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Type 'q()' to quit R. > x <- c(09.166456,07.970589,07.104091,06.621064,07.529215,08.170938,08.157450,07.378962,07.921496,08.156740,08.856365,08.817177,08.734347,09.345927,08.992970,10.785120,08.886867,08.818847,08.823744,09.165298,08.652657,08.173054,07.563416,07.595809,08.381467,07.216432,06.540178,06.238914,05.487288,05.759462,05.993215,07.474726,07.348907,07.303379,07.119314,06.993780,06.958153,07.595706,08.088153,07.555753,07.315433,07.893427,08.858794,08.839367,08.014733,07.873465,08.930377,10.500550,12.611440,11.417870,11.872490,11.060820,12.043310,09.776299,09.557194,09.202590,10.224020,09.350807,08.300913,08.365779,08.133595,07.660470,08.074839,07.848597,07.998220,07.396895,07.900419,08.100500,07.899453,07.599783,08.100929,09.002175,10.298900,10.101520,10.699150,09.698140,09.800951,10.900470,10.697850,09.297252,10.397440,10.900720,12.901270,13.099060,11.698280,11.099870,11.301570,10.702110,10.099310,09.591119) > par8 = '' > par7 = '0.95' > par6 = 'MA' > par5 = '12' > par4 = '1' > par3 = '0' > par2 = '1' > par1 = '36' > #'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/1dbsd1293627613.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/26k9g1293627613.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/36k9g1293627613.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] 1.00000000 0.86156067 0.71287014 0.58176813 0.52519539 0.42413299 [7] 0.27089292 0.12512694 0.02619005 -0.05764212 -0.18916360 -0.35673612 [13] -0.52117492 -0.54840119 -0.53985502 -0.51951981 -0.52321738 -0.51693019 [19] -0.49525074 -0.47614871 -0.46071446 -0.42602619 -0.35239520 -0.24376224 [25] -0.11263397 -0.02015031 0.04418833 0.09521341 0.15441900 0.21615624 [31] 0.27452316 0.34275784 0.40698084 0.45831111 0.44889212 0.42230656 [37] 0.35033261 > (mypacf <- c(rpacf$acf)) [1] 0.8615606684 -0.1141448944 -0.0164163993 0.2049850057 -0.2470890303 [6] -0.2500694351 0.0065338775 -0.0278801570 -0.1326944601 -0.2291709630 [11] -0.2314007390 -0.2736066210 0.2787194542 0.0079073674 0.0047478938 [16] 0.1256814435 -0.1785534907 -0.2608818530 -0.1142068315 -0.0832614506 [21] -0.0218123589 0.0601328750 0.0010604188 -0.0006583924 0.0335470942 [26] -0.0979947182 0.0074413779 0.0871001990 -0.0390555964 -0.0265049744 [31] 0.0559536104 -0.0822020686 0.0118772883 -0.1221612555 0.0414021801 [36] -0.0665778716 > 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/4kcpp1293627613.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/5dm6s1293627613.tab") > > try(system("convert tmp/1dbsd1293627613.ps tmp/1dbsd1293627613.png",intern=TRUE)) character(0) > try(system("convert tmp/26k9g1293627613.ps tmp/26k9g1293627613.png",intern=TRUE)) character(0) > try(system("convert tmp/36k9g1293627613.ps tmp/36k9g1293627613.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.715 0.491 8.942