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Type 'q()' to quit R. > x <- c(01.303763,01.416094,01.052458,01.312283,01.309429,01.492409,01.026556,01.005406,01.334886,01.393873,01.128092,01.122787,01.213104,01.253528,01.094796,00.912944,01.195130,00.927499,00.965333,01.198078,00.966362,00.973685,00.994801,00.826262,00.688888,00.781307,00.604791,01.086240,00.774026,01.026032,00.676435,00.830525,00.791624,00.752391,00.670202,00.880336,00.914297,00.961042,00.930194,00.867966,00.989160,00.997288,00.798744,00.975379,00.934721,00.973234,00.815300,00.940209,00.794493,00.931340,00.922050,00.784517,00.822098,00.891026,00.807306,00.951441,01.147907,01.172609,01.281051,01.165962,00.978911,01.410951,01.197838,01.288368,01.102253,01.197657,01.299984,01.198611,01.299252,01.097604,01.399770,01.398396,01.401880,01.699717,01.397610,01.500135,01.400136,01.400427,01.341477,01.338580,01.482977,01.163253,01.328468,01.234550,01.484741,01.336579,01.339292,01.405225,01.333491,01.149740) > par8 = '' > par7 = '0.95' > par6 = 'MA' > par5 = '12' > par4 = '1' > par3 = '1' > 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/17jf61293627983.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/2hsxq1293627983.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/3hsxq1293627983.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 -0.535554756 0.145054520 -0.083212610 -0.015594353 [6] 0.110398431 -0.129527263 -0.025164808 0.097066807 0.100440388 [11] -0.178387821 0.260733821 -0.426546485 0.264764268 -0.059314766 [16] -0.045287689 0.093302608 -0.090887765 0.127998459 -0.054847310 [21] -0.062552053 0.059661117 -0.009273733 0.018066757 -0.014336342 [26] -0.072116516 0.100227600 -0.059540521 0.024312461 -0.001533028 [31] -0.004275366 0.059366644 -0.020742718 -0.136932044 0.112275425 [36] -0.050893916 0.060477977 > (mypacf <- c(rpacf$acf)) [1] -0.5355547557 -0.1987775268 -0.1409372933 -0.1561971836 0.0362571656 [6] -0.0608743002 -0.1920805328 -0.0272446570 0.2302708194 -0.0274224260 [11] 0.2689326139 -0.2321511527 -0.2028865477 -0.0185880193 -0.0382306530 [16] -0.0005805717 0.0160628063 0.0304686709 -0.0372023572 -0.0502233846 [21] 0.1787462284 0.0032560757 0.1775929383 -0.0652332083 -0.2346474540 [26] -0.0195814122 -0.0913190309 0.0542289329 0.0724270044 0.0424758455 [31] 0.0688817678 0.0089223959 -0.0605760025 -0.0738461323 0.0355266912 [36] 0.0335112414 > 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/4vkuz1293627983.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/56tu21293627983.tab") > > try(system("convert tmp/17jf61293627983.ps tmp/17jf61293627983.png",intern=TRUE)) character(0) > try(system("convert tmp/2hsxq1293627983.ps tmp/2hsxq1293627983.png",intern=TRUE)) character(0) > try(system("convert tmp/3hsxq1293627983.ps tmp/3hsxq1293627983.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.699 0.475 1.821