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Type 'q()' to quit R. > x <- c(1069.108 + ,1059.362 + ,1049.495 + ,1029.082 + ,1231.089 + ,1220.388 + ,1069.108 + ,968.521 + ,978.233 + ,978.233 + ,989.056 + ,1008.514 + ,1069.108 + ,1049.495 + ,1079.775 + ,1129.547 + ,1412.683 + ,1412.683 + ,1352.244 + ,1291.65 + ,1341.422 + ,1401.983 + ,1412.683 + ,1442.964 + ,1533.833 + ,1473.244 + ,1473.244 + ,1564.114 + ,1816.014 + ,1836.427 + ,1785.734 + ,1664.578 + ,1755.42 + ,1755.42 + ,1765.165 + ,1816.014 + ,1856.04 + ,1876.453 + ,1876.453 + ,1937.014 + ,2169.452 + ,2229.89 + ,2239.603 + ,2088.322 + ,2169.452 + ,2139.171 + ,2078.582 + ,2209.478 + ,2239.603 + ,2188.909 + ,2199.61 + ,2269.916 + ,2532.64 + ,2663.352 + ,2663.352 + ,2602.913 + ,2693.66 + ,2602.913 + ,2552.092 + ,2744.509 + ,2774.634 + ,2703.378 + ,2884.967 + ,2956.228 + ,3168.103 + ,3308.711 + ,3289.258 + ,3278.43 + ,3359.559 + ,3349.692 + ,3228.692 + ,3410.253 + ,3470.847 + ,3410.253 + ,3662.154 + ,3783.309 + ,4065.362 + ,4176.65 + ,4146.492 + ,4085.897 + ,4136.624 + ,4197.185 + ,3995.056 + ,4156.204 + ,4257.779 + ,4216.798 + ,4479.366 + ,4570.08 + ,4953.837 + ,5024.138 + ,4933.418 + ,4984.117 + ,5014.398 + ,5044.678 + ,4852.261 + ,5033.856 + ,5134.437 + ,5033.856 + ,5326.854 + ,5417.607 + ,5811.037 + ,5871.631 + ,5891.089 + ,5992.631 + ,5992.631 + ,6032.657 + ,5851.063 + ,5941.938 + ,6002.377 + ,5891.089 + ,6214.246 + ,6274.812 + ,6678.021 + ,6749.283 + ,6849.864 + ,6940.739 + ,6950.451 + ,6961.152 + ,6779.563 + ,6961.152) > par8 = '' > par7 = '0.95' > par6 = 'White Noise' > par5 = '12' > par4 = '0' > par3 = '0' > par2 = '1' > par1 = '60' > #'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/wessaorg/rcomp/tmp/1unuu1312744730.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/wessaorg/rcomp/tmp/2lriv1312744730.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/wessaorg/rcomp/tmp/3wziz1312744730.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 0.974719146 0.950395300 0.923515856 0.895875013 [6] 0.869071776 0.842311110 0.816445964 0.789799889 0.766716876 [11] 0.743585825 0.722906881 0.700637258 0.675178608 0.649833468 [16] 0.622246406 0.594464577 0.567805107 0.541510988 0.515622056 [21] 0.489258104 0.466547302 0.444629428 0.425049446 0.404081112 [26] 0.381287678 0.359168955 0.334732427 0.310250513 0.286982439 [31] 0.263936877 0.240165607 0.215911445 0.195336126 0.175408210 [36] 0.157581016 0.139018241 0.119110644 0.100155634 0.079028171 [41] 0.057995912 0.038273221 0.018141766 -0.001973202 -0.022262237 [46] -0.039939854 -0.056615655 -0.071657378 -0.087162983 -0.103813605 [51] -0.119634610 -0.136567268 -0.153920501 -0.169468010 -0.184434505 [56] -0.199431312 -0.213685036 -0.225837747 -0.237557688 -0.248249193 [61] -0.259059113 > (mypacf <- c(rpacf$acf)) [1] 9.747191e-01 6.367593e-03 -6.331091e-02 -3.119686e-02 4.157255e-03 [6] -1.118542e-02 2.064227e-03 -3.006256e-02 5.481489e-02 -1.043115e-02 [11] 3.025761e-02 -4.571009e-02 -8.095372e-02 -1.400524e-02 -4.948814e-02 [16] -2.327953e-02 1.297062e-02 -8.739579e-03 -6.113956e-03 -3.034952e-02 [21] 4.835678e-02 2.178090e-03 1.736198e-02 -4.315361e-02 -5.301477e-02 [26] -7.695547e-05 -4.698796e-02 -2.506078e-02 1.652207e-02 -1.139588e-02 [31] -2.633709e-02 -3.544034e-02 4.594656e-02 -2.611565e-03 4.284455e-03 [36] -3.219882e-02 -4.507930e-02 5.670848e-03 -4.436007e-02 -2.829398e-02 [41] 1.854803e-02 -2.286824e-02 -8.316291e-03 -2.997992e-02 2.162210e-02 [46] 3.954983e-03 -9.773128e-03 -3.005110e-02 -4.205677e-02 1.117230e-03 [51] -2.223679e-02 -4.389685e-02 2.688604e-02 2.112931e-03 -1.062428e-02 [56] -1.322835e-02 1.164560e-02 -7.904635e-03 -2.242494e-02 -2.540835e-02 > lengthx <- length(x) > sqrtn <- sqrt(lengthx) > > #Note: the /var/wessaorg/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/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/wessaorg/rcomp/tmp/44m6x1312744730.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/wessaorg/rcomp/tmp/5scsy1312744730.tab") > > try(system("convert tmp/1unuu1312744730.ps tmp/1unuu1312744730.png",intern=TRUE)) character(0) > try(system("convert tmp/2lriv1312744730.ps tmp/2lriv1312744730.png",intern=TRUE)) character(0) > try(system("convert tmp/3wziz1312744730.ps tmp/3wziz1312744730.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.987 0.173 1.157