEAR), YOUR SOFTWARE TITLE (vNUMBER) in Free Statistics Software (v$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: Write here your technical program description (don't use hard returns!)
> library(lattice)
> if (par1 == 'TRUE') par1 <- TRUE
> if (par1 == 'FALSE') par1 <- FALSE
> par2 <- as.numeric(par2) #Box-Cox lambda transformation parameter
> par3 <- as.numeric(par3) #degree of non-seasonal differencing
> par4 <- as.numeric(par4) #degree of seasonal differencing
> par5 <- as.numeric(par5) #seasonal period
> par6 <- as.numeric(par6) #degree (p) of the non-seasonal AR(p) polynomial
> par7 <- as.numeric(par7) #degree (q) of the non-seasonal MA(q) polynomial
> par8 <- as.numeric(par8) #degree (P) of the seasonal AR(P) polynomial
> par9 <- as.numeric(par9) #degree (Q) of the seasonal MA(Q) polynomial
> armaGR <- function(arima.out, names, n){
+ try1 <- arima.out$coef
+ try2 <- sqrt(diag(arima.out$var.coef))
+ try.data.frame  <- data.frame(matrix(NA,ncol=4,nrow=length(names)))
+ dimnames(try.data.frame) <- list(names,c('coef','std','tstat','pv'))
+ try.data.frame[,1] <- try1
+ for(i in 1:length(try2)) try.data.frame[which(rownames(try.data.frame)==names(try2)[i]),2] <- try2[i]
+ try.data.frame[,3] <- try.data.frame[,1] / try.data.frame[,2]
+ try.data.frame[,4] <- round((1-pt(abs(try.data.frame[,3]),df=n-(length(try2)+1)))*2,5)
+ vector <- rep(NA,length(names))
+ vector[is.na(try.data.frame[,4])] <- 0
+ maxi <- which.max(try.data.frame[,4])
+ continue <- max(try.data.frame[,4],na.rm=TRUE) > .05
+ vector[maxi] <- 0
+ list(summary=try.data.frame,next.vector=vector,continue=continue)
+ }
> arimaSelect <- function(series, order=c(13,0,0), seasonal=list(order=c(2,0,0),period=12), include.mean=F){
+ nrc <- order[1]+order[3]+seasonal$order[1]+seasonal$order[3]
+ coeff <- matrix(NA, nrow=nrc*2, ncol=nrc)
+ pval <- matrix(NA, nrow=nrc*2, ncol=nrc)
+ mylist <- rep(list(NULL), nrc)
+ names  <- NULL
+ if(order[1] > 0) names <- paste('ar',1:order[1],sep='')
+ if(order[3] > 0) names <- c( names , paste('ma',1:order[3],sep='') )
+ if(seasonal$order[1] > 0) names <- c(names, paste('sar',1:seasonal$order[1],sep=''))
+ if(seasonal$order[3] > 0) names <- c(names, paste('sma',1:seasonal$order[3],sep=''))
+ arima.out <- arima(series, order=order, seasonal=seasonal, include.mean=include.mean, method='ML')
+ mylist[[1]] <- arima.out
+ last.arma <- armaGR(arima.out, names, length(series))
+ mystop <- FALSE
+ i <- 1
+ coeff[i,] <- last.arma[[1]][,1]
+ pval [i,] <- last.arma[[1]][,4]
+ i <- 2
+ aic <- arima.out$aic
+ while(!mystop){
+ mylist[[i]] <- arima.out
+ arima.out <- arima(series, order=order, seasonal=seasonal, include.mean=include.mean, method='ML', fixed=last.arma$next.vector)
+ aic <- c(aic, arima.out$aic)
+ last.arma <- armaGR(arima.out, names, length(series))
+ mystop <- !last.arma$continue
+ coeff[i,] <- last.arma[[1]][,1]
+ pval [i,] <- last.arma[[1]][,4]
+ i <- i+1
+ }
+ list(coeff, pval, mylist, aic=aic)
+ }
> arimaSelectplot <- function(arimaSelect.out,noms,choix){
+ noms <- names(arimaSelect.out[[3]][[1]]$coef)
+ coeff <- arimaSelect.out[[1]]
+ k <- min(which(is.na(coeff[,1])))-1
+ coeff <- coeff[1:k,]
+ pval  <- arimaSelect.out[[2]][1:k,]
