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Type 'q()' to quit R. > x <- c(1770,2203,2836,1976,2837,2150,2180,2631,1781,2327,2260,2051,2250,2102,2957,2485,2871,2447,2570,2622,1840,2682,2369,2119,2531,2214,3206,2709,2734,2348,2702,2642,2064,2647,2534,2297,2718,2321,3112,2664,2808,2668,2934,2616,2228,2463,2416,2407,2582,2101,3305,2818,2401,3019,2507,2948,2210,2467,2596,2451,2233,2393,3122,2801,2656,2782,2604,2803,2178,2324,2536,2408,2261,2166,3243,2296,2719,2734,2297,2732,1904,2397,2473,1967,2471,2203,3053,2350,2807,2639,2646,2577,1860,2624,2590,2261,3342,2840,3328,3245,3025,2915,3579,2787,2397,3065,2154,2689,3187,2540,3469,3005,2573,2998,2768,2556,2414,2467,2136,2493,2735,2316,3042,2364,2248,2714,2583,2631,1965,2209,1964,2132) > 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/1a9y21323959069.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/24a3j1323959069.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/3898n1323959069.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 0.089191696 0.292633338 0.291567999 -0.071780142 [6] 0.195706685 -0.195393649 0.048237325 0.055036829 0.115261631 [11] 0.124039513 0.086201233 0.583917756 -0.074043433 0.151870359 [16] 0.008259586 -0.223274874 0.047115781 -0.462452007 -0.090532119 [21] -0.071575310 -0.134995121 0.014235562 -0.015853074 0.299523521 [26] -0.118044617 0.022756601 -0.135543000 -0.208059424 -0.028339192 [31] -0.494847725 -0.030887563 -0.100855079 -0.135632261 0.094359905 [36] -0.036432934 0.276989799 -0.004794043 0.036249483 -0.026415471 [41] -0.074789981 0.008004843 -0.364494492 0.076026986 -0.028728196 [46] -0.044480387 0.212825093 -0.018411432 0.296875106 > (mypacf <- c(rpacf$acf)) [1] 0.089191696 0.286961000 0.271721771 -0.202506488 0.053762307 [6] -0.249840385 0.096240731 0.105534109 0.318774773 -0.048225296 [11] 0.009787419 0.531031501 -0.308619482 -0.258366434 -0.287582413 [16] 0.011074751 -0.074881521 -0.197052625 -0.024984564 0.017134029 [21] 0.042767065 -0.053815376 0.106716852 0.047075463 -0.040246367 [26] -0.023950088 -0.053696121 0.016538942 0.039878901 -0.004448536 [31] -0.017488901 -0.034213998 0.014006395 0.015546959 -0.034092099 [36] -0.036378000 0.066590621 0.109784846 0.013566117 -0.029232453 [41] 0.003609631 -0.085378156 -0.011378898 0.091738323 -0.049543647 [46] 0.028511540 -0.045707987 -0.089871081 > 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/4z34w1323959069.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/5h0qc1323959069.tab") > > try(system("convert tmp/1a9y21323959069.ps tmp/1a9y21323959069.png",intern=TRUE)) character(0) > try(system("convert tmp/24a3j1323959069.ps tmp/24a3j1323959069.png",intern=TRUE)) character(0) > try(system("convert tmp/3898n1323959069.ps tmp/3898n1323959069.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.986 0.315 1.391