R version 2.13.0 (2011-04-13) Copyright (C) 2011 The R Foundation for Statistical Computing ISBN 3-900051-07-0 Platform: i486-pc-linux-gnu (32-bit) R is free software and comes with ABSOLUTELY NO WARRANTY. You are welcome to redistribute it under certain conditions. Type 'license()' or 'licence()' for distribution details. R is a collaborative project with many contributors. Type 'contributors()' for more information and 'citation()' on how to cite R or R packages in publications. Type 'demo()' for some demos, 'help()' for on-line help, or 'help.start()' for an HTML browser interface to help. Type 'q()' to quit R. > x <- c(52.61 + ,65.04 + ,67.54 + ,63.58 + ,57.35 + ,54.93 + ,54.30 + ,58.89 + ,65.95 + ,82.65 + ,100.08 + ,100.68 + ,97.53 + ,92.29 + ,85.08 + ,91.61 + ,93.61 + ,90.40 + ,99.31 + ,107.71 + ,106.18 + ,98.80 + ,99.58 + ,98.85 + ,92.69 + ,91.82 + ,92.63 + ,98.41 + ,94.56 + ,85.78 + ,84.59 + ,83.49 + ,84.68 + ,80.12 + ,84.37 + ,85.94 + ,87.07 + ,84.52 + ,83.13 + ,75.95 + ,70.12 + ,78.10 + ,83.06 + ,87.92 + ,90.21 + ,89.95 + ,97.08 + ,102.08 + ,100.64 + ,97.73 + ,97.61 + ,100.32 + ,102.04 + ,107.80 + ,111.51 + ,110.18 + ,110.08 + ,117.40 + ,119.82 + ,118.79 + ,113.18 + ,122.76 + ,120.43 + ,129.16 + ,132.48 + ,135.68 + ,141.49 + ,122.40 + ,137.06 + ,144.84 + ,154.64 + ,148.04 + ,152.76 + ,172.00 + ,169.03 + ,179.68 + ,190.38 + ,233.23 + ,231.45 + ,244.87 + ,299.12 + ,385.01 + ,381.48 + ,321.56 + ,317.27 + ,323.09 + ,392.72 + ,372.37 + ,386.52 + ,412.83 + ,404.91 + ,406.73 + ,392.41 + ,363.31 + ,357.95 + ,375.10 + ,369.74 + ,386.14 + ,353.40 + ,346.87 + ,362.53 + ,349.87 + ,347.03 + ,332.94 + ,327.48 + ,327.92 + ,308.91 + ,285.71 + ,318.81 + ,284.76 + ,301.04 + ,315.16 + ,388.34 + ,383.37 + ,416.77 + ,423.24 + ,429.90 + ,486.07 + ,394.41 + ,410.93 + ,430.88 + ,447.29 + ,431.65 + ,456.53 + ,452.93 + ,440.90 + ,416.46 + ,451.49 + ,432.00 + ,436.19 + ,428.55 + ,421.40 + ,425.18 + ,437.24 + ,431.92 + ,412.65 + ,419.37 + ,436.40 + ,421.37 + ,423.66 + ,402.45 + ,402.82 + ,400.46 + ,425.73 + ,417.93 + ,403.43 + ,404.96 + ,393.64 + ,399.98 + ,375.93 + ,366.57 + ,353.90 + ,347.51 + ,364.10 + ,328.64 + ,348.01 + ,329.63 + ,350.96 + ,336.16 + ,332.15 + ,349.46 + ,383.64 + ,369.82 + ,345.50 + ,337.80 + ,334.76 + ,338.02 + ,346.74 + ,371.84 + ,375.90 + ,373.31 + ,391.91 + ,374.28 + ,384.69 + ,372.16 + ,371.97 + ,351.76 + ,352.89 + ,330.48 + ,347.70 + ,345.58 + ,360.76 + ,364.40 + ,374.62 + ,369.07 + ,341.80 + ,337.87 + ,336.58 + ,332.66 + ,335.74 + ,321.64 + ,329.38 + ,321.84 + ,324.56 + ,330.90 + ,310.91 + ,318.07 + ,312.36 + ,315.19 + ,332.89 + ,310.67 + ,321.26 + ,316.15 + ,283.87 + ,280.65 + ,280.21 + ,265.93 + ,267.80 + ,278.03 + ,291.86 + ,262.61 + ,264.80 + ,265.67 + ,251.05 + ,256.11 + ,279.75 + ,282.52 + ,288.89 + ,308.46 + ,292.89 + ,280.79 + ,273.61 + ,276.67 + ,277.92 + ,250.28 + ,264.70 + ,268.95 + ,261.69 + ,257.99 + ,251.28 + ,243.14 + ,246.81 + ,224.50 + ,241.25 + ,254.97 + ,261.39 + ,266.67 + ,264.28 + ,270.45 + ,274.97 + ,281.13 + ,300.65 + ,321.12 + ,354.79 + ,318.97 + ,298.71 + ,318.85 + ,327.89 + ,348.19 + ,335.18 + ,332.98 + ,331.04 + ,317.52 + ,325.31 + ,317.59 + ,313.37 + ,313.00 + ,314.77 + ,298.37 + ,311.10 + ,308.79 + ,297.30 + ,293.58 + ,291.35 + ,291.51 + ,289.94 + ,287.07 + ,280.74 + ,294.95 + ,288.98 + ,285.63 + ,294.55 + ,290.67 + ,314.78 + ,306.50 + ,304.48 + ,308.65 + ,307.01 + ,298.59 + ,293.51 + ,294.90 + ,296.14 + ,294.25 + ,291.75 + ,290.49 + ,288.68 + ,310.07 + ,297.45 + ,300.81 + ,301.56 + ,296.89 + ,305.23 + ,298.45 + ,298.75 + ,273.02 + ,266.62 + ,266.06 + ,284.48 + ,275.71 + ,284.19 + ,284.81 + ,267.29 + ,272.95 + ,262.35 + ,246.34 + ,251.03 + ,247.54 + ,254.80 + ,245.08 + ,251.30 + ,261.48 + ,258.85 + ,270.89 + ,257.55 + ,253.08 + ,238.81 + ,241.22 + ,280.75 + ,284.56 + ,289.35 + ,289.56 + ,289.55 + ,305.00 + ,289.22 + ,301.82 + ,293.56 + ,300.59 + ,298.67 + ,311.55 + ,310.08 + ,312.06 + ,309.13 + ,292.31 + ,284.41 + ,290.02 + ,291.52 + ,296.81 + ,315.60 + ,319.63 + ,303.89 + ,300.53 + ,321.84 + ,309.48 + ,307.68 + ,310.53 + ,327.91 + ,343.18 + ,345.48 + ,342.03 + ,349.57 + ,322.50 + ,310.74 + ,318.96 + ,327.53 + ,320.00 + ,320.72 + ,330.86 + ,342.34 + ,322.37 + ,306.86 + ,301.75 + ,307.27 + ,301.30 + ,315.18 + ,342.11 + ,333.18 + ,332.26 + ,332.32 + ,330.00 + ,321.78 + ,318.59 + ,344.78 + ,324.09 + ,322.03 + ,325.32 + ,325.10 + ,335.10 + ,334.66 + ,334.54 + ,341.15 + ,320.47 + ,323.85 + ,328.06 + ,328.93 + ,337.50 + ,335.65 + ,361.05 + ,353.19 + ,352.28 + ,392.53 + ,393.03 + ,420.42 + ,434.91 + ,468.38 + ,466.35 + ,480.93 + ,511.25 + ,508.39 + ,479.80 + ,495.63 + ,487.09 + ,473.06 + ,473.03 + ,487.87 + ,479.28 + ,500.60 + ,502.82 + ,497.13 + ,496.06 + ,489.80 + ,481.66 + ,486.17 + ,492.94 + ,522.45 + ,545.71 + ,533.77 + ,570.26 + ,623.56 + ,639.94 + ,589.13 + ,559.45 + ,569.96 + ,590.43 + ,588.37 + ,565.80 + ,629.69 + ,576.28 + ,641.89 + ,625.70 + ,717.52 + ,749.58 + ,690.29 + ,666.55 + ,689.18 + ,666.24 + ,662.32 + ,665.83 + ,681.23 + ,704.87 + ,783.13 + ,757.97 + ,775.93 + ,812.08 + ,824.40 + ,886.89 + ,984.07 + ,1015.59 + ,897.30 + ,980.37 + ,957.37 + ,968.96 + ,1062.80 + ,1047.67 + ,967.91 + ,1021.58 + ,1014.02 + ,1034.98 + ,1068.80 + ,1038.38 + ,1133.26 + ,1259.55 + ,1207.42 + ,1234.59 + ,1297.03) > par8 = '' > par7 = '0.95' > par6 = 'White Noise' > par5 = '12' > par4 = '1' > par3 = '1' > 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/1q08k1323384380.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/285jh1323384380.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/35gkd1323384380.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 -0.104407130 -0.012494477 -0.078198367 -0.016582915 [6] 0.026356832 -0.001755351 0.004766954 0.008988925 0.030049695 [11] -0.046675660 0.100252090 -0.402200527 0.012749261 -0.051583259 [16] 0.049694891 0.080139885 -0.013312797 -0.041717982 -0.082994773 [21] -0.031651197 0.038895550 -0.012458162 -0.028953626 -0.032462501 [26] 0.017178771 0.050069622 > (mypacf <- c(rpacf$acf)) [1] -0.104407130 -0.023653165 -0.082953462 -0.034796439 0.017496130 [6] -0.004774359 0.001143578 0.012841262 0.033923562 -0.040015044 [11] 0.096681589 -0.390141922 -0.069253872 -0.085751463 -0.023950532 [16] 0.062896770 0.014247281 -0.042364320 -0.087359198 -0.059334087 [21] 0.039137020 -0.074821350 0.025605247 -0.241162383 -0.034353845 [26] -0.024649522 > 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/4dl2x1323384380.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/5qqaj1323384380.tab") > > try(system("convert tmp/1q08k1323384380.ps tmp/1q08k1323384380.png",intern=TRUE)) character(0) > try(system("convert tmp/285jh1323384380.ps tmp/285jh1323384380.png",intern=TRUE)) character(0) > try(system("convert tmp/35gkd1323384380.ps tmp/35gkd1323384380.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.117 0.194 1.312