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Type 'q()' to quit R. > x <- c(1.8,1.7,1.4,1.2,1,1.7,2.4,2,2.1,2,1.8,2.7,2.3,1.9,2,2.3,2.8,2.4,2.3,2.7,2.7,2.9,3,2.2,2.3,2.8,2.8,2.8,2.2,2.6,2.8,2.5,2.4,2.3,1.9,1.7,2,2.1,1.7,1.8,1.8,1.8,1.3,1.3,1.3,1.2,1.4,2.2,2.9,3.1,3.5,3.6,4.4,4.1,5.1,5.8,5.9,5.4,5.5,4.8,3.2) > 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/rcomp/tmp/1bjuy1293266680.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/2mbb11293266680.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/3mbb11293266680.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 0.130126245 -0.067331867 0.101418915 0.018788334 [6] -0.004698425 -0.067292527 -0.031608640 -0.075480572 -0.124904780 [11] 0.007635499 0.077625485 -0.358929242 -0.223223897 0.016606763 [16] 0.061759026 -0.025243639 -0.129037248 0.049369669 0.055575523 [21] -0.072412067 0.019652916 0.037687535 -0.093357831 -0.083369991 [26] 0.145007421 0.030323838 -0.046915402 0.018514743 0.036737121 [31] 0.017193284 -0.025686211 0.057715073 0.041872754 -0.017663573 [36] -0.074410350 0.090397511 0.059346780 -0.035488082 0.017952363 [41] -0.001028199 0.006974769 0.013985301 0.087784096 -0.026470325 [46] -0.082895231 -0.004751176 0.070120523 -0.005804410 > (mypacf <- c(rpacf$acf)) [1] 0.1301262450 -0.0857161241 0.1251075481 -0.0206846282 0.0150254480 [6] -0.0846072245 -0.0084987891 -0.0880712256 -0.0919629356 0.0305510798 [11] 0.0751682356 -0.3825904975 -0.1251199773 -0.0296209931 0.1173896719 [16] -0.0445699102 -0.1427675605 -0.0025042317 0.0226297933 -0.1270318617 [21] -0.0699461431 -0.0161957809 -0.0165758743 -0.2266944280 0.0109777140 [26] -0.0923671157 0.0640786482 -0.0232334822 -0.1376947792 -0.0668707188 [31] 0.0165816944 -0.0195425976 -0.0633672728 -0.0586948712 -0.1212832950 [36] -0.0430150569 0.0142494782 -0.0553612265 0.0152306676 -0.0738229972 [41] -0.0814895324 0.0008027186 0.0687800234 -0.0934024289 -0.0610904214 [46] -0.0511381084 -0.0385857199 -0.0407907637 > 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/47tsp1293266680.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/5tc8v1293266680.tab") > > try(system("convert tmp/1bjuy1293266680.ps tmp/1bjuy1293266680.png",intern=TRUE)) character(0) > try(system("convert tmp/2mbb11293266680.ps tmp/2mbb11293266680.png",intern=TRUE)) character(0) > try(system("convert tmp/3mbb11293266680.ps tmp/3mbb11293266680.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.840 0.290 1.101