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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) > par9 = '1' > par8 = '2' > par7 = '1' > par6 = '3' > par5 = '12' > par4 = '1' > par3 = '1' > par2 = '1.2' > par1 = 'FALSE' > #'GNU S' R Code compiled by R2WASP v. 1.0.44 () > #Author: Prof. Dr. P. Wessa > #To cite this work: AUTHOR(S), (YEAR), YOUR SOFTWARE TITLE (vNUMBER) in Free Statistics Software (v$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: Write here your technical program description (don't use hard returns!) > library(lattice) > if (par1 == 'TRUE') par1 <- TRUE > if (par1 == 'FALSE') par1 <- FALSE > par2 <- as.numeric(par2) #Box-Cox lambda transformation parameter > par3 <- as.numeric(par3) #degree of non-seasonal differencing > par4 <- as.numeric(par4) #degree of seasonal differencing > par5 <- as.numeric(par5) #seasonal period > par6 <- as.numeric(par6) #degree (p) of the non-seasonal AR(p) polynomial > par7 <- as.numeric(par7) #degree (q) of the non-seasonal MA(q) polynomial > par8 <- as.numeric(par8) #degree (P) of the seasonal AR(P) polynomial > par9 <- as.numeric(par9) #degree (Q) of the seasonal MA(Q) polynomial > armaGR <- function(arima.out, names, n){ + try1 <- arima.out$coef + try2 <- sqrt(diag(arima.out$var.coef)) + try.data.frame <- data.frame(matrix(NA,ncol=4,nrow=length(names))) + dimnames(try.data.frame) <- list(names,c('coef','std','tstat','pv')) + try.data.frame[,1] <- try1 + for(i in 1:length(try2)) try.data.frame[which(rownames(try.data.frame)==names(try2)[i]),2] <- try2[i] + try.data.frame[,3] <- try.data.frame[,1] / try.data.frame[,2] + try.data.frame[,4] <- round((1-pt(abs(try.data.frame[,3]),df=n-(length(try2)+1)))*2,5) + vector <- rep(NA,length(names)) + vector[is.na(try.data.frame[,4])] <- 0 + maxi <- which.max(try.data.frame[,4]) + continue <- max(try.data.frame[,4],na.rm=TRUE) > .05 + vector[maxi] <- 0 + list(summary=try.data.frame,next.vector=vector,continue=continue) + } > arimaSelect <- function(series, order=c(13,0,0), seasonal=list(order=c(2,0,0),period=12), include.mean=F){ + nrc <- order[1]+order[3]+seasonal$order[1]+seasonal$order[3] + coeff <- matrix(NA, nrow=nrc*2, ncol=nrc) + pval <- matrix(NA, nrow=nrc*2, ncol=nrc) + mylist <- rep(list(NULL), nrc) + names <- NULL + if(order[1] > 0) names <- paste('ar',1:order[1],sep='') + if(order[3] > 0) names <- c( names , paste('ma',1:order[3],sep='') ) + if(seasonal$order[1] > 0) names <- c(names, paste('sar',1:seasonal$order[1],sep='')) + if(seasonal$order[3] > 0) names <- c(names, paste('sma',1:seasonal$order[3],sep='')) + arima.out <- arima(series, order=order, seasonal=seasonal, include.mean=include.mean, method='ML') + mylist[[1]] <- arima.out + last.arma <- armaGR(arima.out, names, length(series)) + mystop <- FALSE + i <- 1 + coeff[i,] <- last.arma[[1]][,1] + pval [i,] <- last.arma[[1]][,4] + i <- 2 + aic <- arima.out$aic + while(!mystop){ + mylist[[i]] <- arima.out + arima.out <- arima(series, order=order, seasonal=seasonal, include.mean=include.mean, method='ML', fixed=last.arma$next.vector) + aic <- c(aic, arima.out$aic) + last.arma <- armaGR(arima.out, names, length(series)) + mystop <- !last.arma$continue + coeff[i,] <- last.arma[[1]][,1] + pval [i,] <- last.arma[[1]][,4] + i <- i+1 + } + list(coeff, pval, mylist, aic=aic) + } > arimaSelectplot <- function(arimaSelect.out,noms,choix){ + noms <- names(arimaSelect.out[[3]][[1]]$coef) + coeff <- arimaSelect.out[[1]] + k <- min(which(is.na(coeff[,1])))-1 + coeff <- coeff[1:k,] + pval <- arimaSelect.out[[2]][1:k,] + aic <- arimaSelect.out$aic[1:k] + coeff[coeff==0] <- NA + n <- ncol(coeff) + if(missing(choix)) choix <- k + layout(matrix(c(1,1,1,2, + 3,3,3,2, + 3,3,3,4, + 5,6,7,7),nr=4), + widths=c(10,35,45,15), + heights=c(30,30,15,15)) + couleurs <- rainbow(75)[1:50]#(50) + ticks <- pretty(coeff) + par(mar=c(1,1,3,1)) + plot(aic,k:1-.5,type='o',pch=21,bg='blue',cex=2,axes=F,lty=2,xpd=NA) + points(aic[choix],k-choix+.5,pch=21,cex=4,bg=2,xpd=NA) + title('aic',line=2) + par(mar=c(3,0,0,0)) + plot(0,axes=F,xlab='',ylab='',xlim=range(ticks),ylim=c(.1,1)) + rect(xleft = min(ticks) + (0:49)/50*(max(ticks)-min(ticks)), + xright = min(ticks) + (1:50)/50*(max(ticks)-min(ticks)), + ytop = rep(1,50), + ybottom= rep(0,50),col=couleurs,border=NA) + axis(1,ticks) + rect(xleft=min(ticks),xright=max(ticks),ytop=1,ybottom=0) + text(mean(coeff,na.rm=T),.5,'coefficients',cex=2,font=2) + par(mar=c(1,1,3,1)) + image(1:n,1:k,t(coeff[k:1,]),axes=F,col=couleurs,zlim=range(ticks)) + for(i in 1:n) for(j in 1:k) if(!is.na(coeff[j,i])) { + if(pval[j,i]<.01) symb = 'green' + else if( (pval[j,i]<.05) & (pval[j,i]>=.01)) symb = 'orange' + else if( (pval[j,i]<.1) & (pval[j,i]>=.05)) symb = 'red' + else symb = 'black' + polygon(c(i+.5 ,i+.2 ,i+.5 ,i+.5), + c(k-j+0.5,k-j+0.5,k-j+0.8,k-j+0.5), + col=symb) + if(j==choix) { + rect(xleft=i-.5, + xright=i+.5, + ybottom=k-j+1.5, + ytop=k-j+.5, + lwd=4) + text(i, + k-j+1, + round(coeff[j,i],2), + cex=1.2, + font=2) + } + else{ + rect(xleft=i-.5,xright=i+.5,ybottom=k-j+1.5,ytop=k-j+.5) + text(i,k-j+1,round(coeff[j,i],2),cex=1.2,font=1) + } + } + axis(3,1:n,noms) + par(mar=c(0.5,0,0,0.5)) + plot(0,axes=F,xlab='',ylab='',type='n',xlim=c(0,8),ylim=c(-.2,.8)) + cols <- c('green','orange','red','black') + niv <- c('0','0.01','0.05','0.1') + for(i in 0:3){ + polygon(c(1+2*i ,1+2*i ,1+2*i-.5 ,1+2*i), + c(.4 ,.7 , .4 , .4), + col=cols[i+1]) + text(2*i,0.5,niv[i+1],cex=1.5) + } + text(8,.5,1,cex=1.5) + text(4,0,'p-value',cex=2) + box() + residus <- arimaSelect.out[[3]][[choix]]$res + par(mar=c(1,2,4,1)) + acf(residus,main='') + title('acf',line=.5) + par(mar=c(1,2,4,1)) + pacf(residus,main='') + title('pacf',line=.5) + par(mar=c(2,2,4,1)) + qqnorm(residus,main='') + title('qq-norm',line=.5) + qqline(residus) + residus + } > if (par2 == 0) x <- log(x) > if (par2 != 0) x <- x^par2 > (selection <- arimaSelect(x, order=c(par6,par3,par7), seasonal=list(order=c(par8,par4,par9), period=par5))) Error in optim(init[mask], armafn, method = optim.method, hessian = TRUE, : non-finite finite-difference value [2] Calls: arimaSelect -> arima -> optim In addition: Warning message: In arima(series, order = order, seasonal = seasonal, include.mean = include.mean, : some AR parameters were fixed: setting transform.pars = FALSE Execution halted