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Type 'q()' to quit R. > x <- c(4143,4429,5219,4929,5761,5592,4163,4962,5208,4755,4491,5732,5731,5040,6102,4904,5369,5578,4619,4731,5011,5299,4146,4625,4736,4219,5116,4205,4121,5103,4300,4578,3809,5657,4248,3830,4736,4839,4411,4570,4104,4801,3953,3828,4440,4026,4109,4785,3224,3552,3940,3913,3681,4309,3830,4143,4087,3818,3380,3430,3458,3970,5260,5024,5634,6549,4676) > par8 = '' > par7 = '0.95' > par6 = 'White Noise' > par5 = '12' > par4 = '0' > par3 = '1' > 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/1mh851323276376.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/206981323276376.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/361i41323276376.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 -0.430858679 -0.124518675 0.278963156 -0.149166485 [6] -0.084833017 -0.004593174 0.030191278 -0.055179271 0.079135545 [11] 0.150847249 -0.310175049 0.263534940 -0.065683678 -0.072824792 [16] 0.020792182 -0.020346396 -0.017021544 0.090779196 -0.047987039 [21] -0.059335323 0.059323923 0.033434697 -0.144659839 0.106160086 [26] -0.023140656 0.065523577 -0.065896794 -0.038355836 0.130654851 [31] -0.087862369 -0.044843801 0.082538950 -0.001201305 -0.034420397 [36] -0.057309040 0.169177141 -0.123286192 -0.077122869 0.178104156 [41] -0.129277245 -0.023708277 0.102444127 -0.057733769 -0.025057163 [46] 0.059318349 -0.045843109 -0.112733835 0.136763795 > (mypacf <- c(rpacf$acf)) [1] -0.4308586794 -0.3808605196 0.0585765707 -0.0104717527 -0.1017499789 [6] -0.2355150466 -0.1374990245 -0.1238228554 0.0345694487 0.2526950240 [11] -0.1755872845 0.0343391655 -0.0870240624 0.1171414035 -0.0188250945 [16] -0.0333396723 -0.1438091732 0.0925358027 0.0263282226 -0.0569500491 [21] -0.0741455411 -0.1065339192 -0.0521431724 -0.0003153719 0.0078542118 [26] 0.0938952166 -0.0475989956 -0.1793919714 0.1106673506 0.0510350365 [31] -0.0105034729 -0.0324281372 0.0587096355 -0.0039141503 -0.0900673208 [36] 0.0591376997 0.0691456553 -0.1599441244 -0.0656021282 0.0176915670 [41] -0.0127815465 -0.0442828550 -0.0742936343 -0.0685789456 0.0053315951 [46] -0.0941283097 -0.1993013937 -0.0475254007 > 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/4kbqt1323276376.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/5dab21323276376.tab") > > try(system("convert tmp/1mh851323276376.ps tmp/1mh851323276376.png",intern=TRUE)) character(0) > try(system("convert tmp/206981323276376.ps tmp/206981323276376.png",intern=TRUE)) character(0) > try(system("convert tmp/361i41323276376.ps tmp/361i41323276376.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.632 0.412 2.660