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Type 'q()' to quit R. > x <- c(17.88,18.11,18.16,18.27,18.29,18.35,18.35,18.38,18.41,18.41,18.42,18.43,18.48,18.54,18.65,18.66,18.69,18.72,18.72,18.73,18.84,18.83,18.91,18.91,18.94,18.97,19,19.08,19.18,19.24,19.23,19.25,19.3,19.33,19.35,19.35,19.31,19.47,19.7,19.76,19.9,19.97,20.1,20.26,20.44,20.43,20.57,20.6,20.69,20.93,20.98,21.11,21.14,21.16,21.32,21.32,21.48,21.58,21.74,21.75,21.81,21.89,22.21,22.37,22.47,22.51,22.55,22.61,22.58,22.85,22.93,22.98,23.01,23.11,23.18,23.18,23.21,23.22,23.12,23.15,23.16,23.21,23.21,23.22) > par8 = '' > par7 = '0.95' > par6 = 'White Noise' > par5 = '12' > par4 = '0' > par3 = '0' > 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/html/rcomp/tmp/1gebr1293808261.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/2thc01293808261.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/3eaa21293808261.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 0.971524087 0.943912649 0.915193351 0.886795857 [6] 0.857330564 0.827216815 0.794523217 0.760699435 0.726138326 [11] 0.690359679 0.654187763 0.617617650 0.580416468 0.542896915 [16] 0.506098446 0.471070204 0.434932972 0.398706490 0.361645486 [21] 0.323898564 0.287042490 0.250715704 0.217653851 0.184368117 [26] 0.150913351 0.116712569 0.083543989 0.051346026 0.021150922 [31] -0.009261194 -0.038877071 -0.068860100 -0.098801149 -0.127636629 [36] -0.156383643 -0.183301056 -0.210449557 -0.236484444 -0.259316261 [41] -0.282170355 -0.302245306 -0.320556380 -0.336953048 -0.351643233 [46] -0.363540626 -0.375361293 -0.383806548 -0.390722757 > (mypacf <- c(rpacf$acf)) [1] 0.9715240872 0.0009546906 -0.0337106426 -0.0098412164 -0.0335635099 [6] -0.0282110603 -0.0622335235 -0.0398321476 -0.0315601457 -0.0420515542 [11] -0.0275701191 -0.0274706040 -0.0318829538 -0.0272614889 -0.0095559254 [16] 0.0104796917 -0.0410763279 -0.0266806170 -0.0386333494 -0.0406928758 [21] -0.0133441515 -0.0209077220 0.0306214773 -0.0284451860 -0.0325481626 [26] -0.0401014550 -0.0148952402 -0.0136616447 0.0015070782 -0.0331408178 [31] -0.0177390324 -0.0396935037 -0.0355386829 -0.0170893109 -0.0358758089 [36] -0.0021441839 -0.0369831026 -0.0140070872 0.0214138238 -0.0365781006 [41] 0.0125415993 0.0000913780 0.0036570619 0.0021552685 0.0165720029 [46] -0.0293579184 0.0227158787 -0.0041727541 > 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/4atv71293808261.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/530kz1293808261.tab") > > try(system("convert tmp/1gebr1293808261.ps tmp/1gebr1293808261.png",intern=TRUE)) character(0) > try(system("convert tmp/2thc01293808261.ps tmp/2thc01293808261.png",intern=TRUE)) character(0) > try(system("convert tmp/3eaa21293808261.ps tmp/3eaa21293808261.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.697 0.460 4.905