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Type 'q()' to quit R. > x <- c(348542 + ,335658 + ,330664 + ,326814 + ,322900 + ,322310 + ,385164 + ,404861 + ,412136 + ,411057 + ,410040 + ,414980 + ,413626 + ,411062 + ,408352 + ,409780 + ,411318 + ,415555 + ,479481 + ,497826 + ,501638 + ,497990 + ,499287 + ,506247 + ,510401 + ,508642 + ,501805 + ,495476 + ,490336 + ,490042 + ,553155 + ,569999 + ,573170 + ,571687 + ,575453 + ,580177 + ,579849 + ,574346 + ,563325 + ,555604 + ,545544 + ,545109 + ,605181 + ,627856 + ,631421 + ,625671 + ,613577 + ,606463 + ,601676 + ,589121 + ,573559 + ,558487 + ,552148 + ,545720 + ,606569 + ,636067 + ,630704 + ,623275 + ,617771 + ,605401 + ,619393 + ,596019 + ,569977 + ,546213 + ,528492 + ,505944 + ,554910 + ,567831 + ,564021 + ,552800 + ,541102 + ,542378 + ,540380 + ,521219 + ,504652 + ,490626 + ,481686 + ,477930 + ,522605 + ,531432 + ,532355 + ,539954 + ,524987 + ,533307 + ,530541 + ,508392 + ,495208 + ,482223 + ,470495 + ,466106 + ,515037 + ,517752 + ,515565 + ,510727 + ,499725 + ,498369 + ,493756 + ,476141 + ,458458 + ,443182 + ,429597 + ,424476 + ,476257 + ,480555 + ,469762 + ,459820 + ,451028 + ,450065 + ,444385 + ,428846 + ,421020 + ,399778 + ,389005 + ,384018 + ,431933 + ,445844 + ,431464 + ,423263 + ,415881 + ,416208 + ,413491 + ,399153 + ,385939 + ,373917 + ,364635 + ,364696 + ,418358 + ,428212 + ,423730 + ,420677 + ,417428 + ,423245 + ,423113 + ,418873 + ,405733 + ,397812 + ,389918 + ,391116 + ,443814 + ,460373 + ,455422 + ,456288 + ,452233 + ,459256 + ,461146 + ,451391 + ,443101 + ,438810 + ,430457 + ,435721 + ,488280 + ,505814 + ,502338 + ,500910 + ,501434 + ,515476 + ,520862 + ,519517 + ,511805 + ,508607 + ,505327 + ,511435 + ,570158 + ,591665 + ,593572 + ,586346 + ,586063 + ,591504 + ,594033 + ,585597 + ,572450 + ,562917 + ,554675 + ,553997 + ,601310 + ,622255 + ,616735 + ,606480 + ,595079 + ,598588 + ,599917 + ,591573 + ,575489 + ,567223 + ,555338 + ,555252 + ,608249 + ,630859 + ,628632 + ,624435 + ,609670 + ,615830 + ,621170 + ,604212 + ,584348 + ,573717 + ,555234 + ,544897 + ,598866 + ,620081 + ,607699 + ,589960 + ,578665 + ,580166 + ,579457 + ,571560 + ,560460 + ,551397 + ,536763 + ,540562 + ,588184 + ,607049 + ,598968 + ,577644 + ,562640 + ,565867 + ,561274 + ,554144 + ,539900 + ,526271 + ,511841 + ,505282 + ,554083 + ,584225 + ,568858 + ,539516 + ,521612 + ,525562 + ,526519 + ,515713 + ,503454 + ,489301 + ,479020 + ,475102 + ,523682 + ,551528 + ,531626 + ,511037 + ,492417 + ,492188 + ,492865 + ,480961 + ,461935 + ,456608 + ,441977 + ,439148 + ,488180 + ,520564 + ,501492 + ,485025 + ,464196 + ,460170 + ,467037 + ,460070 + ,447988 + ,442867 + ,436087 + ,431328 + ,484015 + ,509673 + ,512927 + ,502831 + ,470984 + ,471067 + ,476049 + ,474605 + ,470439 + ,461251 + ,454724 + ,455626 + ,516847 + ,525192 + ,522975 + ,518585 + ,509239 + ,512238 + ,519164 + ,517009 + ,509933 + ,509127 + ,500857 + ,506971 + ,569323 + ,579714 + ,577992 + ,565464 + ,547344 + ,554788 + ,562325 + ,560854 + ,555332 + ,543599 + ,536662 + ,542722 + ,593530 + ,610763 + ,612613 + ,611324 + ,594167 + ,595454 + ,590865 + ,589379 + ,584428 + ,573100 + ,567456 + ,569028 + ,620735 + ,628884 + ,628232 + ,612117 + ,595404 + ,597141) > par8 = '' > par7 = '0.95' > par6 = 'White Noise' > par5 = '12' > par4 = '0' > par3 = '0' > par2 = '1' > par1 = 'Default' > #'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/13pvh1322902498.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/2lp2v1322902498.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/3gpre1322902498.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] 1.0000000 0.9533281 0.8827631 0.8206713 0.7753078 0.7460133 0.7189546 [8] 0.6951879 0.6755196 0.6720090 0.6851216 0.7085339 0.7108876 0.6478873 [15] 0.5633982 0.4878286 0.4309817 0.3913702 0.3554196 0.3236095 0.2966135 [22] 0.2850243 0.2902063 0.3068609 0.3038941 > (mypacf <- c(rpacf$acf)) [1] 0.953328112 -0.285978181 0.132252447 0.093113990 0.093428481 [6] -0.039674213 0.076890113 0.039877359 0.193304622 0.127676273 [11] 0.136637471 -0.215254494 -0.626846867 -0.006963716 0.029423286 [16] 0.026207523 0.035283802 0.019446980 0.025384474 -0.017546819 [21] 0.008473090 0.009484356 0.035918717 -0.057767325 > 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/438ad1322902498.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/5exps1322902498.tab") > > try(system("convert tmp/13pvh1322902498.ps tmp/13pvh1322902498.png",intern=TRUE)) character(0) > try(system("convert tmp/2lp2v1322902498.ps tmp/2lp2v1322902498.png",intern=TRUE)) character(0) > try(system("convert tmp/3gpre1322902498.ps tmp/3gpre1322902498.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.910 0.157 1.079