+ aic   <- arimaSelect.out$aic[1:k]
+ coeff[coeff==0] <- NA
+ n <- ncol(coeff)
+ if(missing(choix)) choix <- k
+ layout(matrix(c(1,1,1,2,
+ 3,3,3,2,
+ 3,3,3,4,
+ 5,6,7,7),nr=4),
+ widths=c(10,35,45,15),
+ heights=c(30,30,15,15))
+ couleurs <- rainbow(75)[1:50]#(50)
+ ticks <- pretty(coeff)
+ par(mar=c(1,1,3,1))
+ plot(aic,k:1-.5,type='o',pch=21,bg='blue',cex=2,axes=F,lty=2,xpd=NA)
+ points(aic[choix],k-choix+.5,pch=21,cex=4,bg=2,xpd=NA)
+ title('aic',line=2)
+ par(mar=c(3,0,0,0))
+ plot(0,axes=F,xlab='',ylab='',xlim=range(ticks),ylim=c(.1,1))
+ rect(xleft  = min(ticks) + (0:49)/50*(max(ticks)-min(ticks)),
+ xright = min(ticks) + (1:50)/50*(max(ticks)-min(ticks)),
+ ytop   = rep(1,50),
+ ybottom= rep(0,50),col=couleurs,border=NA)
+ axis(1,ticks)
+ rect(xleft=min(ticks),xright=max(ticks),ytop=1,ybottom=0)
+ text(mean(coeff,na.rm=T),.5,'coefficients',cex=2,font=2)
+ par(mar=c(1,1,3,1))
+ image(1:n,1:k,t(coeff[k:1,]),axes=F,col=couleurs,zlim=range(ticks))
+ for(i in 1:n) for(j in 1:k) if(!is.na(coeff[j,i])) {
+ if(pval[j,i]<.01)                            symb = 'green'
+ else if( (pval[j,i]<.05) & (pval[j,i]>=.01)) symb = 'orange'
+ else if( (pval[j,i]<.1)  & (pval[j,i]>=.05)) symb = 'red'
+ else                                         symb = 'black'
+ polygon(c(i+.5   ,i+.2   ,i+.5   ,i+.5),
+ c(k-j+0.5,k-j+0.5,k-j+0.8,k-j+0.5),
+ col=symb)
+ if(j==choix)  {
+ rect(xleft=i-.5,
+ xright=i+.5,
+ ybottom=k-j+1.5,
+ ytop=k-j+.5,
+ lwd=4)
+ text(i,
+ k-j+1,
+ round(coeff[j,i],2),
+ cex=1.2,
+ font=2)
+ }
+ else{
+ rect(xleft=i-.5,xright=i+.5,ybottom=k-j+1.5,ytop=k-j+.5)
+ text(i,k-j+1,round(coeff[j,i],2),cex=1.2,font=1)
+ }
+ }
+ axis(3,1:n,noms)
+ par(mar=c(0.5,0,0,0.5))
+ plot(0,axes=F,xlab='',ylab='',type='n',xlim=c(0,8),ylim=c(-.2,.8))
+ cols <- c('green','orange','red','black')
+ niv  <- c('0','0.01','0.05','0.1')
+ for(i in 0:3){
+ polygon(c(1+2*i   ,1+2*i   ,1+2*i-.5   ,1+2*i),
+ c(.4      ,.7      , .4        , .4),
+ col=cols[i+1])
+ text(2*i,0.5,niv[i+1],cex=1.5)
+ }
+ text(8,.5,1,cex=1.5)
+ text(4,0,'p-value',cex=2)
+ box()
+ residus <- arimaSelect.out[[3]][[choix]]$res
+ par(mar=c(1,2,4,1))
+ acf(residus,main='')
+ title('acf',line=.5)
+ par(mar=c(1,2,4,1))
+ pacf(residus,main='')
+ title('pacf',line=.5)
+ par(mar=c(2,2,4,1))
+ qqnorm(residus,main='')
+ title('qq-norm',line=.5)
+ qqline(residus)
+ residus
+ }
> if (par2 == 0) x <- log(x)
> if (par2 != 0) x <- x^par2
> (selection <- arimaSelect(x, order=c(par6,par3,par7), seasonal=list(order=c(par8,par4,par9), period=par5)))
[[1]]
           [,1]      [,2]        [,3]       [,4]       [,5]
 [1,] 0.5336854 0.1847854 -0.02765613 -0.4470965 -0.7213096
 [2,] 0.4617444 0.1881821  0.00000000 -0.3766776 -0.7209464
 [3,]        NA        NA          NA         NA         NA
 [4,]        NA        NA          NA         NA         NA
 [5,]        NA        NA          NA         NA         NA
 [6,]        NA        NA          NA         NA         NA
 [7,]        NA        NA          NA         NA         NA
 [8,]        NA        NA          NA         NA         NA
 [9,]        NA        NA          NA         NA         NA
[10,]        NA        NA          NA         NA         NA

