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Type 'q()' to quit R. > x <- c(70938,34077,45409,40809,37013,44953,19848,32745,43412,34931,33008,8620,68906,39556,50669,36432,40891,48428,36222,33425,39401,37967,34801,12657,69116,41519,51321,38529,41547,52073,38401,40898,40439,41888,37898,8771,68184,50530,47221,41756,45633,48138,39486,39341,41117,41629,29722,7054,56676,34870,35117,30169,30936,35699,33228,27733,33666,35429,27438,8170,63410,38040,45389,37353,37024,50957,37994,36454,46080,43373,37395,10963,75001) > 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/www/wessaorg/rcomp/tmp/14suv1302133800.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/20rmw1302133800.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/33b3j1302133800.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 -0.53940071 0.08775166 -0.07814977 0.06265869 0.17407149 [7] -0.29616580 0.11628905 0.07246767 -0.07851468 0.13487173 -0.52870539 [13] 0.76097883 -0.40137193 0.07064855 -0.06908097 0.05073347 0.13055507 [19] -0.22848825 0.10015211 0.04820910 -0.05740465 0.10465416 -0.43151123 [25] 0.60718392 -0.30924289 0.04150180 -0.05697398 0.03227961 0.12245355 [31] -0.20036836 0.07988837 0.05039923 -0.06215380 0.10121430 -0.34848396 [37] 0.46588318 -0.22514611 0.03305848 -0.04014413 0.02531659 0.08751127 [43] -0.14100973 0.05578127 0.03977763 -0.05353537 0.10939742 -0.27414041 [49] 0.32509212 > (mypacf <- c(rpacf$acf)) [1] -0.539400708 -0.286583966 -0.264031598 -0.162989729 0.218124017 [6] -0.065374394 -0.112057483 0.084239880 -0.041235473 0.150877358 [11] -0.555945720 0.384998058 0.092902879 0.034679345 0.028557578 [16] 0.092913787 -0.144873551 -0.034620203 0.065955151 -0.034165064 [21] 0.037935809 -0.125916687 -0.033099825 0.048857290 0.060985848 [26] -0.024934000 0.037543001 -0.084523182 -0.038179265 -0.020771061 [31] -0.041578968 0.026252839 -0.061717943 -0.036563517 0.028798797 [36] 0.005039599 -0.020948994 0.065489461 0.009737850 0.019879039 [41] -0.029711245 0.022784114 0.005942124 -0.033088702 -0.020129767 [46] 0.086396639 0.075697166 -0.059647632 > 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/41pbs1302133800.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/5xlyw1302133800.tab") > > try(system("convert tmp/14suv1302133800.ps tmp/14suv1302133800.png",intern=TRUE)) character(0) > try(system("convert tmp/20rmw1302133800.ps tmp/20rmw1302133800.png",intern=TRUE)) character(0) > try(system("convert tmp/33b3j1302133800.ps tmp/33b3j1302133800.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.930 0.130 1.118