R version 2.12.0 (2010-10-15)
Copyright (C) 2010 The R Foundation for Statistical Computing
ISBN 3-900051-07-0
Platform: i486-pc-linux-gnu (32-bit)

R is free software and comes with ABSOLUTELY NO WARRANTY.
You are welcome to redistribute it under certain conditions.
Type 'license()' or 'licence()' for distribution details.

R is a collaborative project with many contributors.
Type 'contributors()' for more information and
'citation()' on how to cite R or R packages in publications.

Type 'demo()' for some demos, 'help()' for on-line help, or
'help.start()' for an HTML browser interface to help.
Type 'q()' to quit R.

> x <- c(1483509
+ ,8036554
+ ,4623093
+ ,5528662
+ ,4221032
+ ,8061847
+ ,7640066
+ ,2935533
+ ,8161548
+ ,2543967
+ ,13163450
+ ,3348436
+ ,3997440
+ ,2322911
+ ,2019457
+ ,3047748
+ ,5728767
+ ,2605173
+ ,5646743
+ ,13121544
+ ,3453409
+ ,1878333
+ ,4247362
+ ,23022552
+ ,7646203
+ ,9016602
+ ,3606568
+ ,3173510
+ ,17568772
+ ,10805045
+ ,31056269
+ ,15623385
+ ,6663443
+ ,35435745
+ ,2823250
+ ,5197089
+ ,4120632
+ ,8832767
+ ,3695374
+ ,8385805
+ ,3777904
+ ,5199532
+ ,5297275
+ ,14847382
+ ,5900158
+ ,4416718
+ ,3926429
+ ,4876884
+ ,2795297
+ ,3385527
+ ,3877941
+ ,3556729
+ ,4982836
+ ,2976325
+ ,2295026
+ ,2218752
+ ,4146062
+ ,3302091
+ ,3864505
+ ,5454794
+ ,1749836
+ ,6684048
+ ,2809918
+ ,4092664
+ ,5070470
+ ,9814477
+ ,6665318
+ ,3912554
+ ,6188129
+ ,3627991
+ ,3308767
+ ,3820332
+ ,4932979
+ ,5567917
+ ,5020814
+ ,3803273
+ ,3999984
+ ,4883104
+ ,13731747
+ ,47531824
+ ,8415570
+ ,22178158
+ ,61211654
+ ,18223748
+ ,17678085
+ ,49299580
+ ,25899948
+ ,34121754
+ ,9859231
+ ,29740892
+ ,21085212
+ ,43003866
+ ,59549247
+ ,18026465
+ ,4680597
+ ,5564728
+ ,11792347
+ ,10371624
+ ,3728446
+ ,5732978
+ ,4067638
+ ,2395508
+ ,5018801
+ ,22068888
+ ,7678580
+ ,15510095
+ ,6471239
+ ,14349204
+ ,35151574
+ ,8210488
+ ,5022664
+ ,13996871
+ ,12822431
+ ,14011552
+ ,20260980
+ ,23718976
+ ,45833049
+ ,30688420
+ ,16576062
+ ,14844405
+ ,16728286
+ ,43477680
+ ,57497427
+ ,24233726
+ ,24921208
+ ,9516725
+ ,27977239
+ ,21632046
+ ,22956809
+ ,9704324
+ ,19871149
+ ,5553842
+ ,5667858
+ ,4348188
+ ,10025042
+ ,10639796
+ ,8639184
+ ,10764378
+ ,12097733
+ ,3988414
+ ,4607102
+ ,7126895
+ ,6009625
+ ,21533237
+ ,5986771
+ ,5455310
+ ,1822874
+ ,3374062
+ ,2920748
+ ,2295942
+ ,6809829
+ ,3318281
+ ,13784645
+ ,7366577
+ ,1628637
+ ,4258976
+ ,7159779
+ ,8098401
+ ,6894240
+ ,3771246
+ ,3249726
+ ,3147380
+ ,4063037
+ ,9621916
+ ,5890158
+ ,2142901
+ ,3145007