[[2]]
         [,1]    [,2]    [,3]    [,4] [,5]
 [1,] 0.05794 0.00520 0.76955 0.10479    0
 [2,] 0.00778 0.00444      NA 0.03073    0
 [3,]      NA      NA      NA      NA   NA
 [4,]      NA      NA      NA      NA   NA
 [5,]      NA      NA      NA      NA   NA
 [6,]      NA      NA      NA      NA   NA
 [7,]      NA      NA      NA      NA   NA
 [8,]      NA      NA      NA      NA   NA
 [9,]      NA      NA      NA      NA   NA
[10,]      NA      NA      NA      NA   NA

[[3]]
[[3]][[1]]

Call:
arima(x = series, order = order, seasonal = seasonal, include.mean = include.mean, 
    method = "ML")

Coefficients:
         ar1     ar2      ar3      ma1     sma1
      0.5337  0.1848  -0.0277  -0.4471  -0.7213
s.e.  0.2806  0.0657   0.0943   0.2750   0.0403

sigma^2 estimated as 0.2825:  log likelihood = -286.97,  aic = 585.93

[[3]][[2]]

Call:
arima(x = series, order = order, seasonal = seasonal, include.mean = include.mean, 
    method = "ML")

Coefficients:
         ar1     ar2      ar3      ma1     sma1
      0.5337  0.1848  -0.0277  -0.4471  -0.7213
s.e.  0.2806  0.0657   0.0943   0.2750   0.0403

