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Type 'q()' to quit R. > x <- c(106.42,106.22,106.32,105.81,105.92,107.54,107.34,107.24,107.74,105.71,105.41,106.22,106.32,106.12,106.22,105.92,105.71,105.71,105.92,105.71,105.41,104.49,101.35,99.72,99.01,97.89,95.86,94.95,95.35,95.15,95.46,95.56,95.05,94.64,93.63,93.12,93.53,97.18,96.27,95.15,97.08,101.95,103.07,103.68,102.87,102.56,103.38,103.27,102.89,102.69,101.54,102.9,101.53,101.96,101.99,101.11,101.75,101.71,104.11,103.57,103.32,103.64,103.68,103.79,103.01,101.54,101.9,103.68,104.62,104.11,105.04,104.83,105.05,104.68,107.32,109.9,109.77,110.69,110.54,110.89,110.95,109.73,110.85,110.39,110.58,110.4,111.07,110.86,111.38,111.44,110.36,110.06,108.34,107.94,107.39,107.1,107.61,107.74,106.9,106.71,106.6,108.21,110.54,110.91,109.51,110.27,111.39,112.13,111.64) > par8 = '' > par7 = '0.95' > par6 = 'White Noise' > par5 = '12' > par4 = '0' > par3 = '1' > 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/yougetitorg/rcomp/tmp/1kcuf1301847287.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/yougetitorg/rcomp/tmp/2g3e41301847287.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/yougetitorg/rcomp/tmp/3axra1301847287.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 0.225817516 -0.030704023 0.013758369 0.151303131 [6] 0.174962070 -0.007928825 -0.013756965 -0.058623132 -0.020500157 [11] -0.002006608 -0.085412890 0.046791628 0.002816947 -0.070465748 [16] -0.245004628 0.023200247 0.042741793 -0.174487061 -0.131121615 [21] -0.125211605 0.062703370 -0.081246404 -0.056128916 -0.085386267 [26] -0.031806278 0.163629326 0.068770532 -0.010672638 0.045709573 [31] 0.071528947 0.034097284 -0.044088957 0.132761873 0.035377572 [36] 0.076319127 -0.058399414 0.018482643 0.087074523 0.035139169 [41] -0.015015319 -0.060000946 -0.026699729 0.050099302 -0.033975780 [46] 0.006454725 -0.019726912 -0.022562116 -0.068321877 > (mypacf <- c(rpacf$acf)) [1] 0.225817516 -0.086087480 0.043237769 0.143738708 0.116357137 [6] -0.063615918 0.017200875 -0.092070389 -0.028753343 -0.011355161 [11] -0.080607584 0.111272295 -0.014001313 -0.061760785 -0.221021588 [16] 0.143834034 -0.062157061 -0.165733453 0.012992617 -0.072792926 [21] 0.084131744 -0.127548890 0.058418730 -0.100818231 0.037917778 [26] 0.112675428 0.069903518 -0.031744246 0.045658925 -0.012790236 [31] -0.022776008 -0.038805919 0.052325637 0.002585966 0.078177679 [36] -0.082506736 0.014526166 0.023574977 -0.034697925 -0.054224805 [41] 0.071562630 -0.098576809 0.051016870 0.002324151 0.076782656 [46] -0.023122119 -0.056946309 0.020556381 > lengthx <- length(x) > sqrtn <- sqrt(lengthx) > > #Note: the /var/yougetitorg/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/yougetitorg/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/yougetitorg/rcomp/tmp/4u2hm1301847287.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/yougetitorg/rcomp/tmp/5havz1301847287.tab") > > try(system("convert tmp/1kcuf1301847287.ps tmp/1kcuf1301847287.png",intern=TRUE)) character(0) > try(system("convert tmp/2g3e41301847287.ps tmp/2g3e41301847287.png",intern=TRUE)) character(0) > try(system("convert tmp/3axra1301847287.ps tmp/3axra1301847287.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.950 0.630 1.203