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Type 'q()' to quit R. > x <- c(161949,161634,161287,160652,167176,166856,161949,158687,159007,159007,159323,159990,159990,157043,155745,157043,161634,160967,154763,149510,148527,146563,147892,149510,148874,147545,144950,147545,149856,149190,141656,138394,135132,132505,132190,134150,131523,130541,129559,135132,135768,132505,123670,119745,113541,110910,112208,114172,114172,112559,112208,117465,121710,119745,113190,109932,103061,98817,102079,105341,105341,101097,100781,106319,109932,108630,102079,97835,88652,85075,86372,91946,92261,84092,87039,94226,97488,95523,86692,80484,73297,67724,70004,74910,73613,66426,68706,75893,79821,77541,68706,64782,58893,52684,53666,58573,59208,53319,54302,62502,64462,61173,49075,42871,34671,26502,29129,32706,32075,25835,29444,38280,42204,40244,32391,26186,19631,12093,13427,15707) > par8 = '' > par7 = '0.95' > par6 = 'White Noise' > par5 = '12' > par4 = '0' > 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/wessaorg/rcomp/tmp/11y5m1313517527.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/297oj1313517527.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/3p32k1313517527.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 0.970904792 0.936079684 0.901958887 0.873269203 [6] 0.845997494 0.821366809 0.801872935 0.783996167 0.765076741 [11] 0.745514797 0.725792070 0.703606800 0.672668088 0.636776849 [16] 0.601131963 0.570029685 0.541358399 0.515356844 0.496282579 [21] 0.479716902 0.463209070 0.446553914 0.430234252 0.411492101 [26] 0.385218328 0.353704169 0.323297417 0.296137407 0.271268258 [31] 0.248287043 0.231061241 0.215368418 0.199688666 0.184341415 [36] 0.169078088 0.152296715 0.130468299 0.103762361 0.076888506 [41] 0.051856141 0.030065040 0.011845221 -0.000504725 -0.011505693 [46] -0.021530452 -0.031445593 -0.042088590 -0.053259354 > (mypacf <- c(rpacf$acf)) [1] 0.9709047924 -0.1146841068 0.0040995763 0.0746534701 -0.0085058330 [6] 0.0310604195 0.0773783138 0.0034022493 -0.0233249788 -0.0010983691 [11] -0.0063670865 -0.0512955098 -0.1528995705 -0.0788167298 -0.0172624793 [16] 0.0282222190 -0.0069294407 0.0090141932 0.0860733198 0.0055805215 [21] 0.0006473548 0.0227954531 0.0100145337 -0.0378260569 -0.1028768345 [26] -0.0697027421 -0.0004161834 -0.0079618250 -0.0177554844 -0.0134590717 [31] 0.0433687550 -0.0235637848 -0.0040027123 0.0292690829 -0.0015353045 [36] -0.0186809518 -0.0441069608 -0.0580045088 -0.0197128438 -0.0245510940 [41] 0.0001947682 0.0127684130 0.0348778086 -0.0282502970 0.0173764494 [46] 0.0185912943 -0.0165997025 0.0065638528 > 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/4yzbw1313517527.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/5s93p1313517527.tab") > > try(system("convert tmp/11y5m1313517527.ps tmp/11y5m1313517527.png",intern=TRUE)) character(0) > try(system("convert tmp/297oj1313517527.ps tmp/297oj1313517527.png",intern=TRUE)) character(0) > try(system("convert tmp/3p32k1313517527.ps tmp/3p32k1313517527.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.932 0.185 1.111