sigma^2 estimated as 0.2825:  log likelihood = -286.97,  aic = 585.93

[[3]][[3]]
NULL

[[3]][[4]]
NULL

[[3]][[5]]
NULL


$aic
[1] 585.9314 584.0182

Warning message:
In arima(series, order = order, seasonal = seasonal, include.mean = include.mean,  :
  some AR parameters were fixed: setting transform.pars = FALSE
> postscript(file="/var/www/html/rcomp/tmp/1l8uo1293191399.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> resid <- arimaSelectplot(selection)
> dev.off()
null device 
          1 
> resid
Time Series:
Start = 1 
End = 372 
Frequency = 1 
  [1]  8.852493e-03  5.059755e-03  2.900304e-03  1.498531e-03 -1.255896e-06
  [6]  1.218862e-03  1.052759e-03  3.875786e-04 -2.267320e-04 -1.287178e-03
 [11] -1.752666e-04 -8.140185e-03 -4.471362e-02 -6.886914e-02  1.997202e-01
 [16]  3.698846e-01  1.527003e+00 -3.635264e-01  4.558184e-01 -5.637404e-01
 [21] -3.695881e-01  1.280867e+00 -1.361637e+00 -3.699426e-01  1.811993e-01
 [26] -8.640763e-01 -5.620568e-01 -7.274795e-01 -4.073792e-01 -4.839111e-02
 [31] -7.804691e-01 -8.387338e-01  7.162614e-01 -7.017474e-01  8.908643e-01
 [36] -8.328031e-02 -1.586856e+00 -1.082483e+00  4.239789e-01  3.347789e-02
 [41]  1.570847e-01  3.718342e-01 -2.493017e-01  3.230527e-01  8.725881e-01
 [46]  1.207362e-01  9.336051e-02 -1.196958e+00 -1.816132e-01 -5.970434e-02
 [51] -3.618615e-01  5.918345e-01  4.921824e-01 -3.201202e-01  1.069697e-01
 [56]  5.795637e-01 -4.978591e-01 -4.212368e-01 -1.101800e-01 -1.215024e-01
 [61]  5.157277e-01 -9.953842e-01  3.366633e-01  8.619848e-01 -4.697051e-01
 [66] -4.111044e-01 -6.562480e-02  3.036251e-01  8.712456e-01  4.653294e-01
 [71]  8.238647e-01  9.215932e-01  1.203143e+00  4.177728e-01  2.752491e-01
 [76] -2.176297e-01 -2.453679e-01 -1.108141e+00 -3.819901e-02  5.457675e-01
 [81]  8.788989e-02 -8.881024e-01 -3.270231e-01 -4.102258e-01 -3.421324e-01
 [86] -4.460576e-01 -1.435489e-02  5.196829e-01 -7.001390e-01 -4.849308e-02
 [91] -5.041199e-01  5.797266e-01 -3.304095e-01  6.572447e-01  6.489795e-02
 [96] -4.591526e-02 -8.450231e-01 -1.113045e-01  7.375026e-01 -5.158855e-01
[101]  1.020690e+00  4.187039e-01 -6.093011e-01 -9.877347e-01 -2.458145e-01
[106]  2.493268e-01  9.955939e-01  5.028400e-03 -5.378774e-01 -5.517702e-01
[111] -2.717476e-01  3.044603e-01  6.372067e-01  6.287446e-01 -7.034602e-01
[116] -1.555346e-01  3.701851e-01  5.035185e-01  8.324945e-01  1.896261e-01
[121]  7.240686e-01  1.186600e+00  1.609122e-01  1.103017e-02 -4.944151e-01
[126] -3.199598e-01  1.319736e-01 -1.773775e-01 -1.049909e+00 -1.767588e-01
[131] -9.556740e-01  6.820576e-01 -3.941999e-01 -3.220090e-01 -4.035590e-01
[136] -1.114783e+00  8.061175e-02  6.283292e-01  9.540523e-02  3.273572e-01
[141]  1.624825e-01  6.005372e-01  1.547657e-02 -8.843309e-01 -4.455853e-01
[146] -7.551975e-01  1.405231e+00 -3.453768e-01 -2.842049e-01  1.091497e+00
[151] -3.456831e-01  2.842607e-01 -5.585583e-01  9.168412e-01  1.025664e-01
[156]  8.130371e-01 -5.373693e-02  3.293710e-01 -4.895251e-01 -2.779784e-01
[161]  2.468102e-02  1.504178e-01 -2.855970e-01 -4.231573e-01 -2.145786e-01
[166] -1.837115e-01 -7.009847e-01 -5.532442e-02 -2.262072e-01 -4.006450e-01
[171]  9.083415e-02  1.513313e-01  8.220635e-01 -6.974715e-01 -4.791459e-01
