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Type 'q()' to quit R. > x <- c(206010 + ,198112 + ,194519 + ,185705 + ,180173 + ,176142 + ,203401 + ,221902 + ,197378 + ,185001 + ,176356 + ,180449 + ,180144 + ,173666 + ,165688 + ,161570 + ,156145 + ,153730 + ,182698 + ,200765 + ,176512 + ,166618 + ,158644 + ,159585 + ,163095 + ,159044 + ,155511 + ,153745 + ,150569 + ,150605 + ,179612 + ,194690 + ,189917 + ,184128 + ,175335 + ,179566 + ,181140 + ,177876 + ,175041 + ,169292 + ,166070 + ,166972 + ,206348 + ,215706 + ,202108 + ,195411 + ,193111 + ,195198 + ,198770 + ,194163 + ,190420 + ,189733 + ,186029 + ,191531 + ,232571 + ,243477 + ,227247 + ,217859 + ,208679 + ,213188 + ,216234 + ,213586 + ,209465 + ,204045 + ,200237 + ,203666 + ,241476 + ,260307 + ,243324 + ,244460 + ,233575 + ,237217 + ,235243 + ,230354 + ,227184 + ,221678 + ,217142 + ,219452 + ,256446 + ,265845 + ,248624 + ,241114 + ,229245 + ,231805 + ,219277 + ,219313 + ,212610 + ,214771 + ,211142 + ,211457 + ,240048 + ,240636 + ,230580 + ,208795 + ,197922 + ,194596 + ,194581 + ,185686 + ,178106 + ,172608 + ,167302 + ,168053 + ,202300 + ,202388 + ,182516 + ,173476 + ,166444 + ,171297 + ,169701 + ,164182 + ,161914 + ,159612 + ,151001 + ,158114 + ,186530 + ,187069 + ,174330 + ,169362 + ,166827 + ,178037 + ,186413 + ,189226 + ,191563 + ,188906 + ,186005 + ,195309 + ,223532 + ,226899 + ,214126 + ,206903 + ,204442 + ,220375 + ,214320 + ,212588 + ,205816 + ,202196 + ,195722 + ,198563 + ,229139 + ,229527 + ,211868 + ,203555 + ,195770) > par20 = '' > par19 = '' > par18 = '' > par17 = '' > par16 = '' > par15 = '' > par14 = '' > par13 = '' > par12 = '' > par11 = '' > par10 = '' > par9 = '' > par8 = '' > par7 = '0.95' > par6 = 'MA' > par5 = '12' > par4 = '0' > par3 = '0' > par2 = '1' > par1 = '36' > ylab = '' > xlab = '' > main = '' > #'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/wessaorg/rcomp/tmp/1x6df1293658770.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/wessaorg/rcomp/tmp/27gui1293658770.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/wessaorg/rcomp/tmp/37gui1293658770.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 0.88735646 0.72229043 0.62852474 0.60425419 0.61273419 [7] 0.60118744 0.56215731 0.49899512 0.46888217 0.49917569 0.59911845 [13] 0.64280743 0.50035961 0.31508798 0.19784539 0.14666054 0.13021781 [19] 0.10049626 0.04710215 -0.02199581 -0.05629164 -0.03319953 0.05661733 [25] 0.09257047 -0.03477736 -0.19320795 -0.28494653 -0.31563588 -0.31325977 [31] -0.32182705 -0.34597290 -0.38122765 -0.38389221 -0.33301817 -0.22270902 [37] -0.17166515 > (mypacf <- c(rpacf$acf)) [1] 0.8873564634 -0.3062630086 0.3273543852 0.1017567680 0.1458500888 [6] -0.0399858412 0.0344770487 -0.1072840844 0.2008537733 0.1297463792 [11] 0.4190719484 -0.3513637208 -0.6827667851 -0.0100371323 -0.0782495822 [16] -0.1940299197 0.0369570652 -0.0935441873 0.0488268253 0.0575832315 [21] 0.0644887759 0.0129547510 0.1103627681 -0.0006159798 -0.0810512488 [26] 0.0464942512 0.0263337442 -0.1048826333 0.0276575089 -0.0891832484 [31] 0.1138824221 -0.0614312297 0.0384442298 0.0006687972 0.0249497801 [36] -0.1281237146 > lengthx <- length(x) > sqrtn <- sqrt(lengthx) > > #Note: the /var/www/wessaorg/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/wessaorg/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/wessaorg/rcomp/tmp/4byto1293658770.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/wessaorg/rcomp/tmp/5wzrt1293658770.tab") > > try(system("convert tmp/1x6df1293658770.ps tmp/1x6df1293658770.png",intern=TRUE)) character(0) > try(system("convert tmp/27gui1293658770.ps tmp/27gui1293658770.png",intern=TRUE)) character(0) > try(system("convert tmp/37gui1293658770.ps tmp/37gui1293658770.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.83 0.15 1.02