+ ,1562168
+ ,3303103
+ ,5886910
+ ,3454270
+ ,6995348
+ ,6487869
+ ,12091976
+ ,3934625
+ ,3999749
+ ,3613526
+ ,4271706
+ ,4253390
+ ,5551591
+ ,4663041
+ ,2104104
+ ,5385399
+ ,6205877
+ ,7529500
+ ,17222705
+ ,6230913
+ ,6508275
+ ,4518884
+ ,4234991
+ ,5625388
+ ,5810139
+ ,6942187
+ ,3711188
+ ,4261281
+ ,1989945
+ ,5033342
+ ,7239565
+ ,11058795
+ ,7384772
+ ,3884771
+ ,3239201
+ ,2316403
+ ,4034947
+ ,3245271
+ ,2387251
+ ,2174886
+ ,3436080
+ ,3738956
+ ,1884730
+ ,1509144
+ ,42728366
+ ,3446317
+ ,4600683
+ ,2953615
+ ,3570060
+ ,2130208
+ ,2442943
+ ,4892020
+ ,3222192
+ ,3121617
+ ,3665542
+ ,5519432
+ ,4113468
+ ,1714614
+ ,3651985
+ ,2419548
+ ,2378854
+ ,2303949
+ ,2555534
+ ,1713005
+ ,1705960
+ ,6115046
+ ,3951044
+ ,3785568
+ ,4670530
+ ,2265100
+ ,1105643
+ ,2814152
+ ,3728673
+ ,2038949
+ ,2402919
+ ,2348814
+ ,2797822
+ ,902505
+ ,1331319
+ ,4204238
+ ,2212485
+ ,6797382
+ ,4532324
+ ,1778808
+ ,1890720
+ ,5463736
+ ,11368931
+ ,2040164
+ ,4276399
+ ,3714445
+ ,2068168
+ ,1003842
+ ,2858535
+ ,2355484
+ ,2719262
+ ,1897741
+ ,3945185
+ ,3799916
+ ,1017654
+ ,3052241
+ ,3932970
+ ,3598151
+ ,2296005
+ ,2202018
+ ,2461777
+ ,2452042
+ ,2185142
+ ,11968502
+ ,20395972
+ ,21756900
+ ,30024300
+ ,10811344
+ ,1819202
+ ,1276885
+ ,2946701
+ ,3587459
+ ,2832691
+ ,6674805
+ ,3868362
+ ,4302909
+ ,23265229
+ ,22348002
+ ,11883953
+ ,6634979
+ ,2935493
+ ,3425669
+ ,1171611
+ ,6875879
+ ,19451908
+ ,13885933
+ ,7643317
+ ,10797966
+ ,7297445
+ ,8739736
+ ,12455537
+ ,24291181
+ ,4215150
+ ,28652176
+ ,6851172
+ ,3746871
+ ,7327861
+ ,16829710
+ ,13778594
+ ,6463717
+ ,8956867
+ ,21204915
+ ,16115855
+ ,2536113
+ ,16645717
+ ,17003730
+ ,15969006
+ ,31020427
+ ,23798897
+ ,20770321
+ ,44410402
+ ,27037491
+ ,29627771
+ ,18189792
+ ,4654610
+ ,12307201
+ ,15300578
+ ,10623864
+ ,6880178
+ ,29947357
+ ,18611399
+ ,42432604
+ ,20208278
+ ,14004392
+ ,25737765
+ ,16735738
+ ,22450825
+ ,6880840
+ ,8510379
+ ,8182481
+ ,10948683
+ ,4805277
+ ,2589229
+ ,5658407
+ ,12862611
+ ,5666188
+ ,6875556
+ ,7098766
+ ,36083309
+ ,10200330
+ ,7784976)
> par9 = '1'
> par8 = '2'
> par7 = '1'
> par6 = '3'
> par5 = '12'
> par4 = '0'
> par3 = '0'
> par2 = '0.0'
> par1 = 'FALSE'
> #'GNU S' R Code compiled by R2WASP v. 1.0.44 ()
> #Author: Prof. Dr. P. Wessa
> #To cite this work: AUTHOR(S), (YEAR), YOUR SOFTWARE TITLE (vNUMBER) in Free Statistics Software (v$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: Write here your technical program description (don't use hard returns!)