[176]  1.075718e+00 -2.087638e-01 -5.499364e-01  5.618262e-01 -2.924986e-01
[181]  3.238908e-01  4.883968e-01 -8.136413e-01 -5.530994e-02  2.987678e-01
[186]  3.267943e-01 -3.630145e-01 -3.816477e-01  1.564882e-01  1.838232e-01
[191]  2.747780e-01 -5.489897e-01 -7.240329e-02 -2.556436e-01 -1.052308e-02
[196]  2.211223e-01 -5.047870e-01  1.118629e+00 -1.131397e+00  3.038246e-01
[201]  1.924446e-01  6.818202e-02 -7.076788e-01  9.332394e-02 -3.011506e-01
[206]  5.246784e-01 -6.083172e-01  5.191773e-01 -2.699224e-01  6.299061e-01
[211] -5.254812e-01 -1.956876e-01 -4.152376e-02 -9.041255e-02 -2.357254e-01
[216] -4.261784e-01 -2.652847e-01 -4.491605e-01  5.500835e-01  3.128189e-01
[221]  6.618070e-01  4.216327e-01 -4.528874e-01 -1.666688e-01 -1.398660e-01
[226]  1.800115e-01 -3.757024e-01  2.043398e-01 -8.748431e-02 -9.411114e-03
[231] -2.737443e-02  2.878950e-02 -3.216627e-01  1.529711e+00  2.360645e-01
[236] -5.532926e-01  5.970380e-01  3.328550e-01 -9.960555e-01 -7.500450e-01
[241] -3.389602e-01  7.509074e-01 -2.684553e-01 -4.733973e-01 -8.353341e-02
[246]  1.689641e+00  1.091949e-01 -8.959018e-01  8.687885e-02 -1.134520e-01
[251] -2.195088e-01 -3.823045e-01  8.984352e-02  4.098059e-02  2.528235e-01
[256]  3.904289e-01 -3.847957e-01  4.625596e-01  6.093799e-01 -1.841906e-01
[261]  7.129261e-01 -2.985545e-01 -9.591041e-01 -4.008986e-02  9.894862e-01
[266]  8.138463e-01  2.791742e-01  1.463624e-01 -1.377390e-01  1.690111e-01
[271]  5.306943e-01  1.800530e-02  3.517199e-01 -8.738212e-03  4.960082e-01
[276]  1.226759e-01 -1.182470e-01 -5.008931e-01 -9.021940e-02 -2.444330e-01
[281] -1.322238e-01 -4.004656e-01  6.029578e-01  3.312966e-01 -3.562328e-01
[286] -4.819171e-01  3.006011e-01 -5.866618e-02 -7.834822e-04 -3.675181e-01
[291]  1.591099e-01 -2.149354e-01 -2.278865e-01 -2.788041e-01  2.642393e-01
[296]  1.565860e-01 -1.541714e-01 -1.251797e-01 -8.453764e-01 -7.871736e-02
[301] -1.054618e-01  3.203105e-01 -1.543153e-01  1.649967e-01 -2.424238e-01
[306] -1.790830e-01  5.556478e-02 -3.307630e-03  2.746405e-01 -6.581369e-01
[311]  6.016284e-01  3.152094e-01  5.494442e-01 -1.009778e-01 -4.599969e-01
[316] -1.990640e-01  3.918805e-01  1.845762e-01  3.282172e-01 -1.581804e-01
[321]  8.776849e-01  7.175912e-02  8.186646e-01  8.184628e-01  1.756191e+00
[326] -5.586678e-01  1.574631e-01 -2.551385e-01  1.875960e-02 -1.170233e+00
[331] -8.209225e-02  7.704625e-02 -2.273237e-01  5.380439e-02 -5.437939e-01
[336] -9.737092e-02 -4.100917e-01 -3.579592e-01 -2.450614e-01 -1.878644e-02
[341] -4.023509e-01  3.024516e-01  5.938014e-01  3.463251e-01 -5.712676e-01
[346]  5.979015e-02  1.164207e-01 -2.243610e-01 -6.708346e-01  4.454235e-01
[351] -2.737137e-01 -8.308758e-01  5.379530e-02  2.663752e-01 -4.074739e-01
[356]  4.456175e-01 -3.080476e-01  2.063461e-02 -1.235030e-01 -9.182545e-01
[361]  1.497651e-01 -2.839249e-01  3.081181e-01 -2.199710e-01  2.992393e-01
[366] -6.131564e-01  8.444745e-01 -3.251795e-01 -4.537120e-02 -2.159134e-01
[371] -1.523520e-02  5.177333e-01
> postscript(file="/var/www/html/rcomp/tmp/2l8uo1293191399.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> acf(resid,length(resid)/2, main='Residual Autocorrelation Function')
