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Type 'q()' to quit R. > x <- c(600,425,398,582,458,455,621,635,589,220,351,379,683,524,536,598,581,632,645,722,689,645,354,486,423,479,684,601,608,463,602,485,563,645,486,435,479,579,563,202,389,467,466,706,546,689,531,528,579,684,651,637,548,496,582,467,693,615,708,648,899,852,745,689,582,674,684,542,489,472,398,486,549,766,654,628,689,648,578,536,548,496,475,687,642,584,596,609,678,694,485,489,537,706,489,598) > par8 = '' > par7 = '0.95' > par6 = 'White Noise' > par5 = '12' > par4 = '1' > 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/rcomp/tmp/15o1e1303742076.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/rcomp/tmp/2ukvi1303742076.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/rcomp/tmp/3r2291303742076.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 0.345800243 0.301304075 0.044943339 0.060063474 [6] 0.033691823 0.008692169 0.108507970 -0.016293455 0.029240631 [11] -0.135055827 -0.131629196 -0.354437001 -0.018262158 -0.068029364 [16] 0.145473527 0.031083022 0.042981166 -0.182742263 -0.327501056 [21] -0.213724236 -0.353516088 -0.126103263 -0.133781768 -0.039247668 [26] -0.149749961 -0.077573915 -0.199391490 -0.005791971 -0.030852351 [31] 0.176135977 0.173026252 0.136909740 0.202723213 -0.059599274 [36] 0.054476197 -0.080823355 0.090257812 0.037360347 0.191763423 [41] 0.146759150 0.074054570 0.062381940 0.046554293 0.036387755 [46] 0.064784699 0.169812489 0.041484207 0.054790183 > (mypacf <- c(rpacf$acf)) [1] 0.3458002429 0.2064080948 -0.1294532858 0.0221993757 0.0460442515 [6] -0.0337356843 0.1220507304 -0.0870272845 -0.0046908474 -0.1253703423 [11] -0.0904331584 -0.2822440418 0.2716986623 -0.0103036973 0.1449299437 [16] -0.0544003113 0.0174496295 -0.3244621309 -0.1840884857 -0.0876063894 [21] -0.2154272983 -0.0407295297 0.0768810875 -0.1399061188 0.0788583464 [26] 0.0462289036 -0.1318467883 0.1363892574 -0.0625640800 -0.0833007502 [31] -0.0413542096 -0.0099586269 -0.0284243632 -0.0554407842 0.0993019124 [36] -0.0468700219 -0.0140379872 0.0495797713 -0.0106861877 0.0255129730 [41] -0.0560808956 0.0156324392 -0.0484167278 -0.0335836798 -0.0085830694 [46] 0.0002353658 -0.0356381585 -0.1122012816 > lengthx <- length(x) > sqrtn <- sqrt(lengthx) > > #Note: the /var/www/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/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/rcomp/tmp/44wni1303742076.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/rcomp/tmp/5b4a41303742076.tab") > > try(system("convert tmp/15o1e1303742076.ps tmp/15o1e1303742076.png",intern=TRUE)) character(0) > try(system("convert tmp/2ukvi1303742076.ps tmp/2ukvi1303742076.png",intern=TRUE)) character(0) > try(system("convert tmp/3r2291303742076.ps tmp/3r2291303742076.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.92 0.46 1.38