> library(lattice)
> if (par1 == 'TRUE') par1 <- TRUE
> if (par1 == 'FALSE') par1 <- FALSE
> par2 <- as.numeric(par2) #Box-Cox lambda transformation parameter
> par3 <- as.numeric(par3) #degree of non-seasonal differencing
> par4 <- as.numeric(par4) #degree of seasonal differencing
> par5 <- as.numeric(par5) #seasonal period
> par6 <- as.numeric(par6) #degree (p) of the non-seasonal AR(p) polynomial
> par7 <- as.numeric(par7) #degree (q) of the non-seasonal MA(q) polynomial
> par8 <- as.numeric(par8) #degree (P) of the seasonal AR(P) polynomial
> par9 <- as.numeric(par9) #degree (Q) of the seasonal MA(Q) polynomial
> armaGR <- function(arima.out, names, n){
+ try1 <- arima.out$coef
+ try2 <- sqrt(diag(arima.out$var.coef))
+ try.data.frame  <- data.frame(matrix(NA,ncol=4,nrow=length(names)))
+ dimnames(try.data.frame) <- list(names,c('coef','std','tstat','pv'))
+ try.data.frame[,1] <- try1
+ for(i in 1:length(try2)) try.data.frame[which(rownames(try.data.frame)==names(try2)[i]),2] <- try2[i]
+ try.data.frame[,3] <- try.data.frame[,1] / try.data.frame[,2]
+ try.data.frame[,4] <- round((1-pt(abs(try.data.frame[,3]),df=n-(length(try2)+1)))*2,5)
+ vector <- rep(NA,length(names))
+ vector[is.na(try.data.frame[,4])] <- 0
+ maxi <- which.max(try.data.frame[,4])
+ continue <- max(try.data.frame[,4],na.rm=TRUE) > .05
+ vector[maxi] <- 0
+ list(summary=try.data.frame,next.vector=vector,continue=continue)
+ }
> arimaSelect <- function(series, order=c(13,0,0), seasonal=list(order=c(2,0,0),period=12), include.mean=F){
+ nrc <- order[1]+order[3]+seasonal$order[1]+seasonal$order[3]
+ coeff <- matrix(NA, nrow=nrc*2, ncol=nrc)
+ pval <- matrix(NA, nrow=nrc*2, ncol=nrc)
+ mylist <- rep(list(NULL), nrc)
+ names  <- NULL
+ if(order[1] > 0) names <- paste('ar',1:order[1],sep='')
+ if(order[3] > 0) names <- c( names , paste('ma',1:order[3],sep='') )
+ if(seasonal$order[1] > 0) names <- c(names, paste('sar',1:seasonal$order[1],sep=''))
+ if(seasonal$order[3] > 0) names <- c(names, paste('sma',1:seasonal$order[3],sep=''))
+ arima.out <- arima(series, order=order, seasonal=seasonal, include.mean=include.mean, method='ML')
+ mylist[[1]] <- arima.out
+ last.arma <- armaGR(arima.out, names, length(series))
+ mystop <- FALSE
+ i <- 1
+ coeff[i,] <- last.arma[[1]][,1]
+ pval [i,] <- last.arma[[1]][,4]
+ i <- 2
+ aic <- arima.out$aic
+ while(!mystop){
+ mylist[[i]] <- arima.out
+ arima.out <- arima(series, order=order, seasonal=seasonal, include.mean=include.mean, method='ML', fixed=last.arma$next.vector)
+ aic <- c(aic, arima.out$aic)
+ last.arma <- armaGR(arima.out, names, length(series))
+ mystop <- !last.arma$continue
+ coeff[i,] <- last.arma[[1]][,1]
+ pval [i,] <- last.arma[[1]][,4]
+ i <- i+1
+ }
+ list(coeff, pval, mylist, aic=aic)
+ }
> arimaSelectplot <- function(arimaSelect.out,noms,choix){
+ noms <- names(arimaSelect.out[[3]][[1]]$coef)