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/rcomp/tmp/3l8uo1293191399.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> pacf(resid,length(resid)/2, main='Residual Partial Autocorrelation Function')
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/rcomp/tmp/4l8uo1293191399.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> cpgram(resid, main='Residual Cumulative Periodogram')
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/rcomp/tmp/5whcr1293191399.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> hist(resid, main='Residual Histogram', xlab='values of Residuals')
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/rcomp/tmp/6whcr1293191399.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> densityplot(~resid,col='black',main='Residual Density Plot', xlab='values of Residuals')
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/rcomp/tmp/7whcr1293191399.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> qqnorm(resid, main='Residual Normal Q-Q Plot')
> qqline(resid)
> dev.off()
null device 
          1 
> ncols <- length(selection[[1]][1,])
> nrows <- length(selection[[2]][,1])-1
> 
> #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,'ARIMA Parameter Estimation and Backward Selection', ncols+1,TRUE)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a,'Iteration', header=TRUE)
> for (i in 1:ncols) {
+ a<-table.element(a,names(selection[[3]][[1]]$coef)[i],header=TRUE)
+ }
> a<-table.row.end(a)
> for (j in 1:nrows) {
+ a<-table.row.start(a)
+ mydum <- 'Estimates ('
+ mydum <- paste(mydum,j)
+ mydum <- paste(mydum,')')
+ a<-table.element(a,mydum, header=TRUE)
+ for (i in 1:ncols) {
+ a<-table.element(a,round(selection[[1]][j,i],4))
+ }
+ a<-table.row.end(a)
+ a<-table.row.start(a)
+ a<-table.element(a,'(p-val)', header=TRUE)
+ for (i in 1:ncols) {
+ mydum <- '('
+ mydum <- paste(mydum,round(selection[[2]][j,i],4),sep='')
+ mydum <- paste(mydum,')')
+ a<-table.element(a,mydum)
+ }
+ a<-table.row.end(a)
+ }
> a<-table.end(a)
> table.save(a,file="/var/www/html/rcomp/tmp/8srr01293191399.tab") 
> a<-table.start()
> a<-table.row.start(a)
> a<-table.element(a,'Estimated ARIMA Residuals', 1,TRUE)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a,'Value', 1,TRUE)
> a<-table.row.end(a)
> for (i in (par4*par5+par3):length(resid)) {
+ a<-table.row.start(a)
+ a<-table.element(a,resid[i])
+ a<-table.row.end(a)
+ }
> a<-table.end(a)
> table.save(a,file="/var/www/html/rcomp/tmp/920r31293191399.tab") 
> 
> try(system("convert tmp/1l8uo1293191399.ps tmp/1l8uo1293191399.png",intern=TRUE))
character(0)
> try(system("convert tmp/2l8uo1293191399.ps tmp/2l8uo1293191399.png",intern=TRUE))
character(0)
> try(system("convert tmp/3l8uo1293191399.ps tmp/3l8uo1293191399.png",intern=TRUE))
character(0)
> try(system("convert tmp/4l8uo1293191399.ps tmp/4l8uo1293191399.png",intern=TRUE))
character(0)
> try(system("convert tmp/5whcr1293191399.ps tmp/5whcr1293191399.png",intern=TRUE))
character(0)
> try(system("convert tmp/6whcr1293191399.ps tmp/6whcr1293191399.png",intern=TRUE))
character(0)
> try(system("convert tmp/7whcr1293191399.ps tmp/7whcr1293191399.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  5.535   1.195  11.720