+ coeff <- arimaSelect.out[[1]]
+ k <- min(which(is.na(coeff[,1])))-1
+ coeff <- coeff[1:k,]
+ pval  <- arimaSelect.out[[2]][1:k,]
+ aic   <- arimaSelect.out$aic[1:k]
+ coeff[coeff==0] <- NA
+ n <- ncol(coeff)
+ if(missing(choix)) choix <- k
+ layout(matrix(c(1,1,1,2,
+ 3,3,3,2,
+ 3,3,3,4,
+ 5,6,7,7),nr=4),
+ widths=c(10,35,45,15),
+ heights=c(30,30,15,15))
+ couleurs <- rainbow(75)[1:50]#(50)
+ ticks <- pretty(coeff)
+ par(mar=c(1,1,3,1))
+ plot(aic,k:1-.5,type='o',pch=21,bg='blue',cex=2,axes=F,lty=2,xpd=NA)
+ points(aic[choix],k-choix+.5,pch=21,cex=4,bg=2,xpd=NA)
+ title('aic',line=2)
+ par(mar=c(3,0,0,0))
+ plot(0,axes=F,xlab='',ylab='',xlim=range(ticks),ylim=c(.1,1))
+ rect(xleft  = min(ticks) + (0:49)/50*(max(ticks)-min(ticks)),
+ xright = min(ticks) + (1:50)/50*(max(ticks)-min(ticks)),
+ ytop   = rep(1,50),
+ ybottom= rep(0,50),col=couleurs,border=NA)
+ axis(1,ticks)
+ rect(xleft=min(ticks),xright=max(ticks),ytop=1,ybottom=0)
+ text(mean(coeff,na.rm=T),.5,'coefficients',cex=2,font=2)
+ par(mar=c(1,1,3,1))
+ image(1:n,1:k,t(coeff[k:1,]),axes=F,col=couleurs,zlim=range(ticks))
+ for(i in 1:n) for(j in 1:k) if(!is.na(coeff[j,i])) {
+ if(pval[j,i]<.01)                            symb = 'green'
+ else if( (pval[j,i]<.05) & (pval[j,i]>=.01)) symb = 'orange'
+ else if( (pval[j,i]<.1)  & (pval[j,i]>=.05)) symb = 'red'
+ else                                         symb = 'black'
+ polygon(c(i+.5   ,i+.2   ,i+.5   ,i+.5),
+ c(k-j+0.5,k-j+0.5,k-j+0.8,k-j+0.5),
+ col=symb)
+ if(j==choix)  {
+ rect(xleft=i-.5,
+ xright=i+.5,
+ ybottom=k-j+1.5,
+ ytop=k-j+.5,
+ lwd=4)
+ text(i,
+ k-j+1,
+ round(coeff[j,i],2),
+ cex=1.2,
+ font=2)
+ }
+ else{
+ rect(xleft=i-.5,xright=i+.5,ybottom=k-j+1.5,ytop=k-j+.5)
+ text(i,k-j+1,round(coeff[j,i],2),cex=1.2,font=1)
+ }
+ }
+ axis(3,1:n,noms)
+ par(mar=c(0.5,0,0,0.5))
+ plot(0,axes=F,xlab='',ylab='',type='n',xlim=c(0,8),ylim=c(-.2,.8))
+ cols <- c('green','orange','red','black')
+ niv  <- c('0','0.01','0.05','0.1')
+ for(i in 0:3){
+ polygon(c(1+2*i   ,1+2*i   ,1+2*i-.5   ,1+2*i),
+ c(.4      ,.7      , .4        , .4),
+ col=cols[i+1])
+ text(2*i,0.5,niv[i+1],cex=1.5)
+ }
+ text(8,.5,1,cex=1.5)
+ text(4,0,'p-value',cex=2)
+ box()
+ residus <- arimaSelect.out[[3]][[choix]]$res
+ par(mar=c(1,2,4,1))
+ acf(residus,main='')
+ title('acf',line=.5)
+ par(mar=c(1,2,4,1))
+ pacf(residus,main='')
+ title('pacf',line=.5)
+ par(mar=c(2,2,4,1))
+ qqnorm(residus,main='')
+ title('qq-norm',line=.5)
+ qqline(residus)
+ residus
+ }
> if (par2 == 0) x <- log(x)
> if (par2 != 0) x <- x^par2
> (selection <- arimaSelect(x, order=c(par6,par3,par7), seasonal=list(order=c(par8,par4,par9), period=par5)))
Error in optim(init[mask], armafn, method = optim.method, hessian = TRUE,  : 
  non-finite finite-difference value [1]
Calls: arimaSelect -> arima -> optim
In addition: Warning message:
In log(s2) : NaNs produced
